PMP: Privacy-Aware Matrix Profile against Sensitive Pattern Inference for Time Series

Recent rapid development of sensor technology has allowed massive fine-grained time series (TS) data to be collected and set the foundation for the development of data-driven services and applications. During the process, data sharing is often involved to allow the third-party modelers to perform specific time series data mining (TSDM) tasks based on the need of data owner. The high resolution of TS brings new challenges in protecting privacy. While meaningful information in high-resolution TS shifts from concrete point values to local shape-based segments, numerous research have found that long shape-based patterns could contain more sensitive information and may potentially be extracted and misused by a malicious third party. However, the privacy issue for TS patterns is surprisingly seldom explored in privacy-preserving literature. In this work, we consider a new privacy-preserving problem: preventing malicious inference on long shape-based patterns while preserving short segment information for the utility task performance. To mitigate the challenge, we investigate an alternative approach by sharing Matrix Profile (MP), which is a non-linear transformation of original data and a versatile data structure that supports many data mining tasks. We found that while MP can prevent concrete shape leakage, the canonical correlation in MP index can still reveal the location of sensitive long pattern. Based on this observation, we design two attacks named Location Attack and Entropy Attack to extract the pattern location from MP. To further protect MP from these two attacks, we propose a Privacy-Aware Matrix Profile (PMP) via perturbing the local correlation and breaking the canonical correlation in MP index vector. We evaluate our proposed PMP against baseline noise-adding methods through quantitative analysis and real-world case studies to show the effectiveness of the proposed method.