DSpace at VNU: Discovery of time series k-motifs based on multidimensional index

Knowl Inf Syst DOI 10.1007/s10115-014-0814-3 REGULAR PAPER Discovery of time series k-motifs based on multidimensional index Nguyen Thanh Son · Duong Tuan Anh Received: 21 January 2014 / Revised: 16 October 2014 / Accepted: 25 December 2014 © Springer-Verlag London 2015 Abstract Time series motifs are frequently occurring but previously unknown subsequences of a longer time series Discovering time series motifs is a crucial task in time series data mining In time series motif discovery algorithm, finding nearest neighbors of a subsequence is the basic operation To make this basic operation efficient, we can make use of some advanced multidimensional index structure for time series data In this paper, we propose two novel algorithms for discovering motifs in time series data: The first algorithm is based on R∗ -tree and early abandoning technique and the second algorithm makes use of a dimensionality reduction method and state-of-the-art Skyline index We demonstrate that the effectiveness of our proposed algorithms by experimenting on real datasets from different areas The experimental results reveal that our two proposed algorithms outperform the most popular method, random projection, in time efficiency while bring out the same accuracy Keywords Time series · k-Motifs · Motif discovery · Multidimensional index · R-tree · Skyline index Introduction Many researchers have been studying the extraction of various characteristics from time series data One of these challenges, efficient discovery of ‘motifs’ has received much attention Time series motifs are frequently occurring but previously unknown subsequences of a longer time series which are very similar to each other This motif concept is generalized to N T Son Faculty of Information Technology, Ho Chi Minh University of Technical Education, Ho Chi Minh City, Vietnam D T Anh (B) Faculty of Computer Science and Engineering, Ho Chi Minh City University of Technology, Ho Chi Minh City, Vietnam e-mail: dtanh@cse.hcmut.edu.vn 123 N T Son, D T Anh k-motifs problem, where the top k-motifs are returned Since its first formalization by Lin et al [14], discovering motifs has been used to solve problems in several application areas [3,6,9,10,17,19,22,28] and also used as a preprocessing step in several higher level data mining tasks such as time series clustering, time series classification, rule discovery, and summarization Among a dozen algorithms for finding motifs that have been proposed in the literature, most of them are algorithms which work on time series transformed by some dimensionality reduction method or discretization method The most popular algorithm for finding time series motifs is random projection algorithm proposed by Chiu et al [5] This algorithm can find motifs in linear time and is robust to noise However, it still has some drawbacks: First, if the distribution of the projections is not sufficiently wide, it becomes quadratic in time and space, and second, random projection is based on locality-preserving hashing that is effective for a relative small number of projected dimensions (10–20) [4] Besides random projection, in 2003 and 2005, Tanaka et al proposed two algorithms, MD and EMD that can apply minimum description length principle to determine the optimal length for time series motif during the process of motif discovery Mueen et al [18] proposed a tractable exact motif discovery algorithm, called MK algorithm, which can work directly on original time series This MK algorithm is an improvement of the brute-force algorithm which is an exhaustive search algorithm by using some techniques to speedup the algorithm Mueen et al showed that while this exact algorithm is still quadratic in the worst case, it can be up to three orders of magnitude faster than the brute-force algorithm We can notice that both the two popular approaches, random projection [5] and MK [18], and some other approaches for finding time series motifs (e.g., [6,9,27]) not employ the support of any index structure and their computational costs are still high In time series motif discovery algorithm, finding nearest neighbors of a subsequence is the basic operation To make this basic operation efficient, we can make use of some advanced index structure for time series data In our work, we introduce two novel algorithms for discovering approximate k-motifs in a long time series: The first is based on R∗ -tree and early abandoning technique, and the second makes use of MP_C dimensionality reduction method [24] and state-of-the-art Skyline index [16] Both our approaches employ multidimensional index structure to speedup the search for nearest neighbors of a subsequence Our proposed algorithms are disk efficient because they only require a single sequential disk scan to read the entire time series Besides, these methods can work directly on numerical time series data transformed by some dimensionality reduction method but without applying any discretization process We carried out several experiments on time series datasets of various areas to compare the two proposed algorithms to random projection The experimental results show that both two proposed algorithms outperform random projection algorithm in terms of time efficiency while bring out the same accuracy The rest of the paper is organized as follows In Sect 2, we review related works and basic concepts on time series motifs Section introduces the motif discovery algorithm which is based on R∗ -tree and early abandoning technique Section describes the motif discovery algorithm which makes use of the MP_C dimensionality reduction method and Skyline index Section presents our experimental evaluation on real datasets In Sect 5, we include some conclusions and remarks on future works 123 Discovery of time series k-motifs based on multidimensional index Background 2.1 Basic concepts There have been some different definitions of time series motifs For example, one could choose the nearest neighbor motif definition [18] which defines the motif of a time series database as the unordered pair of time series in the database which is the most similar among all possible pairs However, this motif definition does not take into account the frequency of the subsequences Therefore, it is not convenient to use this definition in practical applications of motifs In this work, we use the popular and basic definition of time series motifs formalized in [14] In this subsection, we give the definitions of the terms formally Definition A time series is a real value sequence of length n over time, i.e., if T is a time series then T = (t1 , , tn ) where ti is a real number Time series can be very long In data mining, subsections of the time series, which are called subsequences, are considered So the definition of a subsequence is needed Definition Given a time series T = (t1 , , tn ), a subsequence of length m of T is a sequence S = (ti , , ti+m−1 ) with ≤ i ≤ n − m + In discovering motifs, we need to determine whether a given subsequence is similar to others This match is defined as follows Definition Given a threshold R, a positive real number, and a time series T A subsequence Ci of T beginning at position i and a subsequence C j of T beginning at position j, if Distance(Ci , C j ) ≤ R then C j is called a matching subsequence of Ci Obviously, the best matches to a subsequence C can be the subsequences that begin just one or two points to the left or the right of C These are called trivial matches The definition of trivial matches is given as follows Definition Given a time series T , a subsequence Ci of T beginning at position i and a matching subsequence C j of T beginning at position j, C j is called trivial match to Ci if or i = j or there does not exist a subsequence Ck beginning at position k such that Distance(Ci , Ck ) > R and either i < k < j or j < k < i The