Abstract

Subsequence similarity search is one of the basic problems of time series data mining. Nowadays Dynamic Time Warping (DTW) is considedered as the best similarity measure. However despite various existing software speedup techniques DTW is still computationally expensive. There are approaches to speed up DTW computation by means of parallel hardware (e.g. GPU and FPGA) but accelerators based on the Intel Many Integrated Core architecture have not been payed attention. The paper presents a parallel algorithm for best-match time series subsequence search based on DTW distance for the Intel Xeon Phi coprocessor. The experimental results on synthetic and real data sets confirm the efficiency of the algorithm.

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