Открытая лекция профессора Роберто Карниэля, Университет г. Удине, Италия

26 октября 2017 года в 15.00 в Технопарке Университета ИТМО (Биржевая линия, 14-16), ауд. 337, международная научная лаборатория "Интеллектуальные технологии для социо-киберфизических систем" проводит семинар с участием профессора Университета г. Удине, Италия на тему "Data mining in time series: data reduction, classification and identification". Лекция будет проведена на английском языке.


Roberto Carniel

Laboratorio di misure e trattamento dei segnali, DPIA, Universita di Udine, Friuli, Italia


Data mining in time series: data reduction, classification and identification

A time series can be considered as the evolution of an observable of the dynamical system that produces it. It is therefore theoretically possible to extract, even from that single time series, information about the underlying governing system. This is done through a procedure called “embedding” that is based on the intuitive statement that the only time series available carries with it information also about the time evolution of other parameters that we are not able to sample or observe.

Carrying out this embedding procedure requires estimates of key parameters such as the optimal delay time and a proper embedding dimension. Other independent but often conceptually similar procedures allow decompositions of the time series into components that may in turn be associated to different source processes.

The key to the characterization of different regimes from a time series is therefore a process of data reduction, aimed at parsing the amount of data into its most useful components which can then facilitate the interpretation of the system.

The approaches presented can be used to conduct such a data reduction phase, and the reduced data stream can be used not only for characterizing different regimes but also for determining significant transitions between them, examining their relationship with external or internal events.

In the talk, examples of this approach will be presented through the analysis of volcanic tremor, a continuous signal generated at volcanoes by the movement of magma, gas or hydrothermal fluids. In particular, regime changes can be associated to the occurrence of tectonic or volcano-tectonic seismic events or paroxysmal eruptive events.