Skip to main content

Matching Consecutive Subpatterns over Streaming Time Series

  • Conference paper
  • First Online:
Book cover Web and Big Data (APWeb-WAIM 2018)

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.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. 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

    Chapter  Google Scholar 

  2. Begum, N., Keogh, E.: Rare time series motif discovery from unbounded streams. PVLDB 8(2), 149–160 (2014)

    Google Scholar 

  3. Berndt, D.J., Clifford, J.: Using dynamic time warping to find patterns in time series. In: KDD Workshop, vol. 10, pp. 359–370 (1994)

    Google Scholar 

  4. Branlard, E.: Wind energy: on the statistics of gusts and their propagation through a wind farm. In: ECN-Wind-Memo 2009, vol. 5 (2009)

    Google Scholar 

  5. Faloutsos, C., Ranganathan, M., Manolopoulos, Y.: Fast subsequence matching in time-series databases. In: SIGMOD, pp. 419–429. ACM (1994)

    Article  Google Scholar 

  6. Jensen, S.K., Pedersen, T.B., Thomsen, C.: Time series management systems: a survey. TKDE PP(99), 1 (2017)

    Google Scholar 

  7. Keogh, E.: Welcome to the UCR Time Series Classification/Clustering Page. www.cs.ucr.edu/~eamonn/time_series_data

  8. Keogh, E.: Exact indexing of dynamic time warping. In: PVLDB, Hong Kong, China, pp. 406–417 (2002)

    Chapter  Google Scholar 

  9. 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)

    Google Scholar 

  10. 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)

    Google Scholar 

  11. 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

    Google Scholar 

  12. 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)

    Article  MathSciNet  Google Scholar 

  13. 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

    Chapter  Google Scholar 

  14. 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)

    MathSciNet  Google Scholar 

  15. 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

    Google Scholar 

  16. 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)

    Google Scholar 

  17. 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)

    Google Scholar 

  18. Sun, H., Deng, K., Meng, F., Liu, J.: Matching stream patterns of various lengths and tolerances. In: CIKM, pp. 1477–1480. ACM (2009)

    Google Scholar 

  19. Vlachos, M., Kollios, G., Gunopulos, D.: Discovering similar multidimensional trajectories. In: ICDE, pp. 673–684. IEEE (2002)

    Google Scholar 

  20. 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)

    Google Scholar 

  21. 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)

    Google Scholar 

  22. Wu, H., Salzberg, B., Zhang, D.: Online event-driven subsequence matching over financial data streams. In: SIGMOD, pp. 23–34. ACM (2004)

    Google Scholar 

  23. Yi, B.-K., Faloutsos, C.: Fast time sequence indexing for arbitrary Lp norms. In: PVLDB, pp. 385–394. Morgan Kaufmann Publishers Inc. (2000)

    Google Scholar 

  24. 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)

    Article  Google Scholar 

  25. Zhu, Y., Shasha, D.: Efficient elastic burst detection in data streams. In: SIGKDD, pp. 336–345. ACM (2003)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Jianmin Wang .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2018 Springer International Publishing AG, part of Springer Nature

About this paper

Check for updates. Verify currency and authenticity via CrossMark

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)

Publish with us

Policies and ethics