Presentation 2005/7/7
Detecting Lag Correlations in Data Streams
Yasushi Sakurai,
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Abstract(in Japanese) (See Japanese page)
Abstract(in English) The processing and mining of data streams have attracted on increasing amount of interest recently. Data streams appear in a variety of settings, such as environmental, medical and socioeconomic systems. Typical data-stream applications include network analysis, sensor monitoring, financial data analysis, and moving object tracking. In this talk, I will introduce BRAID, a method to detect lag correlations between data streams. BRAID can handle data streams of semi-infinite length, incrementally, quickly, and with small resource consumption. I will also introduce a theoretical analysis, which, based on Nyquist's sampling theorem, shows that BRAID can estimate lag correlations with little, and often with no error at all. Our experiments on real and realistic data show that BRAID detects the correct lag perfectly most of the time (the largest relative error was about 1%); while it is up to 40,000 times faster than the naive implementation.
Keyword(in Japanese) (See Japanese page)
Keyword(in English) data stream processing / pattern discovery / lag correlations
Paper # DE2005-83
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Conference Information
Committee DE
Conference Date 2005/7/7(1days)
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Paper Information
Registration To Data Engineering (DE)
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Detecting Lag Correlations in Data Streams
Sub Title (in English)
Keyword(1) data stream processing
Keyword(2) pattern discovery
Keyword(3) lag correlations
1st Author's Name Yasushi Sakurai
1st Author's Affiliation NTT Cyber Space laboratories()
Date 2005/7/7
Paper # DE2005-83
Volume (vol) vol.105
Number (no) 172
Page pp.pp.-
#Pages 107
Date of Issue