kth most significant motifs in a time series can be defined as follows Definition Given a time series T , a subsequence of length n and a threshold R, the most significant motif in T (called 1-motif) is the subsequence C1 that has the highest count of non-trivial matches The kth most significant in T (call k-motif) is the subsequence Ck has the highest count of non-trivial matches and satisfies Distance(Ci , Ck ) > 2R, for all ≤ i < k Note that in Definition 5, we force the set of subsequences in each motif must be mutually exclusive It is important because otherwise the two motifs can share the same objects The set of subsequences in each motif is called the instances of that motif Lin et al [14] also introduced the brute-force algorithm to find 1-motif (see Fig 1) This brute-force algorithm works directly on raw time series and requires two user-defined parameters: threshold R and the length of subsequences n In the brute-force algorithm, we can see that the basic operation in the inner loop is finding the non-trivial matches for a subsequence in question 123 N T Son, D T Anh Fig The outline of brute-force algorithm for 1-motif discovery in time series Algorithm Find-1-Motif-Brute-Force(T, n, R) best_motif_count_so_far = best_motif_location_so_far = null; for i = to length(T) – n + { count = 0; pointers = null; for j = to length(T) – n + if Non_Trivial_Match (C[i: i + n – 1], C[j: j + n – 1], R ) { count = count + 1; pointers = append (pointers, j); } if count > best_motif_count_so_far { best_motif_count_so_far = count; best_motif_location_so_far = i; motif_matches = pointers; } } 2.2 Related works Many algorithms have been introduced to solve the time series motif discovery problem since it was formalized in Lin et al [14] In this work, Lin et al defined the time series motif discovery problem regarding to a threshold R and a motif length n specified by user It means that two subsequences of length n match and form a non-trivial motif if they are disjoint and their similarity distance is less than R This motif concept is generalized to k-motifs problem, where the top k-motifs are returned The 1-motif, or the most significant motif in the time series, is the subsequence that has most non-trivial subsequence matches Chiu et al [5] proposed random projection algorithm for discovering time series motifs This work is based on research for pattern discovery from the bioinformatics community [2] The random projection algorithm uses SAX discretization method [15] to represent time series subsequences and a collision matrix For each iteration, the algorithm randomly selects some positions in each SAX representation to act as a mask and traverses the SAX representation list If two SAX representations corresponding to subsequences i, j are matched, cell (i, j) in the collision matrix is incremented After the process is repeated an appropriate number of times, the largest entries in the collision matrix are selected as candidate motifs At last, the original data corresponding to each candidate motif is checked to verify the result The complexity of this algorithm is linear in terms of the SAX word length, number of subsequences, number of iterations, and number of collisions This algorithm can be used to find all the motifs with high probability after an appropriate number of iterations even in the presence of noise However, its complexity becomes quadratic if the distribution of the projections is not wide enough, i.e., if there are a large number of subsequences having the same projection Ferreira et al [6] proposed another approach for discovering approximation motifs from time series First, this algorithm transforms subsequences from time series of proteins into SAX representation, then finds clusters of subsequences and expands the length of each retrieved motif until the similarity drops below a user-defined threshold It can be used to discover motifs in multivariate time series or motifs of different sizes Its complexity is quadratic, and the whole dataset must be loaded into main memory 123 Discovery of time series k-motifs based on multidimensional index Yankov et al [29] introduced an algorithm to deal with uniform scaling time series This approach uses improved random projection to discover motifs under uniform scaling The concept of time series motif is redefined in terms of nearest neighbor: The subsequence motif is a pair of subsequences of a long time series that are nearest to each other The only parameter that needs to be defined by the user is the motif length (besides SAX’s parameters) This approach has the same drawbacks as the random projection algorithm and its overhead increases because of the need to find the best scaling factors Tanaka and Uehara [25] proposed motif discovery (MD) algorithm the algorithm that can find motifs from multidimensional time series data First, the MD algorithm transforms multiple dimensional time series data into 1-dimensional data by using PCA (Principal Component Analysis) for reducing dimensions of the data Then, it transforms the data into a sequence of symbols Finally, it discovers the motif by calculating a description length of a pattern based on the minimum description length (MDL) principle That means the suitable length of the motif is determined automatically by MD algorithm The MD algorithm is useful and effective based on the assumption that the lengths of all the instances of the motif are identically same However, in real world, the lengths of all instances of a motif are a little bit different from each other To overcome this limitation, in 2005, Tanaka et al proposed the extended variant of MD, called EMD (Extended Motif Discovery) algorithm that includes the two following modifications First, EMD transforms the symbol sequence that represents a behavior of a given time series data to a form in which motif instances of different lengths can be extracted Second, it uses a new definition of a description length of a time series to process not only motif instances of the same length but motif instances of different lengths Since in EMD algorithm, the lengths of each instances of a motif can be a bit different from each other, Tanaka et al suggested that dynamic time warping (DTW) distance should be used to calculate the distances between the motif instances in this case Due to this suggestion, EMD becomes a complicated algorithm with high computational complexity and not easy to implement in practice The first clustering-based method for time series motif discovery is the one proposed by Gruber et al [9] This method employs the concept of significant extreme points that was proposed by Pratt and Fink [20] The algorithm proposed by Gruber et al for finding time series motifs consists of three steps: Extracting significant extreme points, determining motif candidates from the extracted significant extreme points and clustering the motif candidates After the clustering step, the cluster with largest number of instances is the 1-motif of the time series When Gruber et al proposed this method, they applied it in signature verification and did not compare it to any previous time series motif discovery algorithm Based on random projection algorithm, Tang and Liao [27] introduced a method that can discover time series motifs with different lengths The main idea of this method is that first, it uses random projection to discover motifs with short lengths, and then it applies a technique to concatenate these motifs into longer motifs Under the new nearest neighbor motif definition, Mueen et al [18] proposed a tractable exact motif discovery algorithm, called MK algorithm, which can work directly on original time series This MK algorithm is an improvement of the brute-force algorithm by using some techniques to speedup the algorithm It is based on the idea of early abandoning the Euclidean distance calculation when the current cumulative sum is greater than the