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<article xmlns:xlink="http://www.w3.org/1999/xlink">
  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>Unsupervised Algorithm for Post-Processing Unsupervised Algorithm for Post-Processing of Roughly Segmented Categorical Time Series of Roughly Segmented Categorical Time Series</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Tom´aˇs Kocyan</string-name>
          <xref ref-type="aff" rid="aff1">1</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Jan Martinoviˇc</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Sˇtˇep´an Kuchaˇr</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Jiˇr´ı Dvorsky´</string-name>
          <xref ref-type="aff" rid="aff1">1</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Tomas Kocyan</string-name>
          <xref ref-type="aff" rid="aff1">1</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Jan Martinovic</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Stepan Kuchar</string-name>
          <email>stepan.kucharg@vsb.cz</email>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Jir Dvorsky</string-name>
          <xref ref-type="aff" rid="aff1">1</xref>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>VSB - TechITni4cIanlnUovnaivtieornsist,y of Ostrava</institution>
          ,
          <addr-line>17. listopadu 15/217I2T,47I0n8no3v3atOiosntrsa,va</addr-line>
          ,
          <country country="CZ">Czech Republic</country>
          <addr-line>17. lis</addr-line>
        </aff>
        <aff id="aff1">
          <label>1</label>
          <institution>ofVESleBct-riTcaeclhEnnicgainleUenriinvgerasintdy CofoOmspturatevra,Science</institution>
          ,
          <addr-line>F1a7c.ullitsytoopfaEdulec1t5r/ic2a1l7E2,n7g0in8ee3r3inOgsatrnadvaC, oCmzpecuhteRreSpcuiebnlcice, 17. listo</addr-line>
        </aff>
        <aff id="aff2">
          <label>2</label>
          <institution>tojpana.dmua1r5t/i2n1o7v2i</institution>
          ,
          <addr-line>c7,0s8te3p3aOn.skturacvhaa,rC</addr-line>
        </aff>
      </contrib-group>
      <pub-date>
        <year>2012</year>
      </pub-date>
      <fpage>81</fpage>
      <lpage>92</lpage>
      <abstract>
        <p>Many types of existing collections often contain repeating sequences which could be called as patterns. If these patterns are recognized they can be for instance used in data compression or for prediction. Extraction of these patterns from data collections with components generated in equidistant time and in finite number of levels is now a trivial task. The problem arises for data collections that are subject to different types of distortions in all axes. This paper discusses possibilities of using the Voting Experts algorithm enhanced by the Dynamic Time Warping (DTW) method. This algorithm is used for searching characteristic patterns in collections that are subject to the previously mentioned distortions. By using the Voting Experts high precision cuts (but with low level of recall) are first created in the collection. These cuts are then processed using the DTW method to increase resulting recall. This algorithm has better quality indicators than the original Voting Experts algorithm.</p>
      </abstract>
      <kwd-group>
        <kwd>Voting Experts</kwd>
        <kwd>Dynamic Time Warping</kwd>
        <kwd>Time Series</kwd>
      </kwd-group>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>Introduction</title>
      <p>
        This paper is focused on processing of semistructured data such as text. It is
commonly know fact that the amount of this data rapidly grows so that there
are two subproblems: how to store this kind of data and retrieve any piece of
information from the data. To efficiently store the data it is common to use data
compression. Data compression methods [
        <xref ref-type="bibr" rid="ref11">11</xref>
        ] can treat the data as sequence of
bytes, or they can use additional knowledge about the data, such as knowledge
of the language of the data. With this additional knowledge data compression
methods can improve their results for example by moving from byte oriented
alphabet to alphabet of words. The word alphabet is connection to the second
subproblem – information retrieval. Information retrieval algorithms usually do
not process the input data as sequence of bytes, but they use even bigger pieces
of the data, say words or generally some chunks of the data. This is the main
motivation of the paper. How to split the input data into smaller chunks without
a priori known structure of the input data? To do this, we use Voting Experts
Algorithms in our paper. For test purposes, the Czech and English text was
used as test bed for the segmentation algorithm, because the segmentation into
words is known without any doubts for Czech or English text so that results of
the Voting Experts Algorithm can be easily checked. During the future research,
text inputs will be substituted by quantitative time series, such as river measured
dicharge volume, and the typical patterns will be searched. These patterns will be
further used in Case-Based Reasoning methodology as a input step for prediction.
