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: Huanzhou Zhu, Zhuoer Gu, Haiming Zhao, Keyang Chen, Chang-Tsun Li, Ligang He
Format: Article
Language:English
Published: Tsinghua University Press 2018-12-01
Series:Big Data Mining and Analytics
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Online Access:https://www.sciopen.com/article/10.26599/BDMA.2018.9020021
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author Huanzhou Zhu
Zhuoer Gu
Haiming Zhao
Keyang Chen
Chang-Tsun Li
Ligang He
author_facet Huanzhou Zhu
Zhuoer Gu
Haiming Zhao
Keyang Chen
Chang-Tsun Li
Ligang He
author_sort Huanzhou Zhu
collection DOAJ
description 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.
format Article
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institution Kabale University
issn 2096-0654
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publishDate 2018-12-01
publisher Tsinghua University Press
record_format Article
series Big Data Mining and Analytics
spelling doaj-art-d005644bae204db0b1dd662186cad9e82025-02-02T06:49:25ZengTsinghua University PressBig Data Mining and Analytics2096-06542018-12-011426628310.26599/BDMA.2018.9020021Developing a Pattern Discovery Method in Time Series Data and Its GPU AccelerationHuanzhou Zhu0Zhuoer Gu1Haiming Zhao2Keyang Chen3Chang-Tsun Li4Ligang He5<institution content-type="dept">Department of Computer Science</institution>, <institution>University of Warwick</institution>, <city>Coventry</city>, <country>UK</country>.<institution content-type="dept">Department of Computer Science</institution>, <institution>University of Warwick</institution>, <city>Coventry</city>, <country>UK</country>.<institution content-type="dept">Department of Computer Science</institution>, <institution>University of Warwick</institution>, <city>Coventry</city>, <country>UK</country>.<institution content-type="dept">School of Computer Science and Telecommunications Engineering</institution>, <institution>Jiangsu University</institution>, <city>Zhengjiang</city> <postal-code>212013</postal-code>, <country>China</country>.<institution content-type="dept">School of Computing and Mathematics</institution>, <institution>Charles Sturt University</institution>, <city>Wagga</city> <state>Wagga</state>, <country>Australia</country>.<institution content-type="dept">Department of Computer Science</institution>, <institution>University of Warwick</institution>, <city>Coventry</city>, <country>UK</country>.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.https://www.sciopen.com/article/10.26599/BDMA.2018.9020021dynamic time warpingtime series datadata miningpattern discoverygpgpuparallel processing
spellingShingle Huanzhou Zhu
Zhuoer Gu
Haiming Zhao
Keyang Chen
Chang-Tsun Li
Ligang He
Developing a Pattern Discovery Method in Time Series Data and Its GPU Acceleration
Big Data Mining and Analytics
dynamic time warping
time series data
data mining
pattern discovery
gpgpu
parallel processing
title Developing a Pattern Discovery Method in Time Series Data and Its GPU Acceleration
title_full Developing a Pattern Discovery Method in Time Series Data and Its GPU Acceleration
title_fullStr Developing a Pattern Discovery Method in Time Series Data and Its GPU Acceleration
title_full_unstemmed Developing a Pattern Discovery Method in Time Series Data and Its GPU Acceleration
title_short Developing a Pattern Discovery Method in Time Series Data and Its GPU Acceleration
title_sort developing a pattern discovery method in time series data and its gpu acceleration
topic dynamic time warping
time series data
data mining
pattern discovery
gpgpu
parallel processing
url https://www.sciopen.com/article/10.26599/BDMA.2018.9020021
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AT haimingzhao developingapatterndiscoverymethodintimeseriesdataanditsgpuacceleration
AT keyangchen developingapatterndiscoverymethodintimeseriesdataanditsgpuacceleration
AT changtsunli developingapatterndiscoverymethodintimeseriesdataanditsgpuacceleration
AT liganghe developingapatterndiscoverymethodintimeseriesdataanditsgpuacceleration