Discord Detection in Streaming Time Series with the Support of R-Tree
Chau Pham Minh, Duc Bui Minh, Anh Duong Tuan · 2018
Time series discord detection is an important problem in various applications. In this work, we propose a version of Heuristic Discord Discovery (HDD) algorithm, called HDD-MBR, for efficient discord detection in static time series. HDD-MBR employs R-tree as a supporting data structure to arrange two ordering heuristics in HDD. Furthermore, we introduce HDD-MBR-Stream, the application of HDD-MBR in the framework given by Liu et al. for detecting local discords in streaming time series. The experimental results reveal that HDD-MBR can detect the same quality discords as those detected by HOT SAX but with much shorter run time. Moreover, HDD-MBR-Stream demonstrates a fast response in handling time series streams with quality local discords detected.