The Fifth Elephant 2015

A conference on data, machine learning, and distributed and parallel computing

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Using Modes for Time Series Classification

RC

Rohit Chatterjee

@rohitchatterjee

To present methods for time series analysis other than ARIMA etc.

Outline

The time series that appear in IT monitoring environments are not always amenable to ARIMA or related methods. I have been exploring the mode as a statistic from which to build a signature for a time series. If time permits I will show how standard ML methods can be applied to these signatures for classification.

Speaker bio

Was almost a mathematician, then moved to HFT as a C++ / Perl developer, nowadays C#, Python and JavaScript. Just enough to do analytics on IT monitoring data using pandas numpy etc.

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