Matrix Profile XX: Finding and Visualizing Time Series Motifs of All Lengths using the Matrix Profile
Frank Madrid, Shima Imani, Ryan Mercer, Zachary Zimmerman, Nader Shakibay, Eamonn Keogh · 2019
Many time series analytic tasks can be reduced to discovering and then reasoning about conserved structures, or time series motifs. Recently, the Matrix Profile has emerged as the state-of-the-art for finding time series motifs, allowing the community to efficiently find time series motifs in large datasets. The matrix profile reduced time series motif discovery to a process requiring a single parameter, the length of time series motifs we expect (or wish) to find. In many cases this is a reasonable limitation as the user may utilize out-of-band information or domain knowledge to set this parameter. However, in truly exploratory data mining, a poor choice of this parameter can result in failing to find unexpected and exploitable regularities in the data. In this work, we introduce the Pan Matrix Profile, a new data structure which contains the nearest neighbor information for all subsequences of all lengths. This data structure allows the first truly parameter-free motif discovery algorithm in the literature. The sheer volume of information produced by our representation may be overwhelming; thus, we also introduce a novel visualization tool called the motif-heatmap which allows the users to discover and reason about repeated structures at a glance. We demonstrate our ideas on a diverse set of domains including seismology, bioinformatics, transportation and biology.