Given a large time-evolving event series such as Google web-search logs, which are collected according to various aspects, i.e., timestamps, locations and keywords, how accurately can we forecast their future activities? How can we reveal significant patterns that allow us to long-term forecast from such complex tensor streams? In this paper, we propose a streaming method, namely, CubeCast, that is designed to capture basic trends and seasonality in tensor streams and extract temporal and multi-dimensional relationships between such dynamics. Our proposed method has the following properties: (a) it is effective: it finds both trends and seasonality and summarizes their dynamics into simultaneous non-linear latent space. (b) it is automatic: it automatically recognizes and models such structural patterns without any parameter tuning or prior information. (c) it is scalable: it incrementally and adaptively detects shifting points of patterns for a semi-infinite collection of tensor streams. Extensive experiments that we conducted on real datasets demonstrate that our algorithm can effectively and efficiently find meaningful patterns for generating future values, and outperforms the state-of-the-art algorithms for time series forecasting in terms of forecasting accuracy and computational time.

In recent years, a massive amount of time-stamped sensor data has been generated and collected by many Internet of Things (IoT) applications, such as advanced automobiles and health care devices. Given such a large collection of complex sensor sequences, which consists of multiple attributes (e.g., sensor, user, timestamp), how can we automatically find important dynamic time-series patterns and the points of variation? How can we summarize all the complex sensor sequences, and achieve a meaningful segmentation? Also, can we see any hidden user-specific differences and outliers? In this paper we present CUBEMARKER, an efficient and effective method for capturing such multi-aspect features in sensor sequences. CUBEMARKER performs multi-way summarization for all attributes, namely, sensors, users, and time, and specifically it extracts multi-aspect features, such as important time-series patterns (i.e., time-aspect features) and hidden groups of users (i.e., user-aspect features), in complex sensor sequences. Our proposed method has the following advantages: (a) It is effective: it extracts multi-aspect features from complex sensor sequences and enables the efficient and effective analysis of complicated datasets; (b) It is automatic: it requires no prior training and no parameter tuning; (c) It is scalable: our method is carefully designed to be linear as regards dataset size and applicable to a large number of sensor sequences. Extensive experiments on real datasets show that CUBEMARKER is effective in that it can capture meaningful patterns for various real-world datasets, such as those obtained from smart factories, human activities, and automobiles. CUBEMARKER consistently outperforms the best state-of-the-art methods in terms of both accuracy and execution speed.