Pattern Matching with

Acceleration Data
Pramod Vemulapalli
Outline
50 % Tutorial and 50 % Research Results
Basics
Literature Survey
Acceleration Data
Preliminary Results
Conclusions
What is A Time-Series Subsequence ?
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Time Series
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Time Series Subsequence

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What is Time-series
Subsequence Matching?
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Given a
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Query Signal
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Find the most
appropriate
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match in a database
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Applications for TSSM
Data Analytics
Scientific Data
Financial Data
Audio Data (Shazham on Iphone)
SETI Data
A lot of Time Series Data in this universe and in similar parallel
universes
Every time you ask questions such as these :
When is the last time I saw data like this ?
Is there any other data like this ?
Is this pattern a rarity or something that occurs frequently ?
Brute Force
Sliding Window Method
Compare With
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Extract a
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Template
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Store the
Distance
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Metric
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(Euclidean)
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All metrics within a certain . 52.3 12.3 10.3 ..

threshold indicate the results
History
Faloutsos 1994 Database
Indexing Extract a
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Fourier 11.3 9.0 6.0

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Transform 12.3 10.0 11.0
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Preprocessing
Fourier
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Transform 10.0 9.5 60
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History
Faloutsos 1994
Database
Matching
11.3 9.0 6.0
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12.3 10.0 11.0

2.3 1.0 9.0

From Parsevals theorem, if Euclidean distance between these coefficients exceeds

given threshold , then euclidean distance between original signal is greater than the
threshold

Post Processing
Find matches from above process and check for Euclidean distance
criterion of the entire signal
Subsequent Work
A number of subsequent papers followed this model
Discrete Fourier Transform 1994(1)
Singular Value Decomposition 1994(1)
Discrete Cosine Transform 1997(2)
Discrete Wavelet Transform 1999(3)
Piecewise Aggregate Approximation 2001(4)
Locally Adaptive Piecewise Approximation 2001(5)
1) C. Faloutsos, M. Ranganathan, and Y. Manolopoulos. Fast Subsequence Matching in Time-Series
Databases. In SIGMOD Conference, 1994.
2) F. Korn, H. V. Jagadish, and C. Faloutsos. Efficiently supporting ad hoc queries in large datasets of
time sequences. In SIGMOD 1997
3) K. pong Chan and A. W.-C. Fu. Efficient Time Series Matching by Wavelets. In ICDE, 1999.
4) E. J. Keogh, K. Chakrabarti, S. Mehrotra, and M. J.Pazzani. Locally Adaptive Dimensionality
Reductionfor Indexing Large Time Series Databases. In SIGMOD Conference, 2001.
5) E. J. Keogh, K. Chakrabarti, M. J. Pazzani, and S. Mehrotra. Dimensionality Reduction for Fast
Similarity Search in Large Time Series Databases. Knowl. Inf. Syst., 3(3), 2001.
Drawbacks: Euclidean Distance Metric
Not robust to temporal distortion
Not robust to outliers

Example :

Something that can account for temporal distortion

DTW based Matching
Previous Work
Dynamic Time Warping 1994 (1)
....
Longest Common Subsequence 2002(2)
Edit Distance Based Penalty 2004(3)
Edit Distance on Real Sequence 2005(4)
Exact Indexing of Dynamic Time Warping 2004(5)
1) D. J. Berndt and J. Clifford. Using dynamic time warping to find patterns in time series. In KDD
Workshop, 1994.
2) M. Vlachos, D. Gunopulos, and G. Kollios. Discovering similar multidimensional trajectories. In ICDE,
2002.
3) L. Chen and R. T. Ng. On the marriage of lp-norms and edit distance. In VLDB, 2004.
4) L. Chen, M. T. Ozsu, and V. Oria. Robust and fast similarity search for moving object trajectories. In
SIGMOD Conference, 2005.
5) Eamonn Keogh and Chotirat Ann Ratanamahatana. Exact Indexing of Dynamic Time
Warping. Knowledge and Information Systems: An International Journal (KAIS). DOI 10.1007/s10115-
004-0154-9. May 2004.
Drawbacks: Dynamic Time Warping
Performs Amplitude Matching: Not robust to amplitude
distortion

