Biblio

Continuous growth in sensor data and other temporal sequence data necessitates efficient retrieval and similarity search support on these big time series datasets. However, finding exact similarity results, especially at the granularity of subsequences, is known to be prohibitively costly for large data sets. In this paper, we thus propose an efficient framework for solving this exact subsequence similarity match problem, called TINN (TIme series Nearest Neighbor search). Exploiting the range interval diversity properties of time series datasets, TINN captures similarity at two levels of abstraction, namely, relationships among subsequences within each long time series and relationships across distinct time series in the data set. These relationships are compactly organized in an augmented relationship graph model, with the former relationships encoded in similarity vectors at TINN nodes and the later captured by augmented edge types in the TINN Graph. Query processing strategy deploy novel pruning techniques on the TINN Graph, including node skipping, vertical and horizontal pruning, to significantly reduce the number of time series as well as subsequences to be explored. Comprehensive experiments on synthetic and real world time series data demonstrate that our TINN model consistently outperforms state-of-the-art approaches while still guaranteeing to retrieve exact matches.

The recently developed deep belief network (DBN) has been shown to be an effective methodology for solving time series forecasting problems. However, the performance of DBN is seriously depended on the reasonable setting of hyperparameters. At present, random search, grid search and Bayesian optimization are the most common methods of hyperparameters optimization. As an alternative, a state-of-the-art derivative-free optimizer-negative correlation search (NCS) is adopted in this paper to decide the sizes of DBN and learning rates during the training processes. A comparative analysis is performed between the proposed method and other popular techniques in the time series forecasting experiment based on two types of time series datasets. Experiment results statistically affirm the efficiency of the proposed model to obtain better prediction results compared with conventional neural network models.