Matrix Profile XII: MPDist: A Novel Time Series Distance Measure to allow Data Mining in more Challenging Scenarios

Shaghayegh Gharghabi, Shima Imani, Anthony Bagnall, Amirali Darvishzadeh, Eamonn Keogh

Research output: Chapter in Book/Report/Conference proceedingConference contribution

10 Citations (Scopus)
97 Downloads (Pure)

Abstract

At their core, many time series data mining algorithms can be reduced to reasoning about the shapes of time series subsequences. This requires a distance measure, and most algorithms use Euclidean Distance or Dynamic Time Warping (DTW) as their core subroutine. We argue that these distance measures are not as robust as the community believes. The undue faith in these measures derives from an overreliance on benchmark datasets and self-selection bias. The community is reluctant to address more difficult domains, for which current distance measures are ill-suited. In this work, we introduce a novel distance measure MPdist. We show that our proposed distance measure is much more robust than current distance measures. Furthermore, it allows us to successfully mine datasets that would defeat any Euclidean or DTW distance-based algorithm. Additionally, we show that our distance measure can be computed so efficiently, it allows analytics on fast streams.
Original languageEnglish
Title of host publicationIEEE International Conference on Data Mining
Pages965-970
Number of pages6
DOIs
Publication statusPublished - 31 Dec 2018
EventIEEE International Conference on Data Mining -
Duration: 27 Nov 2018 → …
http://icdm2018.org/

Conference

ConferenceIEEE International Conference on Data Mining
Period27/11/18 → …
Internet address

Keywords

  • Time Series, Distance Measure, Matrix Profile

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