bestso-far The motif search is guided by heuristic information from the linear ordering of the distance of an object with respect to a few random reference points Mueen et al showed that while this exact algorithm is still quadratic in the worst case, it can be up to three orders of magnitude faster than the brute-force algorithm However, the nearest neighbor definition adopted by MK is not convenient to be used in practice and the use of Euclidean distance directly in the raw data can incur some robustness problems when dealing with noisy data 123 N T Son, D T Anh From previous algorithms for time series motif discovery, we can identify some typical approaches for tackling this problem: (i) The approach that is based on locality-preserving hashing, such as [6,27,29]; (ii) the MDL-based approach that can automatically determine the optimal length for 1-motif, such as MD [25], EMD [26]; (iii) the approach that is based on segmentation and clustering, such as [9], and (iv) the approach that is based on brute-force method with some speedup techniques, such as MK algorithm [18] Discovering time series motifs based on R∗ -tree and early abandoning In this section, we present our first novel algorithm for time series motif discovery The basic intuition behind this algorithm is that a multidimensional index, such as R∗ -tree [1] can help in efficiently retrieving nearest neighbors of a subsequence and the idea of early abandoning introduced in [18] can be used for reducing the complexity of Euclidean distance calculation In a multidimensional index structure, such as R∗ -tree, each node is associated with a minimum bounding rectangle (MBR) If v is an internal node, all the MBRs of its immediate child node’s entries will be covered by its MBR The MBRs in the nodes of the same level might overlap If v is a leaf node then its MBR is the minimum bounding rectangle of all the entries contained in v For each entry in the leaf node, it contains its MBR and a pointer to the data object represented by this entry In the proposed algorithm for motif discovery, we create a minimum bounding rectangle in the m-dimensional space (m n) for each subsequence extracted from a longer time series through a sliding window Then, each subsequence is inserted into R∗ -tree based on its MBR To find matching neighbors of a subsequence s by searching the R∗ -tree, we need a distance function Dregion (s, R) between the subsequence s to the MBR R associated with a node in the index structure such that Dregion (s, R) ≤ D(s, C), ∀ C, any subsequence C which is contained in the MBR R Before introducing the definition of Dregion (s, R), we will describe how to define the minimum bounding rectangle for a group of time series in our proposed motif discovery algorithm Notice that a time series of length n can be viewed as a point in n-dimensional space Assume that we have built an index structure for a time series database by inserting the group of l time series objects of length n, C = {c1 , c2 , , cl } into the MBR-based multidimensional index structure And assume that we approximate each time series of length n by m equal-sized constant value segments (m n) Let U be a leaf node in the index structure and R = R1 , R2 , , Rm be the MBR associated with U , where R j = {L j , H j } = {(xjmin , yjmin ), (xjmax , yjmax )} R j is the minimum bounding rectangle (in the time-value space) containing the jth segments of all the time series data indexed under the node U and L j , H j are the leftmost lower corner and rightmost upper corner, respectively, of R j The MBR associated with a non-leaf node would be the smallest rectangle that contains all the MBRs of its immediate child node [1] Here, we can view each MBR as two sequences which are lower-bound sequence L = {L , , L m } and upper-bound sequence H = {H1 , , Hm } of all time series stored at the node U In order to calculate the distance between a time series s and the bounding region R, Dregion (s, R), we accumulate the distances from all data points in the sequence s to R by computing the distances, d(sji , R j ), from each data point sji in the segment j (1 ≤ j ≤ m) of time series s to the corresponding jth bounding rectangle, R j , of the MBR R and the distance d(sji , R j ) depends on the fact that sij is above, in or under R j 123 Discovery of time series k-motifs based on multidimensional index y2max s R s11 y1max R1 y1min s13 R2 s31 s22 y3max R3 s23 s12 s32 y3min y2min s21 s33 Fig An example of how to calculate Dr egion (s, R) Definition (Group distance function) Given a subsequence s of length n, a group C of subsequences of length n and a corresponding MBR R for C in the m-dimensional space (m n), i.e., R = R1 , R2 , , Rm , where R j = {(xjmin , yjmin ), (xjmax , yjmax )} is a pair of endpoints which are the lower and higher endpoints of the major diagonal of R j The distance function Dregion (s, R) of the subsequence s from the MBR R is defined as follows m Dregion (s, R) = Dregion j s j , R j (1) j=1 where N Dregion j (s j , R j ) = d(s ji , R j ) i=1 ⎧ ⎪ ⎨ (y j − s ji ) d(s ji , R j ) = (s ji − y j max )2 ⎪ ⎩ if sji < y j if sji > y j max otherwise N is the length of segment j (N = n/m) Figure illustrates an example of how to calculate Dregion (s, R) In this example, s is a subsequence consisting of data points, s = {s1 , , s9 } = {s11 , s12 , s13 , s21 , s22 , s23 , s31 , s32 , s33 }, and each segment consists of three data points So R is a sequence of three rectangles, R = R1 , R2 , R3 Therefore, we have: Dregion (s, R) = = Dregion1 (s1 , R1 ) + Dregion2 (s2 , R2 ) + Dregion3 (s3 , R3 ) (s11 − y1 max )2 + (s21 − y2 )2 + (s32 − y3 )2 Other remaining values are equal to zero since they are inside the region R To ensure the correctness of using Dregion (s, R) in searching k-nearest neighbors of a query based on a multidimensional index, this group distance must satisfy the group lower-bound property as follows Lemma Dregion (s, R) ≤ D(s, C), ∀C in the MBR R where n m N (si − ci )2 = D(s, C) = i=1 (s ji − c ji )2 j=1 i=1 123 N T Son, D T Anh Proof According to the definition of the MBR associated with a node U in the index structure and the definition of the distance function Dregion (s, R), for any subsequence C placed under a node U and the MBR R associated with U , we have yjmin ≤ c ji ≤ yjmax , ∀i = 1, , N , ∀ j = 1, , m That implies Dregion j (s j , R j ) ≤ D(s j , C j ) where N D(s j , C j ) = (s ji − c ji )2 i=1 Hence Dregion (s, R) ≤ D(s, C), ∀C in the MBR R Formula (1) to compute the distance function Dregion (s, R) of the subsequence s from the MBR R can be applied in k-nearest neighbors search or range search for a given time series s with the support of R∗ -tree This distance function is crucial for pruning of subtrees without loss of completeness which are dissimilar and for ranking of potentially relevant nodes in k-nearest neighbor search (or for discarding nodes exceeding the range threhold of range search) 3.1 Early abandoning technique Since the complexity of computing Euclidean distance between two time series of length n is O(n), we need to reduce this complexity In motif discovery, we have to compute Euclidean distance whenever we need to find nearest neighbors of a given time series Therefore, we can apply the idea of early abandoning The idea of early abandoning is performed as follows: When the Euclidean distance is calculated for a pair of time series, if the cumulative sum is greater than the current best-so-far distance at a certain point, we can abandon the calculation since this pair of time series are not matches with other 3.2 The proposed algorithm Figure presents the algorithm for finding k-motifs defined in Definition with the support of R∗ -tree and the idea of early abandoning In the algorithm, procedure NEAREST_NEIGHBORS_R(si , R ∗ − tree, R) is used to find non-trivial matches of subsequence si within threshold R based on the index structure R ∗ − tree