Identifying optimal multi-scale patterns in time-series streams

Abstract: A method, system, and computer readable medium for identifying local patterns in at least one time series data stream are disclosed. The method comprises generating multiple ordered levels of hierarchal approximation functions. The multiple ordered levels are generated directly from at least one given time series data stream including at least one set of time series data. The hierarchical approximation functions for each level of the multiple levels is based upon creating a set of approximating functions. The hierarchical approximation functions are also based upon selecting a current window with a current window length from a set of varying window lengths. The current window is selected for a current level of the multiple levels. (end of abstract)