General match: a subsequence matching method in time-series databases based on generalized windows

• Authors: Yang-Sae Moon;Kyu-Young Whang;Wook-Shin Han
• Venue: Proceedings of the 2002 ACM SIGMOD international conference on Management of data
• Year: 2002

We generalize the method of constructing windows in subsequence matching. By this generalization, we can explain earlier subsequence matching methods as special cases of a common framework. Based on the generalization, we propose a new subsequence matching method, General Match. The earlier work by Faloutsos et al. (called FRM for convenience) causes a lot of false alarms due to lack of point-filtering effect. Dual Match, recently proposed as a dual approach of FRM, improves performance significantly over FRM by exploiting point filtering effect. However, it has the problem of having a smaller allowable window size---half that of FRM---given the minimum query length. A smaller window increases false alarms due to window size effect. General Match offers advantages of both methods: it can reduce window size effect by using large windows like FRM and, at the same time, can exploit point-filtering effect like Dual Match. General Match divides data sequences into generalized sliding windows (J-sliding windows) and the query sequence into generalized disjoint windows (J-disjoint windows). We formally prove that General Match is correct, i.e., it incurs no false dismissal. We then propose a method of estimating the optimal value of the sliding factor J that minimizes the number of page accesses. Experimental results for real stock data show that, for low selectivities (10-6∼10-4), General Match improves average performance by 117% over Dual Match and by 998% over FRM; for high selectivities (10-3∼10-1), by 45% over Dual Match and by 64% over FRM. The proposed generalization provides an excellent theoretical basis for understanding the underlying mechanisms of subsequence matching.