Invention Grant
- Patent Title: Time-series pattern matching system
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Application No.: US16272366Application Date: 2019-02-11
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Publication No.: US10885048B2Publication Date: 2021-01-05
- Inventor: Sean Ming-Yin Law
- Applicant: TD Ameritrade IP Company, Inc.
- Applicant Address: US NE Omaha
- Assignee: TD Ameritrade IP Company, Inc.
- Current Assignee: TD Ameritrade IP Company, Inc.
- Current Assignee Address: US NE Omaha
- Agency: Harness, Dickey & Pierce, P.L.C.
- Main IPC: G06F16/30
- IPC: G06F16/30 ; G06F16/2458 ; G06F16/2455 ; G06K9/62 ; G06F16/28

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.
Public/Granted literature
- US20200257686A1 Time-Series Pattern Matching System Public/Granted day:2020-08-13
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