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Hauptverfasser: Marié, Sylvain, Knecht, Pablo
Format: Preprint
Veröffentlicht: 2025
Schlagworte:
Online-Zugang:https://arxiv.org/abs/2512.01440
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author Marié, Sylvain
Knecht, Pablo
author_facet Marié, Sylvain
Knecht, Pablo
contents Discrete event systems are present both in observations of nature, socio economical sciences, and industrial systems. Standard analysis approaches do not usually exploit their dual event / state nature: signals are either modeled as transition event sequences, emphasizing event order alignment, or as categorical or ordinal state timeseries, usually resampled a distorting and costly operation as the observation period and number of events grow. In this work we define state transition event timeseries (STE-ts) and propose a new Selective Temporal Hamming distance (STH) leveraging both transition time and duration-in-state, avoiding costly and distorting resampling on large databases. STH generalizes both resampled Hamming and Jaccard metrics with better precision and computation time, and an ability to focus on multiple states of interest. We validate these benefits on simulated and real-world datasets.
format Preprint
id arxiv_https___arxiv_org_abs_2512_01440
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A Selective Temporal Hamming distance to find patterns in state transition event timeseries, at scale
Marié, Sylvain
Knecht, Pablo
Artificial Intelligence
Machine Learning
Discrete event systems are present both in observations of nature, socio economical sciences, and industrial systems. Standard analysis approaches do not usually exploit their dual event / state nature: signals are either modeled as transition event sequences, emphasizing event order alignment, or as categorical or ordinal state timeseries, usually resampled a distorting and costly operation as the observation period and number of events grow. In this work we define state transition event timeseries (STE-ts) and propose a new Selective Temporal Hamming distance (STH) leveraging both transition time and duration-in-state, avoiding costly and distorting resampling on large databases. STH generalizes both resampled Hamming and Jaccard metrics with better precision and computation time, and an ability to focus on multiple states of interest. We validate these benefits on simulated and real-world datasets.
title A Selective Temporal Hamming distance to find patterns in state transition event timeseries, at scale
topic Artificial Intelligence
Machine Learning
url https://arxiv.org/abs/2512.01440