StatStream: statistical monitoring of thousands of data streams in real time
VLDB '02 Proceedings of the 28th international conference on Very Large Data Bases
A compact multi-resolution index for variable length queries in time series databases
Knowledge and Information Systems
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Rank order correlation has been used extensively when the data is non-parametric or when the relationship between two variables is nonlinear and monotonic. In such cases, linear correlation measures, such as the product-moment coefficient, are inadequate and fail to detect correlative relations. We present a polyhedral indexing technique for rank order correlation queries for time series data. We use an interesting geometry interpretation of rank order correlation which lends itself to indexing by spatial indexes such as R-trees. Our experimental results indicate one to two orders of magnitudes improvement over sequential scan - the only alternative solution.