Computationally expensive (especially for longer query

signals )
Recent Trends (Hard to predict)
Local Patterns for Matching (Robust to Amplitude and
Temporal Distortion)
Landmarks 2000(Smooth a signal and break it at its extrema) (1)
Perceptually Important Points (Sliding Window of Different
Sizes) 2007(2)
Spade 2007 (Break a time signal into smaller pieces) (3)
Shapelets 2010 (Sliding Window of Different Sizes)(4)
1. Landmarks: A New Model for Similarity-Based Pattern Querying in Time Series Databases,
Proceedings of the 16th International Conference on Data Engineering, p.33, February 28-March
03, 2000
2. T.C. Fu, F.L. Chung, R. Luk and C.M. Ng, Stock time series pattern matching: template-based vs.
rule-based approaches, Engineering Applications of Artificial Intelligence 20 (3) (2007), pp. 347364
3. Y. Chen, M. A. Nascimento, B. C. Ooi, and A. K. H. Tung. SpADe: On Shape-based Pattern Detection in
Streaming Time Series. In ICDE, 2007.
4. Ye, Lexiang, and Keogh, Eamonn. Time series shapelets: a novel technique that allows accurate,
interpretable and fast classification , Data Mining and Knowledge Discovery 2010.
Drawbacks of Current Methods
(Brute Force) ^ 2
Extract local patterns and perform usual matching
Has only been used for small datasets for specific data mining
problems
Something that captures the robustness of local patterns and
doesnot use the traditional sliding window methods for
matching
Redundant Matching
Larger sized patterns also contain smaller sized patterns
Something that tries to isolate information content in different
bands and matches the information content in each band.
Acceleration Data
Acceleration Data
A large amount of vehicle data has been collected.
Acceleration Data
Vehicle Service Records
No GPS data !
Some of these vehicles were in convoys and some were
independent
Problem: Group the vehicles based on acceleration data
to perform other data mining tasks
Vehicles that travelled in convoys or on the same roads must
have similar acceleration
Same Road = Same Acceleration ?
Acceleration Data GPS Antenna Power Supply Data-logger

Route Has a consistent effect

Driver Behavior ?
Traffic Conditions ?

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Same Road = Same Acceleration ?
Acceleration Data
Route Constant
Driver Behavior Variable
Traffic Conditions Variable
Which time series subsequence matching
technique to use ?
Local pattern matching : Robust to Amplitude and
Temporal Distortion
Very memory intensive especially for large query sets
Avoid Sliding Window
Very computationally intensive
Isolate Information Content
Isolate Information Content ?
Take a wavelet transform
Obtain dyadic frequency band
Better frequency resolution at lower frequencies
Better time resolution at higher frequencies
Avoid Sliding Window?
Take a wavelet transform
Take Wavelet Maxima
Maxima can be used to
completely reconstruct the
signal
Maxima are a stable and
unique representation of a
signal
Avoid sliding window by
just trying to match the
wavelet maxima from
signals
1) Mallat, S., A Wavelet Tour of Signal Processing. New York : Academic, 1999.
2) S.Zhong, S.Mallat and., "Characterization of signals from multiscale edges ." 1992, Issue IEEE Transactions on
Pattern Analysis and Machine Intelligence .
3) C.J.Lennard, C.J.Kicey and., "Unique reconstruction of band-limited signals by a Mallat-Zhong Wavelet
Transform ." s.l. : Birkhuser Boston, 1997, Issue Journal of Fourier Analysis and Applications.
Compare Wavelet Maxima ?
Create feature vector that
encodes relative distances
of the maxima
Common vision technique
Encode the distance by
incorporating the necessary
invariance
More Invariance =>
More robust to noise
Less unique for matching
Increase Uniqueness by
encoding many points
Lesser robustness to outliers
 Multi Scale Extrema Features
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Matching Process
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Preliminary Test: Find most appropriate
feature for acceleration data
Collect data in convoy
formation
Use data from one of the
vehicles to create database
Data from other vehicles is
used as Query Data

Non Convoy Case

Use this data as query data

GPS data is used as position

reference in both cases
 Results:

Experimental Test Result (1-axis)(Convoys)

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Accuracy (%)

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Multi Scale Extrema Features
Euclidean
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Query Signal Length (seconds)
 Results:

Experimental Test Result (1-axis)(Non-Convoy)

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Accuracy (%)

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Multi Scale Extrema Features
Euclidean
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Query Signal Length (seconds)
 Results

Experimental Test Result (3 Axis) (Convoys)

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Accuracy (%)

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Amp Bias
Euclidean
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Query Signal Length (seconds)
Results

Experimental Test Result (3 axis)(Non-Convoy)

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Accuracy (%)

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Amp Bias
Euclidean
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Query Signal Length (seconds)
Conclusions & Future Work
Multiscale Extrema Features work better with Non-
Convoy Data
Euclidean distance measure works well with convoy data
for short query lengths

Analyze the performance of DTW methods

Use different feature encoding methods
Go beyond neighboring points
Advantages with respect to short time series clustering