Author(s): Yeh, Michael Chin-Chia | Advisor(s): Keogh, Eamonn | Abstract: The last decade has seen a flurry of research on all-pairs-similarity-search (or, self-join) for text, DNA, and a handful of other datatypes, and these systems have been applied to many diverse data mining problems. Surprisingly, however, little progress has been made on addressing this problem for time series subsequences. In this thesis, we have introduced a near universal time series data mining tool called matrix profile which solves the all-pairs-similarity-search problem and caches the output in an easy-to-access fashion. The proposed algorithm is not only parameter-free, exact and scalable, but also applicable for both single and multidimensional time series. By building time series data mining methods on top of matrix profile, many time series data mining tasks (e.g., motif discovery, discord discovery, shapelet discovery, semantic segmentation, and clustering) can be efficiently solved. Because the same matrix profile can be shared by a diverse set of time series data mining methods, matrix profile is versatile and computed-once-use-many-times data structure. We demonstrate the utility of matrix profile for many time series data mining problems, including motif discovery, discord discovery, weakly labeled time series classification, and representation learning on domains as diverse as seismology, entomology, music processing, bioinformatics, human activity monitoring, electrical power-demand monitoring, and medicine. We hope the matrix profile is not the end but the beginning of many more time series data mining projects.
Discovering recurring patterns in time series data is a fundamental problem for temporal data mining. This paper addresses the problem of locating subdimensional motifs in real-valued, multivariate time series, which requires the simultaneous discovery of sets of recurring patterns along with the corresponding relevant dimensions. While many approaches to motif discovery have been developed, most are restricted to categorical data, univariate time series, or multivariate data in which the temporal patterns span all of the dimensions. In this paper, we present an expected linear-time algorithm that addresses a generalization of multivariate pattern discovery in which each motif may span only a subset of the dimensions. To validate our algorithm, we discuss its theoretical properties and empirically evaluate it using several data sets including synthetic data and motion capture data collected by an on-body iner- tial sensor.