      </p>
      <p>The paper is organized as follows: in Sect. 2 a brief introduction of Voting
Experts algorithm is given. Section 3 describes Dynamic Time Warping
postprocess of Voting Experts. Experimental results are provided in Sect. 4, and
conclusion is given in Sect. 5.
2</p>
    </sec>
    <sec id="sec-2">
      <title>Voting Experts</title>
      <p>
        The Voting Expert Algorithm is a domain-independent unsupervised algorithm
for segmenting categorical time series into meaningful episodes. It was first
presented by Cohen and Adams in 2001 [
        <xref ref-type="bibr" rid="ref3">3</xref>
        ]. Since this introduction, the algorithm
has been extended and improved in many ways, but the main idea is always
the same. The basic Voting Experts algorithm is based on the simple hypothesis
that natural breaks in a sequence are usually accompanied by two statistical
indicators [
        <xref ref-type="bibr" rid="ref4">4</xref>
        ]: low internal entropy of episode and high boundary entropy between
episodes.
      </p>
      <p>The basic Voting Experts algorithm consists of following three main steps3:
– Build an nGram tree from the input, calculate statistics for each node of this
tree (internal and boundary entropy) and standardize these values in nodes
at the same depth.
– Pass a sliding window of length n over the input and let experts vote. Each
of the experts has its own point of view on current context (current content
of the sliding window) and votes for the best location for the split. The first
expert votes for locations with the highest boundary entropy, the second
expert votes for locations with a minimal sum of internal split entropy. By
this way, the votes are counted for each location in the input.
– Look for local maximums which overcome selected threshold. These points
are adepts for a split of sequence.</p>
      <p>
        Tests showed that the algorithm is able to segment selected input into
meaningful episodes successfully. It was tested in many domains of interest, such as
looking for words in a text [
        <xref ref-type="bibr" rid="ref3">3</xref>
        ] or segmenting of speech record [
        <xref ref-type="bibr" rid="ref8">8</xref>
        ].
      </p>
      <p>
        There are several ways how to improve the basic Voting Experts algorithm.
Simply we can divide these improvements into the two main groups. On the
3 For detailed explanation of each of mentioned steps see [
        <xref ref-type="bibr" rid="ref4">4</xref>
        ].
one hand, custom “expert” can be added to voting process (for example Markov
Expert in [
        <xref ref-type="bibr" rid="ref2">2</xref>
        ]) and receive additional point of view on your input. On the other
hand, there are methods based on repeated or hierarchical segmenting of the
input [
        <xref ref-type="bibr" rid="ref5 ref9">5, 9</xref>
        ].
      </p>
      <p>
        One of the simplest ways how to slightly improve performance of segmenting
is two-way passing of the sliding window. It means using classic voting algorithm
supplemented by segmenting of reversed input. This idea was outlined in [
        <xref ref-type="bibr" rid="ref5">5</xref>
        ]
which showed the way to make high-precision cut points by selection of higher
values of the threshold. Additionally, reversing the corpus and segmenting the
reversed input with Voting Experts generates a different set of backward cut
points. The subsequent intersection of sets of cut points offers high precision
segmenting. However, on the other hand, this high precision causes loss of recall.
3
      </p>
    </sec>
    <sec id="sec-3">
      <title>Voting Experts Post-Process</title>
      <p>Proposed solution for Voting Experts improvement takes the task of using
Dynamic Time Warping algorithm (introduced below) and high precision cuts as
a starting point for looking for typical patterns located in the input. Basic idea
is to refine the sparse set of high precision cuts into regular sequences as
correctly as possible. The mentioned refinement will be done by several types of
post-processing methods and the results will be compared.</p>
      <p>
        Methods will differ, but they share a common principle (as shown in Fig. 1).
