Subseries join: a similarity-based time series match approach

  • Authors:
  • Yi Lin;Michael D. McCool

  • Affiliations:
  • Faculty of Computer Science, University of New Brunswick, Fredericton, NB, Canada;Intel of Canada, Ltd., Waterloo, Ontario, Canada

  • Venue:
  • PAKDD'10 Proceedings of the 14th Pacific-Asia conference on Advances in Knowledge Discovery and Data Mining - Volume Part I
  • Year:
  • 2010

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Abstract

Time series data appears in numerous applications including medical data processing, financial analytics, network traffic monitoring, and Web click-stream analysis. An essential task in time series mining is efficiently finding matches between similar time series or parts of time series in a large dataset. In this work, we introduce a new definition of subseries join as a generalization of subseries matching. We then propose an efficient and robust solution to subseries join (and match) based on a non-uniform segmentation and a hierarchical feature representation. Experiments demonstrate the effectiveness of our approach and also show that this approach can better tolerate noise and phase-scaling than previous work.