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Visualization of big time series data

This is a joint event between SSA Vic and our friends from Data Science Melbourne.

After the talk by our guest, Rob Hyndman, please join us for drinks at Platform 28, which is just around the corner. Abstract and directions found below.

Visualization of big time series data

Rob Hyndman
(Monash University)

It is becoming increasingly common for organizations to collect very large amounts of data over time. Data visualization is essential for exploring and understanding structures and patterns, and to identify unusual observations. However, the sheer quantity of data available challenges current time series visualisation methods.

For example, Yahoo has banks of mail servers that are monitored over time. Many measurements on server performance are collected every hour for each of thousands of servers. We wish to identify servers that are behaving unusually.

Alternatively, we may have thousands of time series we wish to forecast, and we want to be able to identify the types of time series that are easy to forecast and those that are inherently challenging.

I will demonstrate an approach to this problem using a vector of features on each time series, measuring characteristics of the series. For example, the features may include lag correlation, strength of seasonality, spectral entropy, etc. Then we use a principal component decomposition on the features, and plot the first few principal components. This enables us to explore a lower dimensional space and discover interesting structure and unusual observations.

About Rob

Rob J Hyndman is Professor of Statistics in the Department of Econometrics and Business Statistics at Monash University and Director of the Monash University Business & Economic Forecasting Unit. He is also Editor-in-Chief of the International Journal of Forecasting and a Director of the International Institute of Forecasters. Rob is the author of over 100 research papers in statistical science. In 2007, he received the Moran medal from the Australian Academy of Science for his contributions to statistical research, especially in the area of statistical forecasting. For 25 years, Rob has maintained an active consulting practice, assisting hundreds of companies and organisations. His recent consulting work has involved forecasting electricity demand, tourism demand, the Australian government health budget and case volume at a US call centre.

Getting to the talk venue

Go up the Southern Cross Station stairs (Pic 1 below), which are located at the corner of Bourke St & Spencer St. Once you are at the top, walk across the bridge towards Etihad Stadium and the first building on your right is the NAB building (Pic 2). When you've entered the building the Arena is just on your left.

More instructions are available from:

Getting to the post-talk venue

Please join us for drinks at Platform 28 after the talk. On exit from NAB, there is a shortcut under the Medibank building that takes you there. Total walking distance is under 200m.

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