Multivariate Time Series Search

Metadata Updated: May 6, 2016

Multivariate Time-Series (MTS) are ubiquitous, and are generated in areas as disparate as sensor recordings in aerospace systems, music and video streams, medical monitoring, and financial systems. Domain experts are often interested in searching for interesting multivariate patterns from these MTS databases which can contain up to several gigabytes of data. Surprisingly, research on MTS search is very limited. Most existing work only supports queries with the same length of data, or queries on a fixed set of variables. In this paper, we propose an efficient and flexible subsequence search framework for massive MTS databases, that, for the first time, enables querying on any subset of variables with arbitrary time delays between them. We propose two provably correct algorithms to solve this problem — (1) an R-tree Based Search (RBS) which uses Minimum Bounding Rectangles (MBR) to organize the subsequences, and (2) a List Based Search (LBS) algorithm which uses sorted lists for indexing. We demonstrate the performance of these algorithms using two large MTS databases from the aviation domain, each containing several millions of observations. Both these tests show that our algorithms have very high prune rates (>95%) thus needing actual disk access for only less than 5% of the observations. To the best of our knowledge, this is the first flexible MTS search algorithm capable of subsequence search on any subset of variables. Moreover, MTS subsequence search has never been attempted on datasets of the size we have used in this paper.

Access & Use Information

Public: This dataset is intended for public access and use. License: U.S. Government Work

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Dates

Metadata Created Date February 26, 2016
Metadata Updated Date May 6, 2016
Data Update Frequency irregular

Metadata Source

Harvested from NASA Data.json

Additional Metadata

Resource Type Dataset
Metadata Created Date February 26, 2016
Metadata Updated Date May 6, 2016
Publisher Dashlink
Unique Identifier DASHLINK_449
Maintainer
Kanishka Bhaduri
Maintainer Email
Id {$oid: 56cf5b00a759fdadc44e56db}
Public Access Level public
Data Update Frequency irregular
Bureau Code 026:00
Metadata Context https://project-open-data.cio.gov/v1.1/schema/catalog.jsonld
Schema Version https://project-open-data.cio.gov/v1.1/schema
Catalog Describedby https://project-open-data.cio.gov/v1.1/schema/catalog.json
Harvest Object Id 708df1dc-bb06-42a8-969a-7ac9d4810287
Harvest Source Id 39e4ad2a-47ca-4507-8258-852babd0fd99
Harvest Source Title NASA Data.json
Data First Published 2011-08-15T14:02:09
Homepage URL https://c3.nasa.gov/dashlink/resources/449/
Language en-US
License http://www.usa.gov/publicdomain/label/1.0/
Data Last Modified 2011-08-15T14:14:21
Program Code 026:029
Publisher Hierarchy U.S. Government > National Aeronautics and Space Administration > Dashlink
Source Datajson Identifier True
Source Hash ab2ab7a48f2363cdcfbab1049255da964721fe96
Source Schema Version 1.1

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