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Knowledge and Information Systems

, Volume 54, Issue 1, pp 203–236 | Cite as

Exploiting a novel algorithm and GPUs to break the ten quadrillion pairwise comparisons barrier for time series motifs and joins

  • Yan ZhuEmail author
  • Zachary Zimmerman
  • Nader Shakibay Senobari
  • Chin-Chia Michael Yeh
  • Gareth Funning
  • Abdullah Mueen
  • Philip Brisk
  • Eamonn Keogh
Regular Paper

Abstract

Time series motifs are approximately repeated subsequences found within a longer time series. They have been in the literature since 2002, but recently they have begun to receive significant attention in research and industrial communities. This is perhaps due to the growing realization that they implicitly offer solutions to a host of time series problems, including rule discovery, anomaly detection, density estimation, semantic segmentation, summarization, etc. Recent work has improved the scalability so exact motifs can be computed on datasets with up to a million data points in tenable time. However, in some domains, for example seismology or climatology, there is an immediate need to address even larger datasets. In this work, we demonstrate that a combination of a novel algorithm and a high-performance GPU allows us to significantly improve the scalability of motif discovery. We demonstrate the scalability of our ideas by finding the full set of exact motifs on a dataset with one hundred and forty-three million subsequences, which is by far the largest dataset ever mined for time series motifs/joins; it requires ten quadrillion pairwise comparisons. Furthermore, we demonstrate that our algorithm can produce actionable insights into seismology and ethology.

Keywords

Time series Joins Motifs GPUs 

Notes

Acknowledgements

This research was funded by NSF IIS-1161997 II, NSF IIS-1510741, NSF CCF-1528181, NSF CCF-1527127 and USGS Earthquake Hazard Program Award G16AP00034. We gratefully acknowledge all the donors of the datasets.

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Copyright information

© Springer-Verlag London Ltd., part of Springer Nature 2017

Authors and Affiliations

  1. 1.Department of Computer Science and EngineeringUniversity of CaliforniaRiversideUSA
  2. 2.Department of Earth SciencesUniversity of CaliforniaRiversideUSA
  3. 3.Department of Computer ScienceUniversity of New MexicoAlbuquerqueUSA

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