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I'm trying to find a method for using motifs for prediction. Motifs defined as similar (sub)sequences can be found using approximate or exact methods, see Exact Discovery of Time Series Motifs.

My problem is: once you have motifs of labelled time series how could the motifs be used for prediction?

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Email me (eamonn) for a detailed answer with figures.... My email is in siam.org/proceedings/datamining/2009/dm09_045_mueena.pdf – user12662 Jul 17 '12 at 0:13
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@EamonnJohnKeogh Welcome to this site. If you have time and inclination, other users of this site would certainly benefit from your full reply on this thread. – chl Jul 17 '12 at 7:55

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Since a motif is a pattern that gets repeated in a time series if you observe the motif repeating itself after a certain time lag in the series then you can forecast a future occurrence of the motify in the future one time lag ahead of where it last occurred.

Since you clarified that you have labels for your series and based on an observed motif you want to identify the right label, I would say that if each time series has different motifs then observing a particular motif would match it to a particular series and thereby identify the correct label.

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But each of my time series is labelled (A,B,C) and I'm interested in using the motifs for predicting the labels not predicting the motifs. I'm trying to find rules involving the motifs and the labels – Paula Jul 16 '12 at 19:36
When you said prediction I thought you meant predicting the future in the individual time series which is what we generally consider to be prediction. – Michael Chernick Jul 16 '12 at 19:47

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