Systems and methods for automated feature selection and pattern discovery of multi-variate time-series

摘要

Systems and methods of automated feature selection and pattern discovery of multi-variate time-series include obtaining a multi-variate times-series from a network; preprocessing the multi-variate times-series to account for sampling intervals and missing data in the multi-variate times-series; determining a distance matrix for the multi-variate times-series which estimates correlation among features in the multi-variate times-series; performing clustering on the distance matrix; reducing dimensionality of the multi-variate times-series based on the clustering to provide a lower-dimensionality time-series; and providing the lower-dimensionality time-series to one or more applications configured to analyze the multi-variate times-series from the network, wherein the lower-dimensionality time-series provides similar information as the multi-variate time-series with fewer dimensions thereby improving computational complexity of the one or more applications.