Procedure NEAREST_NEIGHBORS_R makes use of the concept Dregion (s, R), the group distance between a subsequence s and an MBR R in the R∗ -tree, given by Definition and satisfying Lemma The procedure NEAREST_NEIGHBORS_R returns the list X which keeps the positions of all non-trivial nearest neighbors of the subsequence si found based on the group distance When the list X is obtained, each subsequence sx corresponding to the element x in X will be accessed and the algorithm calls the function DIS_EARLY_ABAN(si , sx , R) to compute the Euclidean distance between the two subsequences si , sx 123 Discovery of time series k-motifs based on multidimensional index Algorithm Discovering top k- motifs with the support of R*-tree and the idea of early abandoning // S is a time series of length n, si is a subsequence of length m in S // L is a list of k-motifs, Ck is the center of k-motifs //X is the index list of non-trivial nearest neighbors of a subsequence si // R is a threshold for matching Procedure L = FINDING_TOP_k_MOTIF(S, k, m, R) for i = to n-m+1 { Use a sliding window of size m to extract subsequences si starting at position i if (R*-tree != null) X = NEAREST_NEIGHBORS_R(si , R*-tree, R) for j = to length(X) // length(X) : the number of items in list X if (DIS_EARLY_ABAN(si , sj, R) > R) Remove j in X if (X is null) break else if (L is null) L1 = X else if (DIS_EARLY_ABAN (si, Ck, 2R) > 2R Ck in L) { if (the number of elements in L < k) Insert X into L such that the elements in list L are in decreasing order of the number of items in each element else if (length(X) > number of items in Lk ) { remove Lk from L Insert X into L at position y such that the elements in L are in decreasing order of the number of items in each element } } Find MBRi of the subsequence si ADD(MBRi, R*-tree) } Fig The algorithm for discovering top k-motifs with the support of R∗ -tree Notice that the function DIS_EARLY _ABAN applies the idea of early abandoning If DIS_EARLY_ABAN(si , sx , R) is greater than R then x is removed from the list X since sx is not qualified to be a match with si If the list X satisfies all the conditions given in the Definition 5, X will be inserted into the list of top k-motifs in such a way that all the elements in this list must be in decreasing order of the number of entries in each elements of the list The process is repeated until no more subsequence needs to be examined Figure describes the two auxiliary procedures in our proposed algorithm: NEAREST_NEIGHBORS_R(si , R ∗ −tree, R) and ADD (MBRi , R ∗ −tree) In the procedure NEAREST_NEIGHBORS_R, the trivial matches are rejected by using the relative positions of the subsequences Two subsequences are the non-trivial matches of each other if there is a gap of at least w positions between the two subsequences Figure describes the function DIS_EARLY_ABAN(x, y, BestSoFar) In the function DIS_EARLY_ABAN, we can see the idea of early abandoning To reduce the computational complexity, we can enhance the above algorithm by discovering motifs in the time series which have been transformed by some dimensionality reduction methods such as piecewise aggregate approximation (PAA), discrete Fourier transform (DFT), and discrete wavelet transform (DWT) 123 N T Son, D T Anh // Find the non-trivial nearest neighbors of subsequence si within threshold R using R*-tree NEAREST_NEIGHBORS_R(si, R*-tree, R) Traverse the R*-tree from the root node to find the leaf nodes mk which satisfy Dregion(si , MBRk R For each such leaf node mk , Find the entry y in mk which is a non-trivial match of si Insert y into the list of non-trivial-nearest-neighbors of si Return the neighbor list of si ADD(MBRj, R*-tree) // insert the subsequence j into the R*-tree using MBRj Select the subtree in R*-tree such that its MBR needs the least area enlargement to accommodate the MBRj Insert the new entry into the suitable leaf node of the subtree If the leaf node is overflow - Split this node into two nodes such that the sum area of the two MBRs of the two split nodes is smallest - The process of node splitting might be propagated upwards if the parent node is also overflow due to the splitting Fig Auxiliary procedures for the algorithm that discovers top k-motifs with the support of R∗ -tree // The function for computing Euclidean distance DIS_EARLY_ABAN(x, y, BestSoFar) sum = 0; Bsf = BestSoFar * BestSoFar for (i = 0; i < x.length and sum Bsf; i++) sum = sum + (xi - yi ) * (xi - yi) return square_root(sum) Fig The function for computing Euclidean distance with early abandoning One limitation of the above algorithm for discovering k-motifs based on R∗ -tree and early abandoning is that R∗ -tree can work well if the number of dimensions is below 20 When the dimensionality becomes higher than 20, R∗ -tree degenerates and gives a performances poorer than that of the case without using the index structure Due to this limitation, we devise another algorithm for discovering k-motifs which is based on a dimensionality reduction method and a more efficient multidimensional index, Skyline index [16] Discovering time series motifs based on MP_C method and Skyline index The core idea of this algorithm for discovering time series k-motifs is using MP_C dimensionality reduction method and state-of-the-art Skyline index in k-nearest neighbors search or range search We select Skyline index since this paradigm for indexing time series data performs better than traditional multidimensional index structures, especially for time series data with high dimensionality Experimental studies in [16] reveal that Skyline index based on skyline-bounding-regions results in more efficient index than R∗ -tree based on MBRs Skyline index adopts Skyline-bounding regions (SBRs) to approximate and represent a group of time series according to their collective shape An SBR is defined in the same timevalue space where time series data are defined SBRs allow us to define a distance function that tightly lower bounds the distance between a query and a group of time series data SBRs 123 N T Son, D T Anh 4.2.2 Subsequence matching algorithm The algorithm we use for subsequence matching process using MP_C method and Skyline index consists of three main steps: index building, index searching, and post-processing For simplicity, we assume that the query sequence Q has the same length w of the sliding window The inputs of the algorithm are time series C, query sequence Q and the threshold R The output is the set of all the subsequences in C of which are in R-match with Q The algorithm is outlined as follows: S1 [Index Building] Use a sliding window of size w to divide the time series C into subsequences of length w from C and apply MP_C transformation on each such subsequence Store the features transformed from all such subsequences in Skyline index S2 [Index searching] Apply MP_C transformation on query sequence Q Search the index to find the candidate set of the subsequences on C of which are in R-match with Q S3 [Post-processing] Examine the original subsequences of the time series C which correspond to the candidate set obtained at step to discard the false alarms 4.2.3 Node insertion algorithm The algorithm which we use for inserting an MP_C sequence to Skyline index is similar to the insert algorithm introduced in [8] It includes four main steps S1 [Find a position for inserting a MP_C sequence] Descent the tree from the root node to find the best leaf node L for inserting the new entry S2 [Add the MP_C sequence to the leaf node] If L has enough space for another entry, insert the sequence Otherwise, split the node L S3 [Propagate changes upward] Ascend from the leaf node L to the root node Adjust MP_C_BRs and propagate node splits if necessary S4 [Grow the tree taller] If the root of the tree is split because of propagation, create a new root whose children are the two resulting nodes At each level of the tree, the process of finding a position