
 
Intelligent  Computing  techniques  to  Time  Series 
Analysis. 
2.1.1  Time Series and their Processing 
In  the  following  paragraphs  we  offer  a  brief 
introduction to time series and their processing. We 
do  not  aim  here  to  make  a  deep  review,  but  to 
establish  the  context  in  which  the  antecedents  and 
objectives  of  this  research  do  make  sense.  For  a 
more  detailed  review  on  this  topic,  we  point  the 
interested  reader  to  any specific  text  such as  (Box 
and Jenkins, 2008) or (Han, Kamber and Pei, 2011). 
In  general  terms,  a  time  series  is  a  series  of 
values of a n-dimensional variable x that depends on 
time, that is {x(t), tϵT}. There are some differences 
between  the  management  of  unidimensional  and 
multidimensional  data  series,  that  basically  come 
from the possibility of interdependences among the 
components  of  x.  Theoretically,  T  can  be  a 
continuous interval,  but in  practice,  time is  always 
considered as discrete. Therefore, the series can be 
seen as a list of observations in several time instants. 
The distance between those time points is fixed and 
it  will  be  determined  by  the  particular  problem. 
Regarding variable x, x(t) could be the observation at 
a time t or the average value during the interval [t-
1,t]. In any case, sampling the series is a crucial task 
that has to be performed at the very beginning (Han, 
Kamber y Pei, 2011). In the context of this research, 
we  will  suppose  that  the  series  have  already  been 
correctly sampled. 
Time series are a special case of data series, that 
are series of observations over a variable (generally 
n-dimensional)  indexed  by  the  values  of  another 
unidimensional variable. As it is discussed in (Pyle, 
1999), even though we often refer to time series -as 
they are  the  most common- everything  about them 
can  be  almost  directly  applied  to  data  series  in 
general. In some cases, when the indexing variable 
is time, it is just an index and it is not playing any 
special  role  in  the  series,  or  inducing  any 
dependencies. 
2.1.2  Objetives of Data Series Processing 
Historically,  five  goals  can  be  identified  in  the 
analysis of data series. The first and the second are 
the most widely considered in literature due to their 
great practical interest. However, the borders among 
them are  not well defined, and many times several 
are  required  to  solve  a  particular  problem.  The 
aforementioned objectives are the following: 
  Prediction of future values of the series. 
  Classification  of  the  series,  globally  or 
partially, in different categories. 
  Description of the series according to a model. 
  Description  of  the  series  according  to  the 
values of other series. 
  Clustering  and  pattern  discovery  from  time-
series data. 
From a formal view point, the prediction task can 
be  seen  as  finding  a  function  F  which  gives  an 
estimation x’(t+d) of the values of x at time t+d.  
That estimation is made from the last k values of 
x  before  t  and  other  external  factors,  d.  In  other 
words, x’(t+d)=F(x(t), x(t-1)...., x(t-k+1), d). 
Usually,  d=1,  but  depending  on  the  concrete 
application,  a  different  value  might  be  required. 
Almost  all  traditional  methods  for  time  series 
analysis  and  monitorization  require  F  to  be 
stationary, that is, F only depends on t by means of 
observations of x. In other words, F does not directly 
depend  on the index  variable  t. From this point  of 
view,  the  prediction  is  formally  a  problem  of 
approximating functions; and it that case, a suitable 
technique  from  the  static  problem  can  be  applied 
(see (Garbancho, 1994) and (Duda and Hart 1973)). 
As usual, the goodness of the fitting is measured by 
means  of  an  error  function  in  the  form  E  = 
Σi=1,2,....N e(x’(t-i),x(t-i)), where e is a function that 
measures  the  “difference”  between  the  estimated 
value  and  the  observed  one,  x’(t-i)  y  x(t-i) 
respectively.  It  is  common  for  e  to  be  a  distance 
measure, but it could be of other type for particular 
applications (Dorffner, 1999). 
So  far,  we  have  talked  about  determining  the 
value  of  an  observation  from  the  former 
observations. A different problem is calculating the 
value  of  an  observation  at  a  time  t  from  other 
observations (in other dimensions) at that same time 
point. That is objective 4. To do so in an effective 
way, it is mandatory that the different series are not 
independent.  In  fact,  a  casual  relation  should  exist 
between them. The  guessing  of  a  value in  a series 
from  the  values  in  other  series  (casual  prediction) 
can be formally described, in its simplest version, as: 
given the series x(t), y(t), z(t), ..., t=1,2,...,T, find G 
so that x(t)=G(t, y(t), z(t),....., h). 
Casual  description  of  time  series  has  been 
handled  as  a  variant  of  the  task  of  predicting 
multidimensional series. However, we consider that 
this description possesses specific problems that are 
quite  interesting,  and  because  of  that,  description 
will play an important role  within this research. In 
particular, we believe that finding relations between 
series  associated  with  the  same  phenomena  is  of 
great interest in a context of imperfection. This task 
Pattern Characterization in Multivariate Data Series using Fuzzy Logic - Applications to e-Health
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