Fast subsequence matching in time-series databases
SIGMOD '94 Proceedings of the 1994 ACM SIGMOD international conference on Management of data
Similarity-based queries for time series data
SIGMOD '97 Proceedings of the 1997 ACM SIGMOD international conference on Management of data
A fast projection algorithm for sequence data searching
Data & Knowledge Engineering - Special issue: next generation information technologies and systems
Fast time-series searching with scaling and shifting
PODS '99 Proceedings of the eighteenth ACM SIGMOD-SIGACT-SIGART symposium on Principles of database systems
Locally adaptive dimensionality reduction for indexing large time series databases
SIGMOD '01 Proceedings of the 2001 ACM SIGMOD international conference on Management of data
R-trees: a dynamic index structure for spatial searching
SIGMOD '84 Proceedings of the 1984 ACM SIGMOD international conference on Management of data
Database Mining: A Performance Perspective
IEEE Transactions on Knowledge and Data Engineering
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
HierarchyScan: A Hierarchical Similarity Search Algorithm for Databases of Long Sequences
ICDE '96 Proceedings of the Twelfth International Conference on Data Engineering
PKDD '97 Proceedings of the First European Symposium on Principles of Data Mining and Knowledge Discovery
Fast Time Sequence Indexing for Arbitrary Lp Norms
VLDB '00 Proceedings of the 26th International Conference on Very Large Data Bases
PADKK '00 Proceedings of the 4th Pacific-Asia Conference on Knowledge Discovery and Data Mining, Current Issues and New Applications
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
Efficient Time Series Matching by Wavelets
ICDE '99 Proceedings of the 15th International Conference on Data Engineering
Efficient Searches for Similar Subsequences of Different Lengths in Sequence Databases
ICDE '00 Proceedings of the 16th International Conference on Data Engineering
Temporal pattern matching for the prediction of stock prices
AIDM '07 Proceedings of the 2nd international workshop on Integrating artificial intelligence and data mining - Volume 84
Combining motif information and neural network for time series prediction
International Journal of Business Intelligence and Data Mining
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There has been a lot of interest in matching and retrieval of similar time sequences in time series databases. Most of previous work is concentrated on similarity matching and retrieval of time sequences based on the Euclidean distance. However, the Euclidean distance is sensitive to the absolute offsets of time sequences. In addition, the Euclidean distance is not a suitable similarity measurement in terms of shape. In this paper, we propose an indexing scheme for efficient matching and retrieval of time sequences based on the minimum distance. The minimum distance can give a better estimation of similarity in shape between two time sequences. Our indexing scheme can match time sequences of similar shapes irrespective of their vertical positions and guarantees no false dismissals. We experimentally evaluated our approach on real data(stock price movement).