for a new entry selects the node whose MP_C_BR needs the least enlargement to include this entry If the new entry has a value which is outside the limits defined by the segment in MP_C_BR, the value of that segment is updated so that the MP_C_BR can entirely contain the new entry If a node needs to be split, its entries are redistributed as in Guttman’s algorithm [8] 4.3 The proposed algorithm Figure presents our algorithm for finding approximate k-motifs with the support of Skyline index In this motif discovery algorithm, first, subsequences are extracted from a longer time series through a sliding window and they are transformed into lower dimensionality by applying MP_C method Then for each MP_C representation si of the subsequence si , the algorithm finds all its non-trivial matches within a range R among the subsequences that had been inserted into the Skyline index In this algorithm, procedure NEAREST_NEIGHBORS_SKYLINE (si , Skyline index, R) is invoked to search the non-trivial matches of the MP_C subsequence si within range R As for a non-leaf node, procedure NEAREST_NEIGHBORS_SKYLINE uses the group distance function Dr egion (s , R) between an MP_C subsequence s and a Skyline-bounding region MP_C_BR R in the index structure, defined by Definition and satisfying the 123 Discovery of time series k-motifs based on multidimensional index Algorithm Discovering approximate top k motifs with the support of Skyline Index // S is a time series of length n, Si is a subsequence of length m in S // L is a list of k-motifs, Ck is the center of k-motif // X is an index list of non-trivial matching neighbors of a subsequence // R is a threshold for matching Procedure L = Finding_Top_k_Motif(S, k, m, R) for i = to n-m+1 { Use a window of length m sliding over S to extract subsequences Si beginning at position i Transform the subsequence Si into the MP_C representation S’i and find MP_C_BRi of S’i if (Skyline index != null) X = NEAREST_NEIGHBORS_SKYLINE(S’i , MP_C_BRi, Skyline index, R) for j = to length(X) // length(X) is the number of items in list X if (DISTANCE(Si, Sj, R) > R) remove j in X if (X is null) break else if (L is null) L1 = X else if (DISTANCE(Si, Ck, 2R) > 2R for each Ck in L) { if (number of elements in L < k) Insert X into L so that the elements in L are in decreasing order on number of items in each element else if (length(X) > number of items in Lk ) { Remove Lk from L Insert X into L at a position such that the elements in L are in decreasing order on number of items in each element } } Find MP_CBRi of the subsequence S’i INSERT_SKYLINE(S’i , MP_C_BRi, Skyline index) } Fig Algorithm for discovering top k-motif using Skyline Index group lower-bounding lemma Lemma As for a leaf node, the procedure uses the distance function between two MP_C subsequences, D M P_C given in Definition Procedure NEAREST_NEIGHBORS_SKYLINE returns the list X containing all the non-trivial nearest neighbors of the subsequence si , MP_C representation of the subsequence si For each subsequence x in the list X , the subsequence sx which corresponds to x is retrieved and the algorithm invokes the function DISTANCE(si , sx , R) to calculate the Euclidean distance between si , sx (this distance function applies early abandoning idea) to check if si and sx are really non-trivial matches of each other If DISTANCE(si , sx , R) is greater than R then x is removed from the list X since sx is not qualified to be a match with si Then the list X will be inserted as an element in the list of top k-motifs in such a way that all the elements in this list must be in decreasing order of the number of entries in each elements of the list Finally, the subsequence Si is inserted into the Skyline index by the procedure INSERT_SKYLINE (MP_C_BRi , Skyline_Index) to prepare for the next iteration of the algorithm The process is repeated until there is no subsequence to be examined 123 N T Son, D T Anh // Find the non-trivial nearest neighbors of the subsequence s’i within threshold R using Skyline index NEAR_NEIGHBORS_SKYLINE(s’i, Skyline index, R) Traverse Skyline index from the root node to find the leaf nodes mk which satisfy Dregion(s’i, MP_C_BRk R For each such leaf node mk Find the items y in the node mk that are non-trivial matches of S’i Add y to the list of neighbors of Si Return the neighbor list of Si Fig The procedure NEAR_NEIGHBORS_SKYLINE //Insert subsequence S’i to Skyline index based on MP_C_BR INSERT_SKYLINE(s’i, MP_C_BRi , Skyline index) Select the subtree in Skyline index such that its MP_C_BR needs the least area enlargement to accommodate the MP_C_BRj Insert the new entry into the suitable leaf node of the subtree If the leaf node is overflow - Split this node into two nodes such that the combining area of the two M_PC_BRs of the two split nodes is smallest - The process of node split might be propagated upwards if the parent node is also overflow due to the split Fig 10 The procedure INSERT_SKYLINE Figures and 10 are for describing the two auxiliary procedures NEAREST_NEIGHBORS _SKYLINE(si , Skyline index, R) and INSERT_SKYLINE(si , M P_C_B Ri , Skyline index), respectively Experimental evaluation The experiments are divided into four sections in which we compare the two proposed approaches to random projection algorithm in three sections and evaluate the performance of the MP_C method in one Sect 5.2 The experiment on MP_C method with the support of Skyline index is critical for the evaluation of the second proposed motif discovery algorithm which is based on MP_C and Skyline index For example, the experiment on the tightness of lower bound of the MP_C method can ensure the correctness of this method in similarity search which implies the accuracy of the second proposed method for time series motif discovery (since similarity search is the basic subroutine of the motif discovery algorithm) The random projection is selected for comparison in Experiment 1, Experiment 3, and Experiment due to its popularity It is the most cited algorithm for discovering time series motif up to date and is the basic of many current approaches that tackle this problem [27–29] Besides, we also compare the two proposed approaches to each other We measure the performance of these techniques using different datasets, different lengths of 1-motifs and different sizes of the datasets Besides the accuracy, the comparison is in terms of running time and efficiency Here, we evaluate the efficiency of the algorithms by simply considering the ratio of how many times the Euclidean distance function must be evaluated by the proposed algorithm over the number of times it must be evaluated by the brute-force motif discovery algorithm described in Fig 123 Discovery of time series k-motifs based on multidimensional index Efficiency-ratio = A/B where A is the number of times the proposed algorithm calls Eulidean distance function and B is the number of times the brute-force algorithm calls Eulidean distance function The range of the efficiency ratios is from to The method with lower efficiency ratio is better Efficiency ratio has been used in some typical previous works on time series motif discovery [5,14,18] In two criteria for evaluating efficiency, the efficiency ratio is more important since this criterion is independent of system implementations For four experiments, we implemented all the algorithms with Visual Microsoft C# and all the experiments are conducted on a Core Duo 1.6 MHz, 1.0 GB RAM We tested on four different publicly available datasets: Stock, ECG, Waveform, and Consumer, which come from the web page [13] We conduct the experiments on the datasets with cardinalities ranging from 10,000 to 30,000 for each dataset We consider the motif length ranging from 128 to 1,024 In the method using R∗ -tree, MBRs of time series are built with compression ratio 32:1 (i.e., the length of each segment is 32) In the Random Projection (RP), we use the same