CT-Miner: Fast and Coarse-Grained Time-Series Pattern Mining via Cartesian Trees
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Abstract (arXiv)
Time series often contain recurring structural patterns, and efficiently mining such patterns into compact representations is essential for scalable analysis of long sequences. Cartesian tree (CT) equivalence provides a well-established structural abstraction that preserves hierarchical order structure while discarding exact values and fine-grained ordinal variations. By grouping multiple ordinal patterns into a shared structural form, CT equivalence offers a principled way to compress recurring temporal structure. However, mining frequent CT-equivalent patterns at scale remains computationally expensive. A naive pairwise approach repeatedly constructs and counts CT representations over subsequences, requiring O(n4) time for a sequence of length n, which severely limits its applicability to long sequences. We propose a new Cartesian pattern mining algorithm based on a Cartesian suffix tree that compactly organizes CT-equivalent subsequences and reuses shared structural information. Our method reduces exhaustive CT-pattern occurrence collection from O(n4) to O(n2) time, and we formally prove the correctness and complexity bounds. We further show that this computational gain translates into effective compact representations. Across diverse time-series datasets, a small set of mined CT patterns preserves meaningful clustering structure, and comparisons with finer-grained order-preserving representations show that CT equivalence reduces redundant ordinal distinctions under limited feature budgets. Our implementation is available at https://github.com/hyundong98/CT-Miner .
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References · 14
- 2022A Time Series is Worth 64 Words: Long-term Forecasting with Transformerscited by 2,039
- 2022TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysiscited by 1,058
- 2024MOMENT: A Family of Open Time-series Foundation Modelscited by 482
- 2021TS2Vec: Towards Universal Representation of Time Seriescited by 471
- 2018The UCR Time Series Archivecited by 431
- 2024Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Expertscited by 287
- 2019Unsupervised Scalable Representation Learning for Multivariate Time Seriescited by 269
- 2020MINIROCKET: A Very Fast (Almost) Deterministic Transform for Time Series Classificationcited by 190
- 2024TimeMixer++: A General Time Series Pattern Machine for Universal Predictive Analysiscited by 116
- 2024Universal Time-Series Representation Learning: A Surveycited by 30
- 2022OPP-Miner: Order-preserving sequential pattern miningcited by 2
- 2022OPR-Miner: Order-preserving rule mining for time seriescited by 2
2 more
- 2019Cartesian Tree Matching and Indexingcited by 1
- 2024Scalable Order-Preserving Pattern Miningcited by 1
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