Vector quantization and signal compression
Vector quantization and signal compression
Fast subsequence matching in time-series databases
SIGMOD '94 Proceedings of the 1994 ACM SIGMOD international conference on Management of data
Algorithms on strings, trees, and sequences: computer science and computational biology
Algorithms on strings, trees, and sequences: computer science and computational biology
Mining the stock market (extended abstract): which measure is best?
Proceedings of the sixth ACM SIGKDD international conference on Knowledge discovery and data mining
A comparison of DFT and DWT based similarity search in time-series databases
Proceedings of the ninth international conference on Information and knowledge management
Locally adaptive dimensionality reduction for indexing large time series databases
SIGMOD '01 Proceedings of the 2001 ACM SIGMOD international conference on Management of data
Theory of keyblock-based image retrieval
ACM Transactions on Information Systems (TOIS)
Efficient Similarity Search In Sequence Databases
FODO '93 Proceedings of the 4th International Conference on Foundations of Data Organization and Algorithms
Distance Measures for Effective Clustering of ARIMA Time-Series
ICDM '01 Proceedings of the 2001 IEEE International Conference on Data Mining
Discovery of Temporal Patterns. Learning Rules about the Qualitative Behaviour of Time Series
PKDD '01 Proceedings of the 5th European Conference 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
Identifying Representative Trends in Massive Time Series Data Sets Using Sketches
VLDB '00 Proceedings of the 26th International Conference on Very Large Data Bases
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
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
A Signature Technique for Similarity-Based Queries
SEQUENCES '97 Proceedings of the Compression and Complexity of Sequences 1997
A Fast Algorithm on Average for All-Against-All Sequence Matching
SPIRE '99 Proceedings of the String Processing and Information Retrieval Symposium & International Workshop on Groupware
On Similarity-Based Queries for Time Series Data
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
A symbolic representation of time series, with implications for streaming algorithms
DMKD '03 Proceedings of the 8th ACM SIGMOD workshop on Research issues in data mining and knowledge discovery
Multi-Scale Histograms for Answering Queries over Time Series Data
ICDE '04 Proceedings of the 20th International Conference on Data Engineering
Compressing historical information in sensor networks
SIGMOD '04 Proceedings of the 2004 ACM SIGMOD international conference on Management of data
A dimensionality reduction technique for efficient similarity analysis of time series databases
Proceedings of the thirteenth ACM international conference on Information and knowledge management
Partial Elastic Matching of Time Series
ICDM '05 Proceedings of the Fifth IEEE International Conference on Data Mining
Optimal multi-scale patterns in time series streams
Proceedings of the 2006 ACM SIGMOD international conference on Management of data
Fast time series classification using numerosity reduction
ICML '06 Proceedings of the 23rd international conference on Machine learning
An elastic partial shape matching technique
Pattern Recognition
General Hierarchical Model (GHM) to measure similarity of time series
ACM SIGMOD Record
Enhanced 1-NN time series classification using badness of records
Proceedings of the 2nd international conference on Ubiquitous information management and communication
iