Fast similarity search in the presence of longitudinal scaling in time series databases

  • Authors:
  • E. Keogh

  • Affiliations:
  • -

  • Venue:
  • ICTAI '97 Proceedings of the 9th International Conference on Tools with Artificial Intelligence
  • Year:
  • 1997

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Abstract

Abstract: The problem of finding patterns of interest in time series databases (query by content) is an important one, with applications in virtually every field of science. A variety of approaches have been suggested. These approaches are robust to noise, offset translation, and amplitude scaling to varying degrees. However, they are all extremely sensitive to scaling in the time axis (longitudinal scaling). We present a method for similarity search that is robust to scaling in the time axis, in addition to noise, offset translation, and amplitude scaling. The method has been tested on medical, financial, space telemetry and artificial data. Furthermore the method is exceptionally fast, with the predicted 2 to 4 orders of magnitude speedup actually observed. The method uses a piecewise linear representation of the original data. We also introduce a new algorithm which both decides the optimal number of linear segments to use, and produces the actual linear representation.