A data-adaptive and dynamic segmentation index for whole matching on time series

  • Authors:
  • Yang Wang;Peng Wang;Jian Pei;Wei Wang;Sheng Huang

  • Affiliations:
  • School of Computer Science, Fudan University, Shanghai, China;School of Computer Science, Fudan University, Shanghai, China;School of Computing Science, Simon Fraser University, Burnaby, BC, Canada;School of Computer Science, Fudan University, Shanghai, China;IBM Research China, Shanghai, China

  • Venue:
  • Proceedings of the VLDB Endowment
  • Year:
  • 2013

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Abstract

Similarity search on time series is an essential operation in many applications. In the state-of-the-art methods, such as the R-tree based methods, SAX and iSAX, time series are by default divided into equi-length segments globally, that is, all time series are segmented in the same way. Those methods then focus on how to approximate or symbolize the segments and construct indexes. In this paper, we make an important observation: global segmentation of all time series may incur unnecessary cost in space and time for indexing time series. We develop DSTree, a data adaptive and dynamic segmentation index on time series. In addition to savings in space and time, our new index can provide tight upper and lower bounds on distances between time series. An extensive empirical study shows that our new index DSTree supports time series similarity search effectively and efficiently.