1. Mining frequency counts from sensor set data Loo Kin Kong 25 th June 2003

2. Outline Motivation Sensor set data Finding frequency counts of itemsets from sensor set data Future work

3. Stock quotes Closing prices of some HK stocks … Date0005002305112388 09/695.0015.3028.107.90 10/694.0015.4527.807.85 11/693.5015.6027.907.85 12/695.0015.5027.807.75 13/695.2515.5527.707.90 16/695.2515.3027.857.95 17/697.0015.5527.608.00 18/697.0015.6026.458.10 19/696.5015.5527.208.05 20/696.0015.5528.008.10 23/694.2515.3027.707.95

4. Stock quotes Intra-day stock price of TVB (0511) on 23rd June 2003 (Source: quamnet.com)

5. Motivation Fluctuation of the price of a stock may be related to that of another stock or other conditions Online analysis tools can help to give more insight on such variations The case of stock market can be generalized... We use “ sensors ” to monitor some conditions, for example: We monitor the prices of stocks by getting quotations from a finance website We monitor the weather by measuring temperature, humidity, air pressure, wind, etc.

6. Sensors Properties of a sensor include: A sensor reports values, either spontaneously or by request, reflecting the state of the condition being monitored Once a sensor reports a value, the value remains valid until the sensor reports again The lifespan of a value is defined as the length of time when the value is valid The value reported must be one of the possible states of the condition The set of all possible states of a sensor is its state set time ss ss ss ss ss ss t6t5t1t2t4t3

7. Sensor set data A set of sensors (say, n of them) is called a sensor set At any time, we can obtain an n-tuple, which is composed of the values of the n sensors, attached with a time stamp where: t is the time when the n-tuple is obtained v x is the value of the x-th sensor If the n sensors have the same state set, we call the sensor set homogeneous

8. Mining association rules from sensor set data An association rule is a rule, satisfying certain support and confidence restrictions, in the form X  Y where X and Y are two disjoint itemsets We redefine the support to reflect the time factor in sensor set data supp(X) =  lifespan(X) / length of history

9. Transformations of sensor-set data The n-tuples need transformation for finding frequent itemsets Transformation 1: Each (z x, s y ) pair, where z x is a sensor and s y a state for z x, is treated as an item in traditional association rule mining Hence, the i-th n-tuple is transformed as where t i is the timestamp of the i-th n-tuple Thus, association rules of the form {(z 1, s 1 ), (z 2, v 2 ),..., (z n, v n )}  {(z x, v x )} can be obtained

10. Transformations of sensor-set data Transformation 2: Assuming a homogeneous sensor set, each s in the state set is treated as an item in traditional association rule mining The i-th n-tuple is transformed as where t i is the timestamp of the i-th n-tuple, e x is a boolean value, showing whether the state s x exists in the tuple Thus, association rules of the form {s 1, s 2,..., s j }  {s k } can be obtained

11. The Lossy Counting (LC) Algorithm for items User specifies the support threshold s and error tolerance  Transactions of single item are conceptually kept in buckets of size  1/  At the end of each bucket, counts smaller than the error tolerance are discarded Counts, kept in a data structure D, of items are kept in the form ( e, f,  ), where e is the item f is the frequency of e since the entry is inserted in D  is the maximum count of e before the entry is added to D

12. The Lossy Counting (LC) Algorithm for items 1. D   ; N  0 2. w   1/  ; b  1 3. e  next transaction; N  N + 1 4. if (e,f,  ) exists in D do 5. f  f + 1 6. else do 7. insert (e,1,b-1) to D 8. endif 9. if N mod w = 0 do 10. prune(D, b); b  b + 1 11. endif 12. Goto 3; D: The set of all counts N: Curr. len. of stream e: Transaction (of item) w: Bucket width b: Current bucket id

13. The Lossy Counting (LC) Algorithm for items 1. function prune(D, b) 2. for each entry (e,f,  ) in D do 3. if f +   b do 4. remove the entry from D 5. endif

14. The Lossy Counting (LC) Algorithm for itemsets Transactions are kept in buckets Multiple (say m) buckets are processed at a time. The value m depends on the amount of memory available For each transaction E, essentially, every subset of E is enumerated and treated as if an item in LC algorithm for items

15. Extending the LC Algorithm for sensor-set data We can extend the LC Algorithm for finding approximate frequency counts of itemsets for SSD: Instead of using a fixed sized bucket, size of which is determined by , we can use a bucket which can hold an arbitrary number of transactions During the i-th bucket, when a count is inserted to D, we set  =  T 1,i-1 where T i,j denotes the total time elapsed since bucket i up to bucket j At the end of the i-th bucket, we prune D by removing the counts such that  +f   T 1,i

16. Extending the LC Algorithm for sensor-set data 1. D   ; N  0 2. w  (user defined value); b  1 3. E  next transaction; N  N + 1 4. foreach subset e of E 5. if (e,f,  ) exists in D do 6. f  f + 1 7. else do 8. insert (e,1,  T 1,b-1 ) to D 9. endif 10. if N mod w = 0 do 11. prune(D, T 1,b ); b  b + 1 12. endif 13. Goto 3; D: The set of all counts N: Curr. len. of stream E: Transaction (of itemset) w: Bucket width b: Current bucket id

17. Observations The choice of w can affect the efficiency of the algorithm A small w may cause the pruning procedure being invoked too frequently A big w may cause that many transactions being kept in the memory It may be possible to derive a good w w.r.t. mean lifespan of the transactions If the lifespans of the transactions are short, potentially we need to prune D frequently Difference between adjacent transactions may be little

18. Future work Evaluate the efficiency of the LC Algorithm for sensor-set data Investigate how to exploit the observation that adjacent transactions may be very similar

19. Q & A