The R*-tree: an efficient and robust access method for points and rectangles
SIGMOD '90 Proceedings of the 1990 ACM SIGMOD international conference on Management of data
Fast subsequence matching in time-series databases
SIGMOD '94 Proceedings of the 1994 ACM SIGMOD international conference on Management of data
PODS '95 Proceedings of the fourteenth ACM SIGACT-SIGMOD-SIGART symposium on Principles of database systems
Similarity-based queries for time series data
SIGMOD '97 Proceedings of the 1997 ACM SIGMOD international conference on Management of data
Efficient Similarity Search In Sequence Databases
FODO '93 Proceedings of the 4th International Conference on Foundations of Data Organization and Algorithms
Efficient Retrieval of Similar Time Sequences Under Time Warping
ICDE '98 Proceedings of the Fourteenth International Conference on Data Engineering
Fast Similarity Search in the Presence of Noise, Scaling, and Translation in Time-Series Databases
VLDB '95 Proceedings of the 21th International Conference on Very Large Data Bases
VLDB '95 Proceedings of the 21th International Conference on Very Large Data Bases
On Similarity Queries for Time-Series Data: Constraint Specification and Implementation
CP '95 Proceedings of the First International Conference on Principles and Practice of Constraint Programming
On Similarity-Based Queries for Time Series Data
ICDE '99 Proceedings of the 15th International Conference on Data Engineering
| Hi-index | 0.00 |
We propose an improvement of the known DFT-based indexing technique for fast retrieval of similar time series. We use the last few Fourier coefficients in the distance computation without storing them in the index since every coefficient at the end is the complex conjugate of a coefficient at the beginning and as strong as its counterpart. We show analytically that this observation can accelerate the search time of the index by more than a factor of two. This result was confirmed by our experiments, which were carried out on real stock prices and synthetic data.