Multivariate Time Series Search

Metadata Updated: November 12, 2020

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: No license information was provided. If this work was prepared by an officer or employee of the United States government as part of that person's official duties it is considered a U.S. Government Work.

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Dates

Metadata Created Date November 12, 2020
Metadata Updated Date November 12, 2020
Data Update Frequency irregular

Metadata Source

Harvested from NASA Data.json

Additional Metadata

Resource Type Dataset
Metadata Created Date November 12, 2020
Metadata Updated Date November 12, 2020
Publisher Dashlink
Unique Identifier Unknown
Maintainer
Identifier DASHLINK_449
Data First Published 2011-08-15
Data Last Modified 2020-01-29
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
Metadata Catalog ID https://data.nasa.gov/data.json
Schema Version https://project-open-data.cio.gov/v1.1/schema
Catalog Describedby https://project-open-data.cio.gov/v1.1/schema/catalog.json
Homepage URL https://c3.nasa.gov/dashlink/resources/449/
Program Code 026:029
Source Datajson Identifier True
Source Hash b35ca2d9a291b2529d98ee27780ea2e2318a941e
Source Schema Version 1.1

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