BEATS: Blocks of Eigenvalues Algorithm for Time Series Segmentation

The massive collection of data via emerging technologies like the Internet of Things (IoT) requires finding optimal ways to reduce the observations in the time series analysis domain. The IoT time series require aggregation methods that can preserve and represent the key characteristics of the data. In this paper, we propose a segmentation algorithm that adapts to unannounced mutations of the data (i.e., data drifts). The algorithm splits the data streams into blocks and groups them in square matrices, computes the Discrete Cosine Transform (DCT), and quantizes them. The key information is contained in the upper-left part of the resulting matrix. We extract this sub-matrix, compute the modulus of its eigenvalues, and remove duplicates. The algorithm, called BEATS, is designed to tackle dynamic IoT streams, whose distribution changes over time. We implement experiments with six datasets combining real, synthetic, real-world data, and data with drifts. Compared to other segmentation methods like Symbolic Aggregate approXimation (SAX), BEATS shows significant improvements. Trying it with classification and clustering algorithms it provides efficient results. BEATS is an effective mechanism to work with dynamic and multi-variate data, making it suitable for IoT data sources. The datasets, code of the algorithm and the analysis results can be accessed publicly at: https://github.com/auroragonzalez/BEATS.