compression ratio and set alphabet size of SAX to The number of columns selected to act as a mask is randomly chosen between and 20 in order to guarantee the distribution of projection is wide enough to inhibit the complexity of algorithm becoming quadratic We run RP one iteration (In fact, we run RP for 10 iterations and compute the average of run time or number of distance computations over 10) For brevity, we only report some typical experimental results 5.1 Experiment 1: Comparing the three algorithms R∗ -tree, RP and R∗ -tree with early abandoning In this subsection, we denote the three motif discovery algorithms as follows: • R∗ -tree: the motif discovery algorithm using R∗ -tree without early abandoning • RP: the random projection algorithm • R∗ -tree + E aban.: the motif discovery algorithm using R∗ -tree with early abandoning Here, we compare the three algorithms in terms of efficiency ratios and running times Figure 11 shows the experimental results of the three algorithms on Stock dataset with different motif lengths and fixed size (consisting of 10,000 sequences) Figure 11a shows the running times of the three algorithms Figure 11b highlights the running times of the two algorithms: R∗ -tree and R∗ -tree + E aban Figure 11c shows the efficiency ratios of the three algorithms on Stock dataset Figure 12 shows the experimental results of the three algorithms over the four datasets with fixed size (10,000 sequences) and fixed motif length (512) Figure 12a shows the running times of the three algorithms Figure 12b highlights the running times of the two algorithms: R∗ -tree and R∗ -tree + E aban Figure 12c shows the efficiency ratios of the three algorithms From the experimental results in Figs 11 and 12, we can see that: – The running time of R∗ -tree + early abandoning is less than that of RP and the method using R∗ -tree without early abandoning – The efficiency ratio of R∗ -tree + early abandoning is also better than that of RP and it is less than or equal to the efficiency ratio of the method using R∗ -tree without early abandoning – R∗ -tree + early abandoning brings out three orders of magnitude speedup over the bruteforce algorithm 123 N T Son, D T Anh Fig 11 a The running times of the three algorithms, b the running times of the two algorithms R∗ -tree and R∗ -tree + E aban c The efficiency ratios of the three algorithms on Stock dataset with different motif lengths and fixed size (10,000 sequences) Fig 12 a The running times of the three algorithms, b the running times of the two algorithms using R∗ -tree and c the efficiency ratios of the three algorithms on different dataset with a fixed size (10,000) and fixed motif length (512) The fact that both R∗ -tree and R∗ -Tree + early abandoning perform better than RP demonstrates the importance of index structures in several time series data mining tasks, not only in similarity search but also in motif discovery Index structure, such as R∗ -tree, can make the basic operation of time series motif discovery (i.e., finding the nearest neighbors of a subsequence) more efficient Notice that in real-world applications, we need just k-motifs of significant importance, that means k should be very small (e.g., k = or 3) Due to the small values of k, the parameter k does not have any influence on the performance of the two proposed method R∗ -Tree + early abandoning and MP_C with Skyline index 123 Discovery of time series k-motifs based on multidimensional index We also conducted the experiment that counts the number of nodes and the tree height of R∗ -tree in the process of motif discovery over a range of reduction ratios We can see that the number of nodes and the tree height of R∗ -tree are stable and not increase when the dimensionality increases 5.2 Experiment 2: Evaluating MP_C in time series similarity search Similarity search is the basic subroutine for other advanced time series data mining tasks, such as motif discovery or anomaly detection Therefore, before evaluating the performance of the proposed motif discovery method which is based on MP_C and Skyline index, we conducted the experiments to evaluate the MP_C method in similarity search In this section, we report the experimental results of similarity search using MP_C dimensionality reduction technique We compare our proposed technique MP_C using Skyline index to the popular method PAA based on R∗ -tree We also compare MP_C to Clipping method [21] We perform all tests over different reduction ratios and datasets of different lengths We consider a length of 1,024 to be the longest query Time series datasets for experiments are organized into five separate datasets The five datasets are EEG data (170,935 KB), Economic data (61,632 KB), Hydrology data (30,812 KB), Production data (21,614 KB), and Wind data (20,601 KB) which come from the web page [13] The comparison between three methods is based on the tightness of lower bound, the pruning power, and the implemented system The tightness of lower bound indicates the correctness of the method while the pruning power and the implemented system indicate the effectiveness and the time efficiency of the method The set of the three criteria used here is the same as the one used by Keogh et al in evaluating PAA method [11] and APCA method [12] 5.2.1 The tightness of lower bound The tightness of lower bound (T ) is used to evaluate preliminary effect of a dimensionality reduction technique It is computed as follows T = Dfeature Q , C /D(Q, C) where Dfeature (Q , C ) is the distance between Q and C in reduced space and D(Q, C) is the distance between original time series Q and C Due to the lower-bounding condition D f eatur e (Q , C ) ≤ D(Q, C), the tightness of lower bound (T ) is in the range from to The method with higher T (i.e., close to 1) is better since Dfeature (Q , C ) is almost the same as D(Q, C) Figure 13 shows the experimental results of the tightness of lower bound among three techniques PAA, MP_C, and Clipping In this case, in order to evaluate fairly, the chosen reduction ratio is 32:1 In this figure, the horizontal axis is for the experimental datasets and the vertical axis is the tightness of lower bound Besides, we also experiment over different reduction ratios to compare the MP_C method to PAA Figure 14 shows the results of this experiment The different reduction ratios are (chart a), 16 (chart b), 32 (chart c), and 64 (chart d) Here, reduction ratio is related to how much we reduce the dimensionality of the time series The dimensionality of the time series is high when the reduction ratio is low In MP_C, the reduction ratio is related to the length of each segment For example, if in MP_C, we set one segment equal to 32 data 123 N T Son, D T Anh Fig 13 The experiment results of the tightness of lower bound on different datasets Fig 14 The experiment results on tightness of lower bound, tested over different datasets and different reduction ratios: (a), 16 (b), 32 (c), 64 (d) and 128 (e) points and select one middle point for each segment, the reduction ratio is 32 since every 32 data points in the original time series reduce to point in the reduced time series In Fig 14, the horizontal axis is for the experimental datasets, the vertical axis is the tightness of lower bound For brevity, we just show the experimental results on five different datasets Based on these experimental results, we can see that the tightness of lower bound of the MP_C technique is higher (i.e., tighter) than that of PAA and almost equivalent to that of Clipping And in all three methods, when the reduction ratio is lower (i.e., the length of segments is smaller), the tightness of lower bound is better 5.2.2 Pruning power In order to compare the effectiveness of two dimensionality reduction techniques, we need to compare their pruning powers Pruning power P is the fraction of the database that must be examined before we can guarantee that the nearest match to