If there are high precision cuts in the input (such as cuts A, B, C a D in Fig. 1)
and if the shorter sequence (bounded by cuts C and D) is subsequence of the
longer one (bounded by cuts A and B), we can deduce new boundaries E and F
by projecting the boundaries of common subsequence to the longer sequence. In
this very simplified example the sequences were composed by definite number of
values and limited length, so the evaluation is quite straightforward.
Dynamic time warping (DTW) is a technique to find an optimal alignment
between two given sequences under certain restrictions [
        <xref ref-type="bibr" rid="ref10">10</xref>
        ]. The sequences are
warped in a nonlinear fashion to match each other. First DTW was used for
comparison two different speech patterns in automatic speech recognition. In
information retrieval it has been successfully applied to dealing with time
deformations and different speeds associated with time-dependent data. For our
purposes the DTW algorithm will be used as a tool for finding the longest
common subsequence of two sequences.
      </p>
      <p>In the case of application of previously mentioned process on distorted data,
it is necessary to slightly modify it. Typical episodes of measurement of natural
phenomena (such as precipitations, measured discharge volume etc.) are,
unfortunately, subject to distortion in both time and value axes. For this reason, it
is necessary to find out suitable mechanism that is able to deal with this
deformation. The Dynamic Time Warping algorithm can be used for this purpose.
The main idea of the Voting Experts DTW post-process is summarized into the
following steps:
1. First of all, the high precision (but not complete) cuts are created by
splitting the input with high level of threshold by the Two-Way Voting Experts
method.
2. Let’s suppose that there are m unique sequences which have been created
according to cuts from step 1.
3. A m × m distance matrix is build.
4. For each pair in this matrix, where the length of sequence s1 is bigger than
length of sequence s2:
(a) The optimal mapping of shorter sequence s2 to longer sequence s1 is
found by using DTW modified for searching subsequences.
(b) If the mapping cost does not overcome selected threshold, the longest
sequence s1 stores the shorter sequence s2 into its own list of similar
sequences. By this way, every sequence gets its own list of the most
similar shorter sequences.
(c) Each of the shorter sequences points to positions in the longer sequence,
where it should be splitted. Because there are usually more than one
similar shorter sequences, it is pointed to several locations whereas many
of these locations are duplicated. For this reason, the votes are collected
into internal vote storage.
(d) After these votes are collected, the local maximums are detected. These
places are suggested as new cuts in original input.
5. The granted votes from step 4d are summed with votes of frequency and
entropy experts in the input. Subsequently, the local maximums of votes are
searched again. The cuts are made in locations where the number of granted
votes is higher than the specified threshold.
6. Algorithm ends or it can continue with step 2 for further refinement.
3.2</p>
      <sec id="sec-3-1">
        <title>Variations of the proposed algorithm</title>
        <p>For our algorithm improvement, several variants of each particular step were
proposed and then their influence were tested on final results. The most important
variants of the algorithm will be introduced in the following paragraphs.
Method for finding similar sequences. The algorithm works only with
sequences that do not overcome specified cost threshold of mapping (see step 4b
in Sect. 3.1). For this reason, it is necessary to specify this threshold and limit
for splitting of long sequences only to reasonable number of subsequences. Test
showed that when the length of subsequences is not limited to reasonable length
with respect to the length of longer sequence, the input is broken into large
number of short sequences. On one hand, it increases the recall, but on the other
hand, it rapidly decreases the precision.</p>
        <p>To avoid unwanted splitting we used two parameters – divisor and offset.
Length of the longer sequence is divided by the divisor and then the of f set
is added. In order to avoid removing the shorter sequence from list of similar
sequences, its length has to be longer than the resulting number. Formally we
can specify the necessary condition as:
kshorter sequencek &gt; klonger sequencek + of f set
divisor
(1)
Method for voting. Method for granting votes based on mapping shorter
sequence to longer one was introduced in Sect. 3.1. Additional three modifications
were proposed for this experiment. These methods and their modifications will
be further called as V otingM ethod1, V otingM ethod2, etc. Their principles are
described as:
– V otingM ethod1: Post-process runs as well as described in Sect. 3.1.
– V otingM ethod2: Post-process is the same as in the V otingM ethod1, but it is
supplemented by boundary condition. This condition limits voting on
boundary positions in found sequences. This restriction should avoid situations, in
which the high precision cuts have some errors and whole pattern is longer
than the area bounded by cuts. Automatic cuts on sequence boundaries may
distort further computation, so they are ommited.
– V otingM ethod3: First of all, the algorithm groups all similar found sequences
and then find the longest common prefixes and suffixes in original input. For
example, if the three sequences of value ’3456’ are found (see Fig. 2), the
common prefix is ’2’ and the longest common suffix is ’78’. The resulting
common sequence is ’2345678’. Subsequently, the same procedure as in the
step 1 is performed.
– V otingM ethod4: The last method of post-process also looks for common
prefix and suffix. But in this case the DTW is substituted by the longest
common substring method.</p>
      </sec>
      <sec id="sec-3-2">
        <title>Method for determining local threshold. All subsequences that satisfy the</title>
        <p>condition (1) subsequently vote for places in which they should split the longest
(parent) sequence. In this way, several potentional places for cuts are created.
Now it is necessary to decide in which locations will be the input really cut. In
our experiments, the required threshold was computed in two ways:
1. Threshold was chosen as a multiple of maximum of votes (from 0.2 to 0.8).
2. Threshold was chosen as a multiple of nonzero votes average (from 1 to 2).
Method for determing incrementing value. Locations in which number of
local votes overcomes the threshold are new proposals for cuts. This locations
increment votes in original input. The question is how many votes should be
these locations incremented. Three various types were suggested:
1. Incrementation of specified constant.
2. Incrementation of frequency with which the sequence appears in input and
multiplied by specified constant.
3. Incrementation of multiple by which the threshold was overcome.
4</p>
      </sec>
    </sec>
    <sec id="sec-4">
      <title>Experiments</title>
      <p>Typical test of algorithm’s verification of Voting Experts algorithm’s
performance is searching words in continuous text. In this text, spaces and
punctuations (dots, dashes, new lines etc.) are removed and the goal of the algorithm is
to put spaces back into correct places. Because the correct placement of spaces
in the original text is known, it is very easy to quantify the algorithm’s accuracy.
To objectively compare the accuracy of suggested improvement with the basic
method, experiments were performed on the same type of data, specifically on
Jaroslav Hasek’s novel named Good Soldier Svejk. To compare performance on
different languages same text written in English and Czech language was chosen.
English version was choosen as a default language, because original algorithm
was tested on George Orwell’s novel 1984. Czech version was selected as a
different type of language, which is characterized by large amount of possible word
suffixes.
4.1</p>
      <sec id="sec-4-1">
        <title>Evaluation</title>
        <p>
          For the evaluation of proposed algorithm performace, precision and recall
coefficients were defined. precision coefficient P and recall coefficient R rank among
the most often used for the methods that are able to provide relevant documents
in the information system. The precision coefficient is understood as the ratio
of the amount of relevant documents returned to the entire number of returned
documents. Recall represents the ratio of the amount of relevant documents
returned to a given query to the entire amount of documents relevant to this
query. In our case, the precision coefficient will be understood as the ratio of the
amount of correct spaces induced by algorithm to the entire number of induced
spaces. Recall will represent the ratio of the amount of correct induced spaces
to the entire amount of spaces in input. In order to simplify information about
system effectivity, methods have been created to display precision and recall
measured in a 1-dimensional space. One of these methods is Van Risjbergen’s
F -measure[
          <xref ref-type="bibr" rid="ref10 ref6">10, 6</xref>
          ]:
        </p>
        <p>Fβ =
1 + β2
βR2 + P1
=
1 + β2 R P
β2P + R
(2)
where β indicates the ratio of significance between precision and recall. For
example, when β is an even 0.5, it means that the user is twice as interested in
precision than in recall and when β is an 2, the users interest is vice versa. β
was set to 1 in our experiment.</p>
        <p>Each of the parameter combinations mentioned above were tested and the
results were compared with basic algorithm. In all cases we observed percentage
improvement of qualitative indicators.
4.2</p>
      </sec>
      <sec id="sec-4-2">
        <title>Czech version results</title>
        <p>The best configuration of input parameters for the Czech version is described in
Table 1.</p>
        <p>Results of the best configuration applied on various input lengths are
summarized in Table 2 and graphically in Fig. 3. It is evident that modified algorithm
slightly decreases precision P but considerably increases recall R (up to 17.5%).
Observed F -measure has an average improvement about +5.5%.
4.3</p>
      </sec>
      <sec id="sec-4-3">
        <title>English version results</title>
        <p>English input version reached the best results with configuration listed in Table 3
and its concrete qualitative indicators are specified in Table 4. In comparison
with the Czech version, the English results are slightly worse. However, the
average algorithm improvement of F -measure reaches 4.8%.
4.4</p>
      </sec>
      <sec id="sec-4-4">
        <title>Overal methods evaluation</title>
        <p>In previous sections, only the best configuration of parameters for each language
were introduced. Now, overal success of each splitting method (V otingM ethod1,
V otingM ethod2, etc.) regardless of remaining parameters and used language will
be compared.</p>
        <p>From each of the particular input size results, the top 300 configurations
were selected and then the frequency, average frequency and relative frequency
of concrete methods in this list were observed. These values are presented in
Table 5.</p>
        <p>The V otingM ethod4 reached the best result in average. This method appears
in 42.38% of all selected configurations. It is probably caused by the fact that the
longest common substring algorithm used in this method is designed specifically
for strings. The second-best was the V otingM ethod3 with 29%. However, we
hope that this method using DTW will overcome the V otingM ethod4 while
testing on quantitative time series, because it is more robust against distortion
in time axis.</p>
      </sec>
      <sec id="sec-4-5">
        <title>Influence of algorithm configuration to results</title>
        <p>During the tests we have not observed only the relative increment of F -measure,
Presion and Recall, but we have also evaluated the influence of values of
induvidual parameters to the results. This information will be further important for
design algorithm parameters run on quantitative time series.</p>
        <p>Test ran on grouped configurations by all parameters without the
monitored one and the dispersion of resulting F -measure (caused by the ommited
parameter) was observed. The dispersions of particular parameters are displayed
in Fig. 5.</p>
        <p>It is evident that the proposed method is sensitive to the choise of the voting
method, method for determining local threshold and incremental method. The
algorithm is little less sensitive to the method for searching similar sequences
and it is insensitive to the value of the threshold.
4.6</p>
      </sec>
      <sec id="sec-4-6">
        <title>Reusing on other data collections</title>
        <p>Once the best configuration for specific colection type has been found, it can
be further reused on this type of input data (text data in our experiments). We
verified this idea with the best English configuration on the another two English
texts – Gorge Orwell’s novel 1984 and Mark Twain’s Adventures of Huckleberry
Finn. In Fig. 6 you can see the results. Both inputs reached better results than
the basic algorithm.
Practical applications of the Voting Experts algorithm showed that it can be
used in many domains in which we want to look for some meaningful episodes.
Proposed solution overcomes qualitative indicators of original Voting Experts
algorithm and offers different point of view to the solution of searching
meaningful episodes. Experiments showed that if the proposed algorithm modification
is trained to a specific type of data (such as English text, Czech text etc.) it can
be further used on various inputs and it should always overcome the basic version
of Voting Experts.</p>
        <p>Our future work will be focused on searching typical patterns in measured and
distorted time series, specifically on searching typical patterns in measured river
discharge volumes. This found patterns will be further used for prediction using
the Case-Based Reasoning method. This method requires suitable mechanism
that is able to extract the most similar patterns from the input.</p>
      </sec>
    </sec>
    <sec id="sec-5">
      <title>Acknowledgement</title>
      <p>This work was supported by the European Regional Development Fund in the
IT4Innovations Centre of Excellence project (CZ.1.05/1.1.00/02.0070).</p>
    </sec>
  </body>
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