Pattern detection in time-series data

Abstract

Systems and methods for detecting patterns in data from a time-series are provided. In one implementation, a method for pattern detection includes obtaining data in a time-series and creating one-dimensional or multi-dimensional windows from the time-series data. The one-dimensional or multi-dimensional windows are created either independently or jointly with the time-series. The method also includes training a deep neural network with the one-dimensional or multi-dimensional windows utilizing historical and/or simulated data to provide a neural network model. Also, the method includes processing ongoing data with the neural network model to detect one or more patterns of a particular category in the ongoing data, and localizing the one or more patterns in time.

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