a 1-nearest neighbor query has been found This ratio is based on the number of times we cannot perform similarity search on the transformed data and have to check directly on the original data to find nearest match 123 Discovery of time series k-motifs based on multidimensional index Fig 15 The pruning powers of PAA, MP_C and Clipping techniques, tested over different datasets and query lengths (1,024 a, 512 b) The charts (c) and (d) highlight the charts (a) and (b), respectively Fig 16 The pruning powers on Production dataset over a range of reduction ratios (8–128) P= Number of sequences that must be checked Number of sequences in database Since the number of subsequences, we have to examine is always less than or equal the number of subsequences in the dataset, the range of P is from to The method with smaller P (i.e., close to 0) is better Figure 15 shows the experimental results on pruning power P over different datasets The length of sequences is 1,024 in chart a and 512 in chart b In these charts, the horizontal axis represents the experimental datasets and the vertical axis represents the pruning power Figure 15c highlights the experimental results for MP_C and Clipping from Fig 15a Figure 15d highlights the experimental results for MP_C and Clipping from Fig 15b We also experiment over different reduction ratios to compare the MP_C method to PAA Figure 16 shows the experimental results of pruning power in this case In these charts, the horizontal axis represents the values of reduction ratio and the vertical axis represents the pruning power The length of sequence is 1,024 123 N T Son, D T Anh Fig 17 CPU cost of MP_C and PAA over (a) a range of reduction ratios and (b) a range of dataset sizes Based on these experimental results, we can see that the pruning power of MP_C technique is better than that of PAA and almost equivalent to that of Clipping And in all three methods, when the reduction ratio is lower (i.e., the length of segments is smaller), the pruning power is better Notice that the tightness of lower bound and the pruning power of a time series dimensionality reduction method are independent of the used index structure 5.2.3 Implemented system Beside the experiments on the tightness of lower bound and the pruning power, we need to compare MP_C to PAA in terms of implemented systems for completeness (we not compare MP_C to Clipping since Clipping method is not equipped with indexing mechanism) The implemented system experiment is evaluated on the normalized CPU cost which is the fraction of the average CPU time to perform a query using the index to the average CPU time required to perform a sequential search The normalized CPU cost of a sequential search is 1.0 The experiments have been performed over a range of query lengths (256–1,024), values of reduction ratios (8–128) and a range of dataset sizes (10,000–100,000) For brevity, we show just two typical results Figure 17 shows the experiment results on CPU cost over a range of different dataset sizes and over a range of reduction ratios (with a fixed query length 1,024) Between the two competing techniques, the MP_C technique using Skyline index is faster than PAA using traditional R∗ -tree And when the reduction ratio is higher (i.e., the length of segments is larger), the CPU cost of both methods is increased 5.3 Experiment 3: Comparing the three algorithms R∗ -tree with early abandoning, RP and MP_C with Skyline index The experiment in the previous section suggests that our MP_C method is correct and efficient in similariy search, establishing a basis for the correctness of a more advanced data mining task: motif discovery Now, we compare the three motif discovery algorithms in terms of efficiency In this subsection, we denote the three algorithms as follows: • R∗ -tree: the motif discovery algorithm using R∗ -tree with early abandoning • RP: the random projection algorithm • MP_C + Skyline: the motif discovery algorithm using MP_C method and Skyline index 123 Discovery of time series k-motifs based on multidimensional index Fig 18 The running times of the three algorithms on Consumer dataset with fixed size (10,000 sequences) and different motif lengths Fig 19 The efficiency ratios of the three algorithms on Consumer dataset with fixed size (10,000 sequences) and different motif lengths Figure 18 shows the running times of the three algorithms on Consumer dataset with fixed size (10,000 sequences) and different motif lengths Figure 18a reports the running times of the three algorithms Figure 18b highlights the running times of R∗ -tree and MP_C + Skyline Figure 19 shows the efficiency ratios of the three algorithms on Consumer dataset with fixed size (10,000 sequences) and different motif lengths Figure 19a reports the efficiency ratios of the three algorithms Figure 19b highlights the efficiency ratios of R∗ -tree and MP_C + Skyline Figure 20 shows the running times and efficiency ratios of the three algorithms on the four datasets with fixed size (10,000 sequences) and fixed motif length (512) Figure 20a reports the running times of the three algorithms Figure 20b highlights the running times of R∗ -tree and MP_C + Skyline Figure 20c reports the efficiency ratios of the three algorithms Figure 20d highlights the efficiency ratios of R∗ -tree and MP_C + Skyline Table shows the efficiency ratios of MP_C + Skyline and R∗ -tree with early abandoning on various datasets with the fixed motif length (512) From the experimental results in Figs 18, 19, 20 and Table we can see that: – Both MP_C + Skyline and R∗ -tree with early abandoning are more efficient than random projection – MP_C + Skyline is more efficient than R∗ - tree with early abandoning and random projection – MP_C + Skyline brings out at least three orders of magnitude speedup over the bruteforce algorithm We attribute the higher efficiency of MP_C + Skyline in comparison to R∗ -tree to the fact that Skyline index outperforms R∗ -tree in indexing time series data Notice that in the MP_C + Skyline approach, we can replace MP_C with any other dimensionality reduction method which satisfies lower-bounding condition [7], such as PAA, DFT, and DWT and still obtain the same benefits of the two proposed approaches 123 N T Son, D T Anh Fig 20 The running times and efficiency ratios of the three algorithms on different datasets with fixed size (10,000) and fixed motif length (512) Table The efficiency ratios of R*-tree + early abandoning and MP_C + Skyline on various datasets Dataset Stock ECG Waveform Consumer R*-tree + Early Abandoning MP_C + Skyline 0.00009 0.00064 0.00069 0.00052 0.00007 0.00021 0.00025 0.00038 Furthermore, we modified the two proposed algorithms in order that they can discover time series motifs according to the nearest neighbor motif definition given by Mueen et al [18] Then, we conducted the similar experiments on these algorithms as what we have done in this work These experiments also brought out the same performance results as what we have got for the two proposed algorithms with the basic motif definition (Definition 5) Details of these experiments are partly reported in our previous paper [24] 5.4 Experiment 4: Accuracy of R∗ -tree + early abandoning and MP_C + Skyline index Now, we turn our discussion to the accuracy of the proposed motif discovery algorithms Following the tradition established in previous works, such as [5,14,18,25,26], the accuracy of a given motif discovery algorithms is basically based on human analysis of the motif instances discovered by that algorithm That means through human inspection we can check whether the motif instances identified by a proposed algorithm on a given time series dataset are almost the same as those identified by the brute-force motif discovery algorithm or random projection algorithm If the check result is positive in most of the test datasets, we can conclude that the proposed motif discovery algorithm brings