Mining multivariate time series with mixed sampling rates

Ricardo Cachucho, Marvin Meeng, Ugo Vespier, Siegfried Nijssen, Arno Knobbe · 2014

Fitting sensors to humans and physical structures is becoming more and more common. These developments provide many opportunities for ubiquitous computing, as well as challenges for analyzing the resulting sensor data. From these challenges, an underappreciated problem arises: modeling multivariate time series with mixed sampling rates. Although mentioned in several application papers using sensor systems, this problem has been left almost unexplored, often hidden in a preprocessing step or solved manually as a one-pass procedure (feature extraction/construction). This leaves an opportunity to formalize and develop methods that address mixed sampling rates in an automatic fashion.

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