Time series subsequence searching in specialized binary tree

  • Authors:
  • Tak-chung Fu;Hak-pun Chan;Fu-lai Chung;Chak-man Ng

  • Affiliations:
  • Department of Computing, The Hong Kong Polytechnic University, Hong Kong;Department of Computing, The Hong Kong Polytechnic University, Hong Kong;Department of Computing, The Hong Kong Polytechnic University, Hong Kong;Department of Computing and Information Management, Hong Kong Institute of Vocational Education (Chai Wan), Hong Kong

  • Venue:
  • FSKD'06 Proceedings of the Third international conference on Fuzzy Systems and Knowledge Discovery
  • Year:
  • 2006

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Abstract

Subsequence searching is a non-trivial task in time series data analysis and mining. In recent years, different approaches are published to improve the performance of subsequence searching which based on index the time series and lower bound the Euclidean distance. In this paper, the problem of applying Euclidean distance on time series similarity measure is first reviewed. Previous approaches to align time series for similarity measure are then adopted for subsequence searching, they include: dynamic time warping (DTW) and perceptually important point (PIP). Furthermore, a tree data structure (SB-Tree) is developed to store the PIP of a time series and an approximate approach is proposed for subsequence searching in the SB-Tree. The experimental results performed on both synthetic and real datasets showed that the PIP approach outperformed DTW. The approximate approach based on SB-Tree can further improve the performance of the PIP-based subsequence searching while the accuracy can still be maintained.