Interactive visualization of multivariate time series data

Abstract

Organizing multivariate time series data for presentation to an analyst is a challenging task. Typically, a dataset contains hundreds or thousands of datapoints, and each datapoint consists of dozens of time series measurements. Analysts are interested in how the datapoints are related, which measurements drive trends and/or produce clusters, and how the clusters are related to available metadata. In addition, interest in particular time series measurements will change depending on what the analyst is trying to understand about the dataset. Rather than providing a monolithic single use machine learning solution, we have developed a system that encourages analyst interaction. This system, Dial-A-Cluster (DAC), uses multidimensional scaling to provide a visualization of the datapoints depending on distance measures provided for each time series. The analyst can interactively adjust (dial) the relative influence of each time series to change the visualization (and resulting clusters). Additional computations are provided which optimize the visualization according to metadata of interest and rank time series measurements according to their influence on analyst selected clusters. The DAC system is a plug-in for Slycat (slycat.readthedocs.org), a framework which provides a web server, database, and Python infrastructure. The DAC web application allows an analyst to keep track of multiple datasets and interact with each as described above. It requires no installation, runs on any platform, and enables analyst collaboration. We anticipate an open source release in the near future.