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A parallel time series algorithm for searching similar sub-sequences

Dynamic time warping (DTW) is an important metric for measuring similarity for most time series applications. The computations of DTW cost too much especially with the gigantic of sequence databases and lead to an urgent need for accelerating these computations. However, the multi-core cluster systems, which are available now, with their scalability and performance/cost ratio, meet the need for more powerful and efficient performance. This paper proposes a highly efficient parallel vectorized algorithm with high performance for computing DTW, addressed to multi-core clusters using the Intel quad-core Xeon co-processors. It deduces an efficient architecture. Implementations employ the potential of both message passing interface (MPI) and OpenMP libraries. The implementation is based on the OpenMP parallel programming technology and offloads execution mode, where part of the code sub-sequences on the processor side, which are uploaded to the co-processor for the DTW computations. The results of experiments confirm the effectiveness of the algorithm.