HOT SAX: Efficiently Finding the Most Unusual Time Series Subsequence

In this work, we introduce the new problem of finding time series discords. Time series discords are subsequences of a longer time series that are maximally different to all the rest of the time series subsequences. They thus capture the sense of the most unusual subsequence within a time series. Time series discords have many uses for data mining, including improving the quality of clustering, data cleaning, summarization, and anomaly detection. Discords are particularly attractive as anomaly detectors because they only require one intuitive parameter (the length of the subsequence) unlike most anomaly detection algorithms that typically require many parameters. We evaluate our work with a comprehensive set…