Fast subsequence matching in time-series databases
SIGMOD '94 Proceedings of the 1994 ACM SIGMOD international conference on Management of data
Scaling up dynamic time warping for datamining applications
Proceedings of the sixth ACM SIGKDD international conference on Knowledge discovery and data mining
Segment-based approach for subsequence searches in sequence databases
Proceedings of the 2001 ACM symposium on Applied computing
General match: a subsequence matching method in time-series databases based on generalized windows
Proceedings of the 2002 ACM SIGMOD international conference on Management of data
Wavelets for Computer Graphics: A Primer, Part 1
IEEE Computer Graphics and Applications
Efficient Similarity Search In Sequence Databases
FODO '93 Proceedings of the 4th International Conference on Foundations of Data Organization and Algorithms
Duality-Based Subsequence Matching in Time-Series Databases
Proceedings of the 17th International Conference on Data Engineering
Haar Wavelets for Efficient Similarity Search of Time-Series: With and Without Time Warping
IEEE Transactions on Knowledge and Data Engineering
Similarity search of time-warped subsequences via a suffix tree
Information Systems
A Subsequence Matching Algorithm that Supports Normalization Transform in Time-Series Databases
Data Mining and Knowledge Discovery
Data Mining: Concepts and Techniques
Data Mining: Concepts and Techniques
Introduction to Data Mining, (First Edition)
Introduction to Data Mining, (First Edition)
Exact indexing of dynamic time warping
VLDB '02 Proceedings of the 28th international conference on Very Large Data Bases
Ranked subsequence matching in time-series databases
VLDB '07 Proceedings of the 33rd international conference on Very large data bases
Approximate embedding-based subsequence matching of time series
Proceedings of the 2008 ACM SIGMOD international conference on Management of data
Meaningful Subsequence Matching under Time Warping Distance for Data Stream
PAKDD '09 Proceedings of the 13th Pacific-Asia Conference on Advances in Knowledge Discovery and Data Mining
Using multiple indexes for efficient subsequence matching in time-series databases
DASFAA'06 Proceedings of the 11th international conference on Database Systems for Advanced Applications
Subsequence matching of stream synopses under the time warping distance
PAKDD'10 Proceedings of the 14th Pacific-Asia conference on Advances in Knowledge Discovery and Data Mining - Volume Part II
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Finding matching subsequences in time series data is an important problem. The classical approach to search for matching subsequences has been on the principle of exhaustive search, where all possible candidates are generated and evaluated or all the terms of the time series in a data base are examined. As a result most of the subsequence search algorithms are cubic in nature with few algorithms of quadratic nature. Some approximate algorithms have been proposed, as a result, to speed up the search for matching subsequences. In this work, we propose a fast and efficient exact subsequence search algorithm which is subquadratic in nature. We introduce the notion of eHaar (envelope Haar) to prune parts of the time series data which will not contain subsequences that can match the query subsequence. This pruning phase dramatically reduces the search space, thus allowing dynamic time warping based subsequence search techniques to be applied on gigabyte-size time series databases. Experiment results demonstrate that the proposed approach outperforms existing state-of-the art techniques.