Discovery of time-series motif from multi-dimensional data based on MDL principle

Recently, the research on efficient extraction of previously unknown, frequently appearing patterns in a time-series data has received much attention. These patterns are called 'motifs'. Motifs are useful for various time-series data mining tasks. In this paper, we propose a motif discovery algorithm extract a motif that represents a characteristic pattern of the given data based on Minimum Description Length (MDL) principle. In addition, the algorithm can extract motifs from multi-dimensional time-series data by using Principal Component Analysis (PCA). In experimental evaluation, we show the efficiency of the motif discovery algorithm, and the usefulness of extracted motifs to various data mining tasks.