Fine-grained Pattern Matching Over Streaming Time Series

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 problem, a pattern may contain multiple segments representing different statistical properties or physical meanings for more precise and expressive matching in real world. Hence, we formulate a new problem, called "fine-grained pattern matching", which allows users to specify varied granularities of matching deviation to different segments of a given pattern, and fuzzy regions for adaptive breakpoints determination between consecutive segments. In this paper, we propose a novel two-phase approach. In the pruning phase, we introduce Equal-Length Block (ELB) representation together with Block-Skipping Pruning (BSP) policy, which guarantees low cost feature calculation, effective pruning and no false dismissals. In the post-processing phase, a delta-function is proposed to enable us to conduct exact matching in linear complexity. Extensive experiments are conducted to evaluate on synthetic and real-world datasets, which illustrates that our algorithm outperforms the brute-force method and MSM, a multi-step filter mechanism over the multi-scaled representation.