An Examination of Multivariate Time Series Hashing with Applications to Health Care

As large-scale multivariate time series data become increasingly common in application domains, such as health care and traffic analysis, researchers are challenged to build efficient tools to analyze it and provide useful insights. Similarity search, as a basic operator for many machine learning and data mining algorithms, has been extensively studied before, leading to several efficient solutions. However, similarity search for multivariate time series data is intrinsically challenging because (1) there is no conclusive agreement on what is a good similarity metric for multivariate time series data and (2) calculating similarity scores between two time series is often computationally expensive. In this paper, we address this problem by applying a generalized hashing framework, namely kernelized locality sensitive hashing, to accelerate time series similarity search with a series of representative similarity metrics. Experiment results on three large-scale clinical data sets demonstrate the effectiveness of the proposed approach.

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