Abstract
Pattern matching of streaming time series with lower latency under limited computing resource comes to a critical problem, especially as the growth of Industry 4.0 and Industry Internet of Things. However, against traditional single pattern matching model, a pattern may contain multiple subpatterns representing different physical meanings in the real world. Hence, we formulate a new problem, called “consecutive subpatterns matching”, which allows users to specify a pattern containing several consecutive subpatterns with various specified thresholds. We propose a novel representation Equal-Length Block (ELB) together with two efficient implementations, which work very well under all \(L_p\)-Norms without false dismissals. Extensive experiments are performed on synthetic and real-world datasets to illustrate that our approach outperforms the brute-force method and MSM, a multi-step filter mechanism over the multi-scaled representation by orders of magnitude.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Agrawal, R., Faloutsos, C., Swami, A.: Efficient similarity search in sequence databases. In: Lomet, D.B. (ed.) FODO 1993. LNCS, vol. 730, pp. 69–84. Springer, Heidelberg (1993). https://doi.org/10.1007/3-540-57301-1_5
Begum, N., Keogh, E.: Rare time series motif discovery from unbounded streams. PVLDB 8(2), 149–160 (2014)
Berndt, D.J., Clifford, J.: Using dynamic time warping to find patterns in time series. In: KDD Workshop, vol. 10, pp. 359–370 (1994)
Branlard, E.: Wind energy: on the statistics of gusts and their propagation through a wind farm. In: ECN-Wind-Memo 2009, vol. 5 (2009)
Faloutsos, C., Ranganathan, M., Manolopoulos, Y.: Fast subsequence matching in time-series databases. In: SIGMOD, pp. 419–429. ACM (1994)
Jensen, S.K., Pedersen, T.B., Thomsen, C.: Time series management systems: a survey. TKDE PP(99), 1 (2017)
Keogh, E.: Welcome to the UCR Time Series Classification/Clustering Page. www.cs.ucr.edu/~eamonn/time_series_data
Keogh, E.: Exact indexing of dynamic time warping. In: PVLDB, Hong Kong, China, pp. 406–417 (2002)
Kotsifakos, A., Papapetrou, P., Hollmén, J., Gunopulos, D.: A subsequence matching with gaps-range-tolerances framework: a query-by-humming application. PVLDB 4(11), 761–771 (2011)
Lian, X., Chen, L., Yu, J.X., Han, J., Ma, J.: Multiscale representations for fast pattern matching in stream time series. TKDE 21(4), 568–581 (2009)
Lian, X., Chen, L., Yu, J.X., Wang, G., Yu, G.: Similarity match over high speed time-series streams. In: ICDE, pp. 1086–1095. IEEE, April 2007
Lim, H.-S., Whang, K.-Y., Moon, Y.-S.: Similar sequence matching supporting variable-length and variable-tolerance continuous queries on time-series data stream. Inf. Sci. 178(6), 1461–1478 (2008)
Lim, S.-H., Park, H.-J., Kim, S.-W.: Using multiple indexes for efficient subsequence matching in time-series databases. In: Li Lee, M., Tan, K.-L., Wuwongse, V. (eds.) DASFAA 2006. LNCS, vol. 3882, pp. 65–79. Springer, Heidelberg (2006). https://doi.org/10.1007/11733836_7
Loh, W.-K., Kim, S.-W., Whang, K.-Y.: A subsequence matching algorithm that supports normalization transform in time-series databases. DMKD 9(1), 5–28 (2004)
Luo, G., Yi, K., Cheng, S.W., Li, Z., Fan, W., He, C., Mu, Y.: Piecewise linear approximation of streaming time series data with max-error guarantees. In: 2015 IEEE 31st International Conference on Data Engineering, pp. 173–184, April 2015
Moon, Y.-S., Whang, K.-Y., Han, W.-S.: General match: a subsequence matching method in time-series databases based on generalized windows. In: SIGMOD, pp. 382–393. ACM (2002)
Pace, A., Johnson, K., Wright, A.: LIDAR-based extreme event control to prevent wind turbine overspeed. In: 51st AIAA Aerospace Sciences Meeting including the New Horizons Forum and Aerospace Exposition, p. 315 (2012)
Sun, H., Deng, K., Meng, F., Liu, J.: Matching stream patterns of various lengths and tolerances. In: CIKM, pp. 1477–1480. ACM (2009)
Vlachos, M., Kollios, G., Gunopulos, D.: Discovering similar multidimensional trajectories. In: ICDE, pp. 673–684. IEEE (2002)
Wang, Y., Wang, P., Pei, J., Wang, W., Huang, S.: A data-adaptive and dynamic segmentation index for whole matching on time series. PVLDB 6(10), 793–804 (2013)
Wei, L., Keogh, E., Van Herle, H., Mafra-Neto, A.: Atomic wedgie: efficient query filtering for streaming time series. In: ICDM, p. 8-pp. IEEE (2005)
Wu, H., Salzberg, B., Zhang, D.: Online event-driven subsequence matching over financial data streams. In: SIGMOD, pp. 23–34. ACM (2004)
Yi, B.-K., Faloutsos, C.: Fast time sequence indexing for arbitrary Lp norms. In: PVLDB, pp. 385–394. Morgan Kaufmann Publishers Inc. (2000)
Zhao, J., Liu, K., Wang, W., Liu, Y.: Adaptive fuzzy clustering based anomaly data detection in energy system of steel industry. Inf. Sci. 259(Suppl C), 335–345 (2014)
Zhu, Y., Shasha, D.: Efficient elastic burst detection in data streams. In: SIGKDD, pp. 336–345. ACM (2003)
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2018 Springer International Publishing AG, part of Springer Nature
About this paper
Cite this paper
Kang, R., Wang, C., Wang, P., Ding, Y., Wang, J. (2018). Matching Consecutive Subpatterns over Streaming Time Series. In: Cai, Y., Ishikawa, Y., Xu, J. (eds) Web and Big Data. APWeb-WAIM 2018. Lecture Notes in Computer Science(), vol 10988. Springer, Cham. https://doi.org/10.1007/978-3-319-96893-3_8
Download citation
DOI: https://doi.org/10.1007/978-3-319-96893-3_8
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-96892-6
Online ISBN: 978-3-319-96893-3
eBook Packages: Computer ScienceComputer Science (R0)