out the same accuracy as the brute-force motif discovery algorithm or Random Projection In our work, the brute-force motif discovery algorithm given by Lin et al [14] has been considered as the baseline algorithm in evaluating the accuracy of our two motif discovery algorithms To facilitate the comparison, during the experiment we keep track of the two sets of motif instances: M and B Let M be the set of instances of the 1-motif discovered by the 123 Discovery of time series k-motifs based on multidimensional index Table The M sets of R*-tree + early abandoning and MP_C + Skyline compared with B sets on various datasets Dataset MR∗−tree MMP_C+Skyline B Stock {1161, 1290, 1419, 1548, 1677, 1963} {1161, 1290, 1419, 1548, 1677, 1963} {1161, 1290, 1419, 1548, 1677, 1963} ECG {827, 957, 1087, 1615, 1901} {827, 957, 1087, 1615, 1901} {827, 957, 1087, 1615, 1901} Waveform {22, 387, 643, 772, 902} {22, 387, 643, 772, 902} {22, 387, 643, 772, 902} Consumer {587, 858, 987, 1116, 1245, 1377, 1506, 1635} {587, 858, 987, 1116, 1245, 1377, 1506, 1635} {587, 858, 987, 1116, 1245, 1377, 1506, 1635} proposed algorithm and B be the set of instances of the 1-motif discovered by the brute-force motif discovery algorithm Table shows the M sets of R∗ -tree + early abandoning and MP_C + Skyline on various datasets in comparison to the B sets found by the brute-force algorithm The numbers in the M-set or B-set are the indices of the motif instances identified by the algorithm The index of a motif instance is the position of the starting data point of the instance in the original time series Table reveals that all the instances of 1-motif discovered by each of our proposed motif discovery algorithms are exactly the same as the instances of 1-motif discovered by the brute-force algorithm We also show some examples of 1-motifs discovered in the four datasets by R∗ -tree + early abandoning and MP_C + Skyline Figure 21 gives the plots of the four time series datasets (on the left) and the corresponding 1-motifs discovered by R∗ -tree + early abandoning and MP_C + Skyline in each of them (on the right) In the plots of the time series, the horizontal axis is the time axis and the vertical axis is for the values of the time series All these motifs discovered by the two proposed algorithms are exactly the same as the motifs discovered by the random projection algorithm and the brute-force motif discovery algorithm The experimental results in Table and Fig 21 partially confirm the accuracy of the two proposed algorithms in time series motif discovery which have been theoretically analyzed in Sects 3, and empirically tested in Experiment (Sect 5.2) (Notice that so far, most of the previous papers on time series motif discovery [5,14,18, 25,26] as well as this work used the traditional approach for checking the accuracy of a time series motif discovery algorithm, and this approach still has some disadvantages Therefore, investigating some evaluation measures or criteria for the accuracy of discovered motifs in time series data is still one challenging problem for future research work) Through all the experiments, we can see that besides the good accuracy, two proposed algorithms bring out a better performance than Random Projection algorithm in terms of efficiency ratio and running time We attribute the high performance of our two proposed algorithms to the fact that the search for matching neighbors using multidimensional index, especially Skyline index, is more effective than the search using locality-preserving hashing in random projection algorithm The overhead of post-processing to validate the candidate motifs in our method is cheaper than that in random projection algorithm Besides, random projection has to repeat the random projection many times before obtaining convergent results and hence incurs higher computational cost 123 N T Son, D T Anh Fig 21 The datasets and 1-motifs discovered from the four datasets by the two proposed algorithms a Stock, b ECG, c WaveForm, and d Consumer Conclusions In this paper, we have introduced two novel algorithms to discover approximate k-motifs in time series data with the support of multidimensional index: R∗ -tree with early abandoning and MP_C with Skyline index Both our approaches employ multidimensional index structure to speedup the search for nearest neighbors of a subsequence Our proposed algorithms are disk efficient because both require only a single scan over the entire time series Besides, these methods can work directly on numerical time series data transformed by some dimensionality reduction method but without applying any discretization process The experiments on the 123 Discovery of time series k-motifs based on multidimensional index benchmark datasets demonstrate that our proposed algorithms outperform random projection algorithm, the most popular so far in finding motifs in time series And between the two proposed algorithms, MP_C with Skyline index is the best performer One major conclusion we can draw from this work is that index structures can play an important role in several time series data mining tasks, not only in similarity search, but also in motif discovery Like most of previous methods for time series motif discovery, our two proposed algorithms still have one limitation: The length of the motifs must be known in advance and such information is not always available As for future work, we plan to mitigate this limitation by including some improvements into our two proposed algorithms in such a way that they can discover variable length motifs in time series Besides, to make the algorithms more useful in the real life data, we intend to apply the two proposed motif discovery algorithms in association rule mining in time series data References Beckman N, Kriege, H, Schneider R, Seeger B (1990) The R∗ -tree: an efficient and robust access method for points and rectangles In: Proceedings of 1990 ACM-SIGMOD conference, Atlantic City, NJ, pp 322–331 Buhler J, Tompa M (2001) Finding motifs using random projections In: Proceedings of the 5th annual international conference on computational biology, pp 69–76 Buza K, Thieme LS (2010) motif-based classification of time series with bayesian 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international conference on knowledge discovery and data mining, pp 844–853 Nguyen Thanh Son received his B.S in Information Technology from Faculty of Information Technolgy, Ho Chi Minh City University of Natural Sciences, Vietnam where he also received his Master degree in the same branch He is currently Ph.D student in Faculty of Computer Science and Engineering, Ho Chi Minh City University of Technology, Vietnam His main research interest is in time series data mining Duong Tuan Anh received his Doctorate of Engineering in Computer Science from the School of Advanced Technologies at Asian Institute of Technology, Bangkok, Thailand where he also received his Master of Engineering in the same branch He is currently associate professor of computer science at Faculty of Computer Science and Engineering, Ho Chi Minh City University of Technology His research is in fields of metaheuristics, temporal databases and time series data mining He is currently the Head of Time Series Data Mining Research Group in his faculty He authored more than 70 scientific papers 123 ... and a group of time series data SBRs 123 Discovery of time series k-motifs based on multidimensional index are free of internal overlaps Hence, using the same amount of space in an index node,... without applying any discretization process The experiments on the 123 Discovery of time series k-motifs based on multidimensional index benchmark datasets demonstrate that our proposed algorithms... Discovery of time series k-motifs based on multidimensional index Algorithm Discovering top k- motifs with the support of R*-tree and the idea of early abandoning // S is a time series of length