An index-based time-series subsequence matching under time warping

Authors:
Byoungchol Chang;Jaehyuk Cha;Sang-Wook Kim;Miyoung Shin
Affiliations:
Graduate School of Information and Communications, Hanyang University, Korea;Graduate School of Information and Communications, Hanyang University, Korea;Graduate School of Information and Communications, Hanyang University, Korea;School of Electrical Engineering and Computer Science, Kyungpook National University, Korea
Venue:
KES'06 Proceedings of the 10th international conference on Knowledge-Based Intelligent Information and Engineering Systems - Volume Part I
Year:
2006

Citing 6
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Abstract

This paper addresses efficient processing of time-series subsequence matching under time warping. Time warping enables finding sequences with similar patterns even when they are of different lengths. The prefix-querying method is the first index-based approach that performs time-series subsequence matching under time warping without false dismissals. This method originally employs the L∞ distance metric as a base distance function. This paper extends the prefix-querying method for absorbing L1 instead of L∞. We formally prove that the extended prefix-querying method does not incur any false dismissals. The performance results reveal that our method achieves significant performance improvement over the previous methods up to 10.7 times.