Extended vertical lists for temporal pattern mining from multivariate time series

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.