Subsequence similarity search under time shifting

Authors:
Bing Liu;Jianjun Xu;Zhihui Wang;Wei Wang;Baile Shi
Affiliations:
Department of Computing and Information Technology, Fudan University, Shanghai, China;Department of Computing and Information Technology, Fudan University, Shanghai, China;Department of Computing and Information Technology, Fudan University, Shanghai, China;Department of Computing and Information Technology, Fudan University, Shanghai, China;Department of Computing and Information Technology, Fudan University, Shanghai, China
Venue:
RSKT'06 Proceedings of the First international conference on Rough Sets and Knowledge Technology
Year:
2006

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Abstract

Time series data naturally arise in many application domains, and the similarity search for time series under dynamic time shifting is prevailing. But most recent research focused on the full length similarity match of two time series. In this paper a basic subsequence similarity search algorithm based on dynamic programming is proposed. For a given query time series, the algorithm can find out the most similar subsequence in a long time series. Furthermore two improved algorithms are also given in this paper. They can reduce the computation amount of the distance matrix for subsequence similarity search. Experiments on real and synthetic data sets show that the improved algorithms can significantly reduce the computation amount and running time comparing with the basic algorithm