Evaluating Subjective Accuracy in Time Series Pattern-Matching Using Human-Annotated Rankings

Abstract

Finding patterns is a common task in time series analysis which has gained a lot of attention across many fields. A multitude of similarity measures have been introduced to perform pattern searches. The accuracy of such measures is often evaluated objectively using a one nearest neighbor classification (1NN) on labeled time series or through clustering. Prior work often disregards the subjective similarity of time series which can be pivotal in systems where a user specified pattern is used as input and a similarity-based ranking is expected as output (query-by-example). In this paper, we describe how a human-annotated ranking based on real-world queries and datasets can be created using simple crowdsourcing tasks and use this ranking as ground-truth to evaluate the perceived accuracy of existing time series similarity measures. Furthermore, we show how different sampling strategies and time series representations of pen-drawn queries effect the precision of these similarity measures and provide a publicly available dataset which can be used to optimize existing and future similarity search algorithms.