Font Size:

Structured Prediction in Time Series Data

Last modified: 2017-02-12

#### Abstract

Time series data is common in a wide range of disciplines including finance, biology, sociology, and computer science. Analyzing and modeling time series data is fundamental for studying various problems in those fields. For instance, studying time series physiological data can be used to discriminate patients’ abnormal recovery trajectories and normal ones (Hripcsak, Albers, and Perotte 2015). GPS data are useful for studying collective decision making of groupliving animals (Strandburg-Peshkin et al. 2015). There are different methods for studying time series data such as clustering, regression, and anomaly detection. In this proposal, we are interested in structured prediction problems in time series data. Structured prediction focuses on prediction task where the outputs are structured and interdependent, contrary to the non-structured prediction which assumes that the outputs are independent of other predicted outputs. Structured prediction is an important problem as there are structures inherently existing in time series data. One difficulty for structured prediction is that the number of possible outputs can be exponential which makes modeling all the potential outputs intractable.

#### Keywords

Time Series; Sequence Tagging; Active Learning

Full Text:
PDF