Scalable Similarity Matching in Streaming Time Series

Marascu, Alice and Ali Khan, Suleiman and Palpanas, Themis (2011) Scalable Similarity Matching in Streaming Time Series. UNSPECIFIED.

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    Abstract

    Nowadays online monitoring of data streams is essential in many real life applications, like sensor network monitoring, manufacturing process control, and video surveillance. One major problem in this area is the online identification of streaming sequences similar to a predefined set of pattern-sequences. In this paper, we present a novel solution that extends the state of the art both in terms of effectiveness and efficiency. We propose the first online similarity matching algorithm based on Longest Common SubSequence that is specifically designed to operate in a streaming context, and that can effectively handle time scaling, as well as noisy data. In order to deal with high stream rates and multiple streams, we extend the algorithm to operate on multilevel approximations of the streaming data, therefore quickly pruning the search space. Finally, we incorporate in our approach error estimation mechanisms in order to reduce the number of false negatives. We perform an extensive experimental evaluation using forty real datasets, diverse in nature and characteristics, and we also compare our approach to previous techniques. The experiments demonstrate the validity of our approach. The original publication is available in PAKDD 2012, Proceedings in Lecture Notes in Artificial Intelligence (LNAI), Springer Verlag (www.springerlink.com).

    Item Type: Departmental Technical Report
    Department or Research center: Information Engineering and Computer Science
    Subjects: Q Science > QA Mathematics > QA076 Computer software
    Uncontrolled Keywords: data stream, online similarity matching, time series
    Additional Information: This work will be published in PAKDD 2012, Proceedings in Lecture Notes in Artificial Intelligence (LNAI), Springer Verlag. Please reference as follows: Alice Marascu, Suleiman Ali Khan, Themis Palpanas. Scalable Similarity Matching in Streaming Time Series. Pacific-Asia Conference on Knowledge Discovery and Data Mining (PAKDD), 2012.
    Report Number: DISI-11-484
    Repository staff approval on: 20 Feb 2012

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