Generic Subsequence Matching Framework: Modularity, Flexibility, Efficiency

Subsequence matching has appeared to be an ideal approach for solving many problems related to the fields of data mining and similarity retrieval. It has been shown that almost any data class (audio, image, biometrics, signals) is or can be represented by some kind of time series or string of symbols, which can be seen as an input for various subsequence matching approaches. The variety of data types, specific tasks and their partial or full solutions is so wide that the choice, implementation and parametrization of a suitable solution for a given task might be complicated and time-consuming; a possibly fruitful combination of fragments from different research areas may not be obvious nor easy to realize. The leading authors of this field also mention the implementation bias that makes difficult a proper comparison of competing approaches. Therefore we present a new generic Subsequence Matching Framework (SMF) that tries to overcome the aforementioned problems by a uniform frame that simplifies and speeds up the design, development and evaluation of subsequence matching related systems. We identify several relatively separate subtasks solved differently over the literature and SMF enables to combine them in straightforward manner achieving new quality and efficiency. This framework can be used in many application domains and its components can be reused effectively. Its strictly modular architecture and openness enables also involvement of efficient solutions from different fields, for instance efficient metric-based indexes. This is an extended version of a paper published on DEXA 2012.Comment: This is an extended version of a paper published on DEXA 201

KV-match: A Subsequence Matching Approach Supporting Normalization and Time Warping [Extended Version]

The volume of time series data has exploded due to the popularity of new applications, such as data center management and IoT. Subsequence matching is a fundamental task in mining time series data. All index-based approaches only consider raw subsequence matching (RSM) and do not support subsequence normalization. UCR Suite can deal with normalized subsequence match problem (NSM), but it needs to scan full time series. In this paper, we propose a novel problem, named constrained normalized subsequence matching problem (cNSM), which adds some constraints to NSM problem. The cNSM problem provides a knob to flexibly control the degree of offset shifting and amplitude scaling, which enables users to build the index to process the query. We propose a new index structure, KV-index, and the matching algorithm, KV-match. With a single index, our approach can support both RSM and cNSM problems under either ED or DTW distance. KV-index is a key-value structure, which can be easily implemented on local files or HBase tables. To support the query of arbitrary lengths, we extend KV-match to KV-match$_{DP}$, which utilizes multiple varied-length indexes to process the query. We conduct extensive experiments on synthetic and real-world datasets. The results verify the effectiveness and efficiency of our approach.Comment: 13 page

A Novel Data Association Algorithm for Unequal Length Fluctuant Sequence

AbstractThere are quantities of such sensors as radar, ESM, navigator in aerospace areas and the sequence data is the most ordinary data in sensor domain. How to mine the information of these data has attracted a great interest in data mining. But sequence data is easily interfered and produces some fluctuant points. When dealing with these sequences, traditional sequence similarity measurement such as Euclidean distance arises large error, especially for unequal length fluctuant sequence. A novel average weight 1-norm unequal length fluctuant sequence similarity measurement algorithm based on dynamic time warping (DTW) is proposed to solve this problem. It constructs an absolute distance matrix based on DTW firstly, then weight average weight 1-norm and modify it with modifying factor to measure the distance of unequal length fluctuant sequence. It solves the fluctuation sensitivity of maximum distance measurement algorithm. Finally transform distance to similarity as the index of the association, associate the sequence data according to the maximum similarity association rule. Simulation results show the effectiveness of the proposed algorithm when associating unequal length fluctuant sequence, association rate is above 70% and simulate the effect of variation of the sequence length, fluctuant rate and processing time to the proposed algorithm

SNIF TOOL - Sniffing for Patterns in Continuous Streams

Recent technological advances in sensor networks and mobile devices give rise to new challenges in processing of live streams. In particular, time-series sequence matching, namely, the similarity matching of live streams against a set of predefined pattern sequence queries, is an important technology for a broad range of domains that include monitoring the spread of hazardous waste and administering network traffic. In this thesis, I use the time critical application of monitoring of fire growth in an intelligent building as my motivating example. Various measures and algorithms have been established in the current literature for similarity of static time-series data. Matching continuous data poses the following new challenges: 1) fluctuations in stream characteristics, 2) real-time requirements of the application, 3) limited system resources, and, 4) noisy data. Thus the matching techniques proposed for static time-series are mostly not applicable for live stream matching. In this thesis, I propose a new generic framework, henceforth referred to as the n-Snippet Indices Framework (in short, SNIF), for discovering the similarity between a live stream and pattern sequences. The framework is composed of two key phases: (1.) Off-line preprocessing phase: where the pattern sequences are processed offline and stored into an approximate 2-level index structure; and (2.) On-line live stream matching phase: streaming time-series (or the live stream) is on-the-fly matched against the indexed pattern sequences. I introduce the concept of n-Snippets for numeric data as the unit for matching. The insight is to match small snippets of the live stream against prefixes of the patterns and maintain them in succession. Longer the pattern prefixes identified to be similar to the live stream, better the confirmation of the match. Thus, the live stream matching is performed in two levels of matching: bag matching for matching snippets and order checking for maintaining the lengths of the match. I propose four variations of matching algorithms that allow the user the capability to choose between the two conflicting characteristics of result accuracy versus response time. The effectiveness of SNIF to detect patterns has been thoroughly tested through extensive experimental evaluations using the continuous query engine CAPE as platform. The evaluations made use of real datasets from multiple domains, including fire monitoring, chlorine monitoring and sensor networks. Moreover, SNIF is demonstrated to be tolerant to noisy datasets

A neural network for mining large volumes of time series data

Efficiently mining large volumes of time series data is amongst the most challenging problems that are fundamental in many fields such as industrial process monitoring, medical data analysis and business forecasting. This paper discusses a high-performance neural network for mining large time series data set and some practical issues on time series data mining. Examples of how this technology is used to search the engine data within a major UK eScience Grid project (DAME) for supporting the maintenance of Rolls-Royce aero-engine are presented

Time Series Cluster Kernel for Learning Similarities between Multivariate Time Series with Missing Data

Similarity-based approaches represent a promising direction for time series analysis. However, many such methods rely on parameter tuning, and some have shortcomings if the time series are multivariate (MTS), due to dependencies between attributes, or the time series contain missing data. In this paper, we address these challenges within the powerful context of kernel methods by proposing the robust \emph{time series cluster kernel} (TCK). The approach taken leverages the missing data handling properties of Gaussian mixture models (GMM) augmented with informative prior distributions. An ensemble learning approach is exploited to ensure robustness to parameters by combining the clustering results of many GMM to form the final kernel. We evaluate the TCK on synthetic and real data and compare to other state-of-the-art techniques. The experimental results demonstrate that the TCK is robust to parameter choices, provides competitive results for MTS without missing data and outstanding results for missing data.Comment: 23 pages, 6 figure