How to find pattern in sequential data?

2

I have multiple sequential data that lead up to an event. All I want to do if find the equivalent sequential data or a pattern that leads to the event. The data is also multivariate so I want to consider multiple features rather than just a column. Help will be greatly appreciated.

Kyrios

Posted 2020-02-20T02:18:58.403

Reputation: 21

Do you mean that an event corresponds to exactly one input sequence (i.e. you must have a "full" sequence for the event to appear), or that that an event may appear at any point of the sequence? – Erwan – 2020-02-21T01:14:55.317

There is a sequence of inputs that result in an event to occur but I am focusing on the last 20 inputs before the event occurs because the size of the input space can be of varying size. – Kyrios – 2020-02-21T01:47:20.380

Answers

1

I'm not entirely sure but it looks like sequence labeling might be what you need:

  • Sequences of varying length
  • Supervised: you would need to train a model with a sample of sequences annotated with a label at every step (not sure that this is your use case?)
  • Can handle any number of features

Conditional Random Fields is the state of the art method, there are many libraries available.

Erwan

Posted 2020-02-20T02:18:58.403

Reputation: 12 600