Elastic partial matching of time series

Authors:
L. J. Latecki;V. Megalooikonomou;Q. Wang;R. Lakaemper;C. A. Ratanamahatana;E. Keogh
Affiliations:
Computer and Information Sciences Dept., Temple University, Philadelphia, PA;Computer and Information Sciences Dept., Temple University, Philadelphia, PA;Computer and Information Sciences Dept., Temple University, Philadelphia, PA;Computer and Information Sciences Dept., Temple University, Philadelphia, PA;Computer Science and Engineering Dept., University of California, Riverside, CA;Computer Science and Engineering Dept., University of California, Riverside, CA
Venue:
PKDD'05 Proceedings of the 9th European conference on Principles and Practice of Knowledge Discovery in Databases
Year:
2005

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Abstract

We consider a problem of elastic matching of time series. We propose an algorithm that automatically determines a subsequence b′ of a target time series b that best matches a query series a. In the proposed algorithm we map the problem of the best matching subsequence to the problem of a cheapest path in a DAG (directed acyclic graph). Our experimental results demonstrate that the proposed algorithm outperforms the commonly used Dynamic Time Warping in retrieval accuracy.