Matching Consecutive Subpatterns Over Streaming Time Series

Abstract: Pattern matching of streaming time series with lower latency under limited computing resource comes to a critical problem, especially as the growth of Industry 4.0 and Industry Internet of Things. However, against traditional single pattern matching model, a pattern may contain multiple subpatterns representing different physical meanings in the real world. Hence, we formulate a new problem, called "consecutive subpatterns matching", which allows users to specify a pattern containing several consecutive subpatterns with various specified thresholds. We propose a novel representation Equal-Length Block (ELB) together with two efficient implementations, which work very well under all Lp-Norms without false dismissals. Extensive experiments are performed on synthetic and real-world datasets to illustrate that our approach outperforms the brute-force method and MSM, a multi-step filter mechanism over the multi-scaled representation by orders of magnitude.