Automatic Generation of Descriptions of Time-Series Constraints

Integer time series are often subject to constraints on the aggregation of the features of all occurrences of some pattern within the series. For example, the number of inflexions may be constrained, or the sum of the peak maxima, or the minimum of the valley widths. Many time-series constraints can be described by transducers. The output alphabet of such a transducer consists of symbols that denote the phases of identifying the maximal occurrences of a pattern. It was recently shown how to synthesise automatically a constraint propagator and a constraint checker from such a transducer, which however has to be designed manually from a pattern. Here we define a large class of patterns, present an algorithm for automatically generating a low-level transducer from such a high-level pattern, and prove it correct. This class covers all 20 patterns of the Time-Series Constraint Catalogue, which can now be automatically extended at will.