SMM: Leveraging metadata for contextually salient multi-variate motif discovery

A common challenge in multimedia data understanding is the unsupervised discovery of recurring patterns, or motifs, in time series data. The discovery of motifs in uni-variate time series is a well studied problem and, while being a relatively new area of research, there are also several proposals for multi-variate motif discovery. Unfortunately, motif search among multiple variates is an expensive process, as the potential number of sub-spaces in which a pattern can occur increases exponentially with the number of variates. Consequently, many multi-variate motif search algorithms make simplifying assumptions, such as searching for motifs across all variates individually, assuming that the motifs are of the same length, or that they occur on a fixed subset of variates. In this paper, we are interested in addressing a relatively broad form of multi-variate motif detection, which seeks frequently occurring patterns (of possibly differing lengths) in sub-spaces of a multi-variate time series. In particular, we aim to leverage contextual information to help select contextually salient patterns and identify the most frequent patterns among all. Based on these goals, we first introduce the contextually salient multi-variate motif (CS-motif) discovery problem and then propose a salient multi-variate motif (SMM) algorithm that, unlike existing methods, is able to seek a broad range of patterns in multi-variate time series.