Efficient query filtering for streaming time series with applications to semisupervised learning of time series classifiers

In this paper, we define time series query filtering, the problem of monitoring the streaming time series for a set of predefined patterns. This problem is of great practical importance given the massive volume of streaming time series available through sensors, medical patient records, financial indices and space telemetry. Since the data may arrive at a high rate and the number of predefined patterns can be relatively large, it may be impossible for the comparison algorithm to keep up. We propose a novel technique that exploits the commonality among the predefined patterns to allow monitoring at higher bandwidths, while maintaining a guarantee of no false dismissals. Our approach is based on the widely used envelope-based lower-bounding technique. As we will demonstrate on extensive experiments in diverse domains, our approach achieves tremendous improvements in performance in the offline case, and significant improvements in the fastest possible arrival rate of the data stream that can be processed with guaranteed no false dismissals. As a further demonstration of the utility of our approach, we demonstrate that it can make semisupervised learning of time series classifiers tractable. Li Wei is a Ph.D. candidate in the Department of Computer Science & Engineering at the University of California, Riverside. She received her B.S. and M.S. degrees from Fudan University, China. Her research interests include data mining and information retrieval. Eamonn Keogh is an Assistant Professor of computer science at the University of California, Riverside. His research interests include data mining, machine learning and information retrieval. Several of his papers have won best paper awards, including papers at SIGKDD and SIGMOD. Dr. Keogh is the recipient of a 5-year NSF Career Award for “Efficient Discovery of Previously Unknown Patterns and Relationships in Massive Time Series Databases”. Helga Van Herle is an Assistant Clinical Professor of medicine at the Division of Cardiology of the Geffen School of Medicine at UCLA. She received her M.D. from UCLA in 1993; completed her residency in internal medicine at the New York Hospital (Cornell University; 1993–1996) and her cardiology fellowship at UCLA (1997–2001). Dr. Van Herle holds an M.Sc. in bioengineering from Columbia University (1987) and a B.Sc. in chemical engineering from UCLA (1985). Agenor Mafra-Neto, Ph.D., is the CEO of ISCA Technologies, Inc., in California and the founder of ISCA Technologies, LTDA, in Brazil. His research interests include the analysis of insect behavior and communication systems, the manipulation of insect behavior, and the automation of pest monitoring and pest control. Dr. Mafra-Neto is currently coordinating the deployment of area-wide smart sensor and effector networks to micromanage agricultural and public health pests in the field in an automatic fashion. Russell J. Abbott is a Professor of computer science at California State University, Los Angeles, and a member of the staff at the Aerospace Corporation, El Segundo, CA. His primary interests are in the field of complex systems. He is currently organizing a workshop to bring together people working in the fields of complex systems and systems engineering.