Developing a Pattern Discovery Method in Time Series Data and Its GPU Acceleration
The Dynamic Time Warping (DTW) algorithm is widely used in finding the global alignment of time series. Many time series data mining and analytical problems can be solved by the DTW algorithm. However, using the DTW algorithm to find similar subsequences is computationally expensive or unable to per...
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| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Tsinghua University Press
2018-12-01
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| Series: | Big Data Mining and Analytics |
| Subjects: | |
| Online Access: | https://www.sciopen.com/article/10.26599/BDMA.2018.9020021 |
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| Summary: | The Dynamic Time Warping (DTW) algorithm is widely used in finding the global alignment of time series. Many time series data mining and analytical problems can be solved by the DTW algorithm. However, using the DTW algorithm to find similar subsequences is computationally expensive or unable to perform accurate analysis. Hence, in the literature, the parallelisation technique is used to speed up the DTW algorithm. However, due to the nature of DTW algorithm, parallelizing this algorithm remains an open challenge. In this paper, we first propose a novel method that finds the similar local subsequence. Our algorithm first searches for the possible start positions of subsequence, and then finds the best-matching alignment from these positions. Moreover, we parallelize the proposed algorithm on GPUs using CUDA and further propose an optimization technique to improve the performance of our parallelization implementation on GPU. We conducted the extensive experiments to evaluate the proposed method. Experimental results demonstrate that the proposed algorithm is able to discover time series subsequences efficiently and that the proposed GPU-based parallelization technique can further speedup the processing. |
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| ISSN: | 2096-0654 |