Multidimensional time series motif group discovery based on matrix profile

Abstract

With the continuous advancements in sensor technology and the increasing capabilities for data collection and storage, the acquisition of time series data across diverse domains has become significantly easier. Consequently, there is a growing demand for identifying potential motifs within multidimensional time series. The introduction of the Matrix Profile (MP) structure and the mSTOMP algorithm enables the detection of multidimensional motifs in large-scale time series datasets. However, the Matrix Profile (MP) does not provide information regarding the frequency of occurrence of these motifs. As a result, it is challenging to determine whether a motif appears frequently or to identify the specific time periods during which it typically occurs, thereby limiting further analysis of the discovered motifs. To address this limitation, we proposed Index Link Motif Group Discovery (ILMGD) algorithm, which uses index linking to rapidly merge and group multidimensional motifs. Based on the results of the ILMGD algorithm, we can determine the frequency and temporal positions of motifs, facilitating deeper analysis. Our proposed method requires minimal additional parameters and reduces the need for extensive manual intervention. We validate the effectiveness of our algorithm on synthetic datasets and demonstrate its applicability on three real-world datasets, highlighting how it enables a comprehensive understanding of the discovered motifs.