A Selective Temporal Hamming distance to find patterns in state transition event timeseries, at scale
This work addresses a domain-specific problem for researchers and practitioners analyzing large-scale state transition event timeseries, offering an incremental improvement over standard metrics.
The authors tackled the problem of analyzing discrete event systems by introducing a new distance metric, the Selective Temporal Hamming distance (STH), which avoids costly resampling and improves precision and computation time compared to existing methods.
Discrete event systems are present both in observations of nature, socio economical sciences, and industrial systems. Standard analysis approaches do not usually exploit their dual event / state nature: signals are either modeled as transition event sequences, emphasizing event order alignment, or as categorical or ordinal state timeseries, usually resampled a distorting and costly operation as the observation period and number of events grow. In this work we define state transition event timeseries (STE-ts) and propose a new Selective Temporal Hamming distance (STH) leveraging both transition time and duration-in-state, avoiding costly and distorting resampling on large databases. STH generalizes both resampled Hamming and Jaccard metrics with better precision and computation time, and an ability to focus on multiple states of interest. We validate these benefits on simulated and real-world datasets.