IP Library Granted Patent US 11,373,243
Granted Patent B2
US 11,373,243 · App. 16/588,497 · Granted Jun 28, 2022

Time-series pattern matching system

Inventor: Sean Ming-Yin Law (Ann Arbor, MI)
Assignee: TD Ameritrade IP Compnay, Inc.
G06Q40/06G06F9/505G06F9/5061G06F16/2477G06Q40/04
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Quick Facts
Patent No.
US 11,373,243
App. No.
16/588,497
Granted
Jun 28, 2022
Kind
B2
Abstract

A system includes a memory configured to store instructions and at least one processor configured to execute the instructions. The instructions include accessing time series data, calculating statistical parameters of the time series data, identifying a set of external processing resources, and conveying the time series data and the statistical parameters to the set of external processing resources. The instructions include instructing the set of external processing resources to compute a similarity self-join of the time series data for a window size having a specified length. The instructions include obtaining sets of minimum subsequence distances from the set of external processing resources over a communications network. The full similarity self-join indicates, for each reference subsequence of the specified length within the time series data, a minimum value of distances between the reference subsequence and other subsequences of the specified length within the time series data.

Claims (52)

1. A system comprising:

a memory configured to store instructions; and

at least one processor configured to execute the instructions,

wherein the instructions include:

accessing time series data;

calculating statistical parameters of the time series data;

identifying a set of external processing resources;

conveying the time series data to the set of external processing resources;

conveying the statistical parameters of the time series data to the set of external processing resources;

instructing the set of external processing resources to compute a similarity self-join of the time series data for a window size having a specified length;

obtaining sets of minimum subsequence distances from the set of external processing resources over a communications network;

concatenating the sets of minimum subsequence distances to create a full similarity self-join of the time series data, wherein the full similarity self-join indicates, for each reference subsequence of the specified length within the time series data, a minimum value of distances between the reference subsequence and all other subsequences of the specified length within the time series data;

identifying whether any value of the full similarity self-join meets a threshold; and

in response to identifying a value of the full similarity self-join that meets the threshold, selectively transmitting an alert message to a user.

2. The system of claim 1 wherein the conveying the time series data includes transmitting the time series data to the set of external processing resources using a local area network (LAN).

3. The system of claim 1 wherein the conveying the time series data includes transmitting a reference to the time series data to the set of external processing resources using a local area network (LAN).

4. The system of claim 3 wherein the reference is a uniform resource locator (URL).

5. The system of claim 4 wherein the accessing the time series data includes downloading the time series data from the URL.

6. The system of claim 1 wherein the conveying the time series data is initiated prior to completion of the calculating the statistical parameters.

7. The system of claim 1 wherein the instructions include:

determining respective capabilities of each of the set of external

processing resources; and

partitioning computation responsibilities across the set of external processing resources based on the respective capabilities.

8. The system of claim 1 wherein distance between two subsequences is calculated using z-normalized Euclidean distance.

9. The system of claim 1 wherein:

the similarity self-join includes, for each reference subsequence, k values indicating distances between the reference subsequence and k closest subsequences in the time series data; and

k is an integer greater than or equal to one.

10. The system of claim 1 wherein the instructions include transmitting an alert message to a user in response to completion of computation by the set of external processing resources.

11. A method of operating a processing system, the method comprising:

accessing time series data;

calculating statistical parameters of the time series data at the processing system;

identifying a set of external processing resources;

conveying the time series data to the set of external processing resources;

conveying the statistical parameters of the time series data from the processing system to the set of external processing resources;

instructing the set of external processing resources to compute a similarity self-join of the time series data for a window size having a specified length;

obtaining sets of minimum subsequence distances from the set of external processing resources over a communications network;

combining the sets of minimum subsequence distances to create a full similarity self-join of the time series data, wherein the full similarity self-join indicates, for each reference subsequence of the specified length within the time series data, a minimum value of distances between the reference subsequence and other subsequences of the specified length within the time series data;

identifying whether any value of the full similarity self-join meets a threshold; and

in response to identifying a value of the full similarity self-join that meets the threshold, selectively transmitting an alert message to a user.

12. The method of claim 11 wherein the conveying the time series data includes transmitting the time series data to the set of external processing resources using a local area network (LAN).

13. The method of claim 11 wherein the conveying the time series data includes transmitting a reference to the time series data to the set of external processing resources using a local area network (LAN).

14. The method of claim 13 wherein the reference is a uniform resource locator (URL).

15. The method of claim 14 wherein the accessing the time series data includes downloading the time series data from the URL.

16. The method of claim 11 wherein the conveying the time series data is initiated prior to completion of the calculating the statistical parameters.

17. The method of claim 11 further comprising:

determining respective capabilities of each of the set of external processing resources; and

partitioning computation responsibilities across the set of external processing resources based on the respective capabilities.

18. The method of claim 11 wherein distance between two subsequences is calculated using z-normalized Euclidean distance.

19. The method of claim 11 wherein:

the similarity self-join includes, for each reference subsequence, k values indicating distances between the reference subsequence and k closest subsequences in the time series data; and

k is an integer greater than or equal to one.

20. The method of claim 11 further comprising transmitting an alert message to a user in response to completion of computation by the set of external processing resources.

Assignments (2)
ASSIGNMENT OF ASSIGNOR'S INTEREST Recorded Sep 5, 2023
From: TD AMERITRADE IP COMPANY, INC.
To: CHARLES SCHWAB & CO., INC.
Reel/Frame 064807/0936 →
ASSIGNMENT OF ASSIGNOR'S INTEREST Recorded Oct 4, 2019
From: LAW, SEAN MING-YIN
To: TD AMERITRADE IP COMPANY, INC.
Reel/Frame 050627/0721 →
Continuity (3)
Continuation In Part 16272366 · Feb 11, 2019
Provisional Application 62842578 · May 3, 2019
Related Publication 20200258157A1 · Aug 13, 2020
Cited By (1)
US 12,602,542