Extended vertical lists for temporal pattern mining from multivariate time series

Expert Syst. 2019 Oct;36(5):e12448. doi: 10.1111/exsy.12448. Epub 2019 Sep 9.

Abstract

In this paper, the problem of mining complex temporal patterns in the context of multivariate time series is considered. A new method called the Fast Temporal Pattern Mining with Extended Vertical Lists is introduced. The method is based on an extension of the level-wise property, which requires a more complex pattern to start at positions within a record where all of the subpatterns of the pattern start. The approach is built around a novel data structure called the Extended Vertical List that tracks positions of the first state of the pattern inside records and links them to appropriate positions of a specific subpattern of the pattern called the prefix. Extensive computational results indicate that the new method performs significantly faster than the previous version of the algorithm for Temporal Pattern Mining; however, the increase in speed comes at the expense of increased memory usage.

Keywords: frequent pattern mining; level-wise property; temporal patterns; time-interval patterns; vertical data format.