Discovering the Longest Set of Distinct Maximal Correlated Intervals in Time Series Data

Date of Submission: 
October 1, 2014
Report Number: 
14-025
Report PDF: 
Abstract: 

In this paper we focus on finding all maximal correlated intervals where a given pair of time series have correlation above a user provided threshold for all its subintervals and for none of its immediate subsuming intervals. Our objective then is to find a longest set of such maximal correlated intervals. We propose a two step solution to achieve this objective. In the first step an efficient bottom-up approach is proposed to discover maximal correlated intervals. In the second step we use a dynamic programming approach to select the longest non-overlapping set. We evaluate the efficiency of our approach on synthetic datasets and compare it with that of a bruteforce approach. Using neuroimaging data that contains activity time series from brain regions, we show the utility of our approach in studying transient nature of relationships between different brain regions.