A simple approximation for dynamic time warping search in large time series database

  • Authors:
  • Jie Gu;Xiaomin Jin

  • Affiliations:
  • Software School of Tsinghua University;Software School of Tsinghua University

  • Venue:
  • IDEAL'06 Proceedings of the 7th international conference on Intelligent Data Engineering and Automated Learning
  • Year:
  • 2006

Quantified Score

Hi-index 0.00

Visualization

Abstract

The problem of similarity search in time series database has attracted a lot of interest in the data mining field. DTW(Dynamic Time Warping) is a robust distance measure function for time series, which can handle time shifting and scaling. The main defect of DTW lies in its relatively high computational complexity of similarity search. In this paper, we develop a simple but efficient approximation technique for DTW to speed up the search process. Our method is based on a variation of the traditional histograms of the time series. This method can work with a time linear with the size of the database. In our experiment, we proved that the proposed technique is efficient and produces few false dismissals in most applications.