Abstract

With the fast digitalization of our society, mining patterns from large time series data is increasingly becoming a critical problem for a wide range of big data applications. Motif and discord discovery algorithms, which offer effective solutions to identify repeatedly appearing and abnormal patterns, respectively, are fundamental building blocks for time series processing. Both approaches, however, can be time extremely consuming when handling large time series due to the subsequence-based computations of distance similarity metrics. In this article, we show that the highly involved subsequence-based computations can actually be decomposed into a few fine-grained computing patterns for efficient data parallel computing. By developing highly efficient GPU algorithms for such basic patterns and effectively composing such patterns, we are able to solve both motif and discord discovery problems under euclidean and DTW distance metrics in a unified GPU acceleration framework. Extensive experiments prove that the proposed framework outperforms pruned CPU algorithms by up to three orders of magnitude. Our work paves the foundation of building GPU acceleration frameworks for large-scale time series datasets.

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