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Is there software which allows for the exploration of a multi-dimensional time-series?

Example exploration

For this use case, assume I am monitoring traffic flow throughout a city. I want to see various traffic patterns and when they've happened before.

For example, given the following data series of cars/minute at the intersection of King & Union:

traffic at King & Union

I want to select a specific period of time:

selection of time-series subset

And I would get a list of previous times where this pattern occurred. Such as:

2016-02-01 9:00:00-10:00:00
2016-05-12 8:00:00-9:00:00

I can then translate the date-list and make more plots!

Additionally, I would like to be able to find where a pattern has previously occurred:

  • At a different location (i.e. Queen and Bathurst)
  • In a different metric (i.e. total number of red cars in the last hour, which would require some data manipulation to translate between the domains)
  • Using multiple metrics (i.e. traffic at King & Union, as well as Queen & Bathurst between 1pm to 2pm, giving at 2-dimensional time-series)

Previously investigated products

Prometheus

Doesn't seem to have easy GUI-based querying enabled.

Azure Time-Series Explorer

Has a selectable GUI, but doesn't seem to satisfy the use cases illustrated above.

  • Did you ever find anything for this? – Mawg says reinstate Monica Jun 2 at 16:16
  • 1
    @MawgsaysreinstateMonica This definitely does not exist and had to be made from scratch in my previous company. In terms of time-series pattern matching, this is an EXTREMELY unsolved problem. You can do Dynamic Time Warping, Machine-Learning Clustering or simple Euclidean Distance. – Seanny123 Jun 2 at 16:44
  • Sounds like a start-up to me :-) Thanks for letting us know – Mawg says reinstate Monica Jun 2 at 17:44

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