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Open lecture by professor Roberto Carniel, Universita di Udine, Friuli, Italia

The open lecture "Data mining in time series: data reduction, classification and identification" by Roberto Carniel, professor of Universita di Udine, Friuli, Italia, will be held on October 26, 2017 at 15:00 in the Technopark of the ITMO University (Birzhevaya line, 14-16), room 337. The lecture is organized by the International Laboratory "Intelligent technologies for socio-cyberphysical systems" with the support of the Technopark Administration of ITMO University. The lecture will be held in English.


Roberto Carniel

Laboratorio di misure e trattamento dei segnali, DPIA, Universita di Udine, Friuli, Italia


Data mining in time series: data reduction, classification and identification

A time series can be considered as the evolution of an observable of the dynamical system that produces it. It is therefore theoretically possible to extract, even from that single time series, information about the underlying governing system. This is done through a procedure called “embedding” that is based on the intuitive statement that the only time series available carries with it information also about the time evolution of other parameters that we are not able to sample or observe.

Carrying out this embedding procedure requires estimates of key parameters such as the optimal delay time and a proper embedding dimension. Other independent but often conceptually similar procedures allow decompositions of the time series into components that may in turn be associated to different source processes.

The key to the characterization of different regimes from a time series is therefore a process of data reduction, aimed at parsing the amount of data into its most useful components which can then facilitate the interpretation of the system.

The approaches presented can be used to conduct such a data reduction phase, and the reduced data stream can be used not only for characterizing different regimes but also for determining significant transitions between them, examining their relationship with external or internal events.

In the talk, examples of this approach will be presented through the analysis of volcanic tremor, a continuous signal generated at volcanoes by the movement of magma, gas or hydrothermal fluids. In particular, regime changes can be associated to the occurrence of tectonic or volcano-tectonic seismic events or paroxysmal eruptive events.

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