US 10,885,048 B2Granted

Time-series pattern matching system

AssigneeTD Ameritrade IP Company, Inc.

InventorSean Ming-Yin Law

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Abstract

A system includes a pattern engine that, in response to selection by a user of a first data set, generates a similarity self-join of the first data set for a specified length. The similarity self-join indicates, for each reference subsequence, a minimum value of distances between the reference subsequence and other subsequences within the first data set. A user portal generates a user interface visually representing the first data set and identifying two subsequences that correspond to the lowest value of the similarity self-join. An alert system receives an alert request specifying a second data set and a pattern specification. An incremental pattern engine generates an initial state of a similarity join of the second data set and the pattern specification. In response to data being received for the first data set, the alert system transmits an alert message if any value of the similarity join meets a threshold.

Claims20

Dependent claims

A system comprising:

memory hardware;
and
processor hardware configured to execute code stored by the memory hardware implementing:
a pattern engine configured to, in response to selection by a user of a first data set, generate a similarity self-join of the first data set for a specified length, wherein the similarity self-join indicates, for each reference subsequence of the specified length within the first data set, a minimum value of distances between the reference subsequence and other subsequences of the specified length within the first data set;
a user portal configured to generate a user interface for display to the user, wherein the user interface:
includes a visual representation of the first data set;
and
selectively visually identifies two subsequences within the first data set that correspond to a lowest value of the similarity self-join;
an alert system configured to receive an alert request from the user, wherein the alert request specifies a second data set and a pattern specification, and wherein the pattern specification is characterized by a first length;
and
an incremental pattern engine configured to:
generate an initial state of a similarity join of the second data set and the pattern specification, wherein the similarity join indicates, for each reference subsequence of the first length within the first data set, a distance between the pattern specification and the reference subsequence;
and
update the similarity join in response to data received for the first data set subsequent to the generation of the initial state,
wherein the alert system is configured to, in response to data being received for the first data set:
identify whether any value of the similarity join meets a predetermined threshold, and
in response to identifying a first value of the similarity join that meets the predetermined threshold, selectively transmit an alert message to the user.

14 more elements

A computerized method performed by processor hardware executing code stored by memory hardware, the method comprising:

in response to selection by a user of a first data set, generating a similarity self-join of the first data set for a specified length, wherein the similarity self-join indicates, for each reference subsequence of the specified length within the first data set, a minimum value of distances between the reference subsequence and other subsequences of the specified length within the first data set;
generating a user interface for display to the user, wherein the user interface:
includes a visual representation of the first data set;
and
selectively visually identifies two subsequences within the first data set that correspond to a lowest value of the similarity self-join;
receiving an alert request from the user, wherein the alert request specifies a second data set and a pattern specification, and wherein the pattern specification is characterized by a first length;
generating an initial state of a similarity join of the second data set and the pattern specification, wherein the similarity join indicates, for each reference subsequence of the first length within the first data set, a distance between the pattern specification and the reference subsequence;
updating the similarity join in response to data received for the first data set subsequent to generation of the initial state;
and
in response to data being received for the first data set:
identifying whether any value of the similarity join meets a predetermined threshold, and
in response to identifying a first value of the similarity join that meets the predetermined threshold, selectively transmitting an alert message to the user.

9 more elements

Dependencies are inferred from the claim text.