At Last! Time Series Joins, Motifs, Discords and Shapelets at Interactive Speeds

author: Eamonn Keogh, Department of Computer Science and Engineering, University of California, Riverside
published: Nov. 7, 2016,   recorded: August 2016,   views: 1419

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Given the ubiquity of time series, the last decade has seen a flurry of activity in time series data mining. Some of the most useful and frequently used primitives “reason” about the shapes of subsequences found in longer time series. Examples include Time Series Joins, Motifs, Discords and Shapelets. These primitives have found significant adoption, however they are all run in batch mode. For most non-trivial datasets, you start the process; you go to lunch (or on a short vacation!) and examine the results when you get back. What if you could solve such problems in interactive time? Well, now you can! With a new data structure call the Matrix Profile, interactive data mining of large datasets has become possible for the first time, and as we shall demonstrate, it is a game changer.

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