Multivariate Time Series Search

Metadata Updated: February 28, 2019

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

Downloads & Resources

Dates

Metadata Created Date August 1, 2018
Metadata Updated Date February 28, 2019
Data Update Frequency irregular

Metadata Source

Harvested from NASA Data.json

Additional Metadata

Resource Type Dataset
Metadata Created Date August 1, 2018
Metadata Updated Date February 28, 2019
Publisher Dashlink
Unique Identifier DASHLINK_449
Maintainer
Kanishka Bhaduri
Maintainer Email
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
Harvest Object Id b14bdabc-1e29-450c-aa8f-836d1f064261
Harvest Source Id 39e4ad2a-47ca-4507-8258-852babd0fd99
Harvest Source Title NASA Data.json
Data First Published 2011-08-15
Homepage URL https://c3.nasa.gov/dashlink/resources/449/
License http://www.usa.gov/publicdomain/label/1.0/
Data Last Modified 2018-07-19
Program Code 026:029
Source Datajson Identifier True
Source Hash fca5d9b297ed0f8ac7afe32db0c6e5b605a3aa1c
Source Schema Version 1.1

Didn't find what you're looking for? Suggest a dataset here.