Integrated visual analysis of patterns in time series and text data : Workflow and application to financial data analysis

Thumbnail Image
Date
2016
Editors
Contact
Journal ISSN
Electronic ISSN
ISBN
Bibliographical data
Publisher
Series
URI (citable link)
DOI (citable link)
ArXiv-ID
International patent number
Link to the license
EU project number
Project
Open Access publication
Restricted until
Title in another language
Research Projects
Organizational Units
Journal Issue
Publication type
Journal article
Publication status
Published in
Information Visualization ; 15 (2016), 1. - pp. 75-90. - ISSN 1473-8716. - eISSN 1473-8724
Abstract
In this article, we describe a workflow and tool that allows a flexible formation of hypotheses about text features and their combinations, which are significantly connected in time to quantitative phenomena observed in stock data. To support such an analysis, we combine the analysis steps of frequent quantitative and text-oriented data using an existing a priori method. First, based on heuristics, we extract interesting intervals and patterns in large time series data. The visual analysis supports the analyst in exploring parameter combinations and their results. The identified time series patterns are then input for the second analysis step, in which all identified intervals of interest are analyzed for frequent patterns co-occurring with financial news. An a priori method supports the discovery of such sequential temporal patterns. Then, various text features such as the degree of sentence nesting, noun phrase complexity, and the vocabulary richness, are extracted from the news items to obtain meta-patterns. Meta-patterns are defined by a specific combination of text features which significantly differ from the text features of the remaining news data. Our approach combines a portfolio of visualization and analysis techniques, including time, cluster, and sequence visualization and analysis functionality. We provide a case study and an evaluation on financial data where we identify important future work. The workflow could be generalized to other application domains such as data analysis of smart grids, cyber physical systems, or the security of critical infrastructure, where the data consist of a combination of quantitative and textual time series data.
Summary in another language
Subject (DDC)
004 Computer Science
Keywords
Heterogeneous data, time series analysis, frequent financial data analysis, text document analysis, interest point detection, interesting interval patterns, hybrid temporal pattern mining (HTPM), hypothesis generation
Conference
Review
undefined / . - undefined, undefined. - (undefined; undefined)
Cite This
ISO 690WANNER, Franz, Wolfgang JENTNER, Tobias SCHRECK, Andreas STOFFEL, Lyubka SHARALIEVA, Daniel A. KEIM, 2016. Integrated visual analysis of patterns in time series and text data : Workflow and application to financial data analysis. In: Information Visualization. 15(1), pp. 75-90. ISSN 1473-8716. eISSN 1473-8724. Available under: doi: 10.1177/1473871615576925
BibTex
@article{Wanner2016-01-01Integ-31189,
  year={2016},
  doi={10.1177/1473871615576925},
  title={Integrated visual analysis of patterns in time series and text data : Workflow and application to financial data analysis},
  number={1},
  volume={15},
  issn={1473-8716},
  journal={Information Visualization},
  pages={75--90},
  author={Wanner, Franz and Jentner, Wolfgang and Schreck, Tobias and Stoffel, Andreas and Sharalieva, Lyubka and Keim, Daniel A.}
}
RDF
<rdf:RDF
    xmlns:dcterms="http://purl.org/dc/terms/"
    xmlns:dc="http://purl.org/dc/elements/1.1/"
    xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#"
    xmlns:bibo="http://purl.org/ontology/bibo/"
    xmlns:dspace="http://digital-repositories.org/ontologies/dspace/0.1.0#"
    xmlns:foaf="http://xmlns.com/foaf/0.1/"
    xmlns:void="http://rdfs.org/ns/void#"
    xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > 
  <rdf:Description rdf:about="https://kops.uni-konstanz.de/server/rdf/resource/123456789/31189">
    <dc:contributor>Jentner, Wolfgang</dc:contributor>
    <dc:creator>Schreck, Tobias</dc:creator>
    <dc:creator>Sharalieva, Lyubka</dc:creator>
    <dc:contributor>Schreck, Tobias</dc:contributor>
    <dc:contributor>Stoffel, Andreas</dc:contributor>
    <dspace:hasBitstream rdf:resource="https://kops.uni-konstanz.de/bitstream/123456789/31189/1/Wanner_0-289947.pdf"/>
    <dc:creator>Wanner, Franz</dc:creator>
    <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2015-06-18T09:42:24Z</dc:date>
    <dcterms:title>Integrated visual analysis of patterns in time series and text data : Workflow and application to financial data analysis</dcterms:title>
    <dc:rights>terms-of-use</dc:rights>
    <dc:creator>Jentner, Wolfgang</dc:creator>
    <void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/>
    <dc:creator>Stoffel, Andreas</dc:creator>
    <dc:contributor>Sharalieva, Lyubka</dc:contributor>
    <dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/36"/>
    <dcterms:abstract xml:lang="eng">In this article, we describe a workflow and tool that allows a flexible formation of hypotheses about text features and their combinations, which are significantly connected in time to quantitative phenomena observed in stock data. To support such an analysis, we combine the analysis steps of frequent quantitative and text-oriented data using an existing a priori method. First, based on heuristics, we extract interesting intervals and patterns in large time series data. The visual analysis supports the analyst in exploring parameter combinations and their results. The identified time series patterns are then input for the second analysis step, in which all identified intervals of interest are analyzed for frequent patterns co-occurring with financial news. An a priori method supports the discovery of such sequential temporal patterns. Then, various text features such as the degree of sentence nesting, noun phrase complexity, and the vocabulary richness, are extracted from the news items to obtain meta-patterns. Meta-patterns are defined by a specific combination of text features which significantly differ from the text features of the remaining news data. Our approach combines a portfolio of visualization and analysis techniques, including time, cluster, and sequence visualization and analysis functionality. We provide a case study and an evaluation on financial data where we identify important future work. The workflow could be generalized to other application domains such as data analysis of smart grids, cyber physical systems, or the security of critical infrastructure, where the data consist of a combination of quantitative and textual time series data.</dcterms:abstract>
    <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2015-06-18T09:42:24Z</dcterms:available>
    <dc:contributor>Wanner, Franz</dc:contributor>
    <dcterms:issued>2016-01-01</dcterms:issued>
    <dc:language>eng</dc:language>
    <dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/36"/>
    <dc:contributor>Keim, Daniel A.</dc:contributor>
    <bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/31189"/>
    <dc:creator>Keim, Daniel A.</dc:creator>
    <dcterms:hasPart rdf:resource="https://kops.uni-konstanz.de/bitstream/123456789/31189/1/Wanner_0-289947.pdf"/>
    <dcterms:rights rdf:resource="https://rightsstatements.org/page/InC/1.0/"/>
    <foaf:homepage rdf:resource="http://localhost:8080/"/>
  </rdf:Description>
</rdf:RDF>
Internal note
xmlui.Submission.submit.DescribeStep.inputForms.label.kops_note_fromSubmitter
Contact
URL of original publication
Test date of URL
Examination date of dissertation
Method of financing
Comment on publication
Alliance license
Corresponding Authors der Uni Konstanz vorhanden
International Co-Authors
Bibliography of Konstanz
Yes
Refereed