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Exploring variable-length time series motifs in one hundred million length scale.

Authors :
Gao, Yifeng
Lin, Jessica
Source :
Data Mining & Knowledge Discovery; Sep2018, Vol. 32 Issue 5, p1200-1228, 29p
Publication Year :
2018

Abstract

The exploration of repeated patterns with different lengths, also called variable-length motifs, has received a great amount of attention in recent years. However, existing algorithms to detect variable-length motifs in large-scale time series are very time-consuming. In this paper, we introduce a time- and space-efficient approximate variable-length motif discovery algorithm, Distance-Propagation Sequitur (DP-Sequitur), for detecting variable-length motifs in large-scale time series data (e.g. over one hundred million in length). The discovered motifs can be ranked by different metrics such as frequency or similarity, and can benefit a wide variety of real-world applications. We demonstrate that our approach can discover motifs in time series with over one hundred million points in just minutes, which is significantly faster than the fastest existing algorithm to date. We demonstrate the superiority of our algorithm over the state-of-the-art using several real world time series datasets. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
13845810
Volume :
32
Issue :
5
Database :
Complementary Index
Journal :
Data Mining & Knowledge Discovery
Publication Type :
Academic Journal
Accession number :
131319942
Full Text :
https://doi.org/10.1007/s10618-018-0570-1