Time series similarity matrices (informally, recurrence plots), are useful tools for time series data mining. They can be used to guide data exploration, and various useful features can be derived from them and then fed into downstream analytics. However, time series similarity matrices suffer from very poor scalability, taxing both time and memory requirements. In this work, we introduce novel ideas that allow us to scale the largest time series similarity matrices that can be examined by several orders of magnitude. The first idea is a novel algorithm to compute the matrices in a way that removes dependency on the subsequence length. This algorithm is so fast that it allows us to now address datasets where the memory limitations begin to dominate. Our second novel contribution is a multiscale algorithm that computes an approximation of the matrix appropriate for the limitations of the user’s memory/screen-resolution, then performs a local, just-in-time recomputation of any region that the user wishes to zoom-in on. Given that we can largely remove time and space barriers, human visual attention then becomes the bottleneck. We further introduce algorithms that search massive matrices with quadrillions of cells and then prioritize regions for later attention by either humans or algorithms. We will demonstrate the utility of our ideas for data exploration, segmentation, and classification in diverse domains.

Discovery of motifs (repeated patterns) in time series is a key factor across numerous industries and scientific fields. These and related problems have effectively been solved for offline analysis of time series; however, these approaches are computationally intensive and do not lend themselves to streaming time series, where the sampling rate imposes real-time constraints on computation and there is strong desire to locate computation as close as possible to the sensor. One promising solution is to use low-cost machine learning models to provide approximate answers to these problems. For example, prior work has trained models to predict the similarity of the most recently sampled window of data points to a representative time series used for training. This work addresses a more challenging problem: to predict not only the "strength" of the match, but also the relative location in the representative time series where the match occurs. We evaluate our approach on two different real world datasets; we demonstrate speedups as high as 40× compared to exact computations, with predictive accuracy as high as 87.9%, depending on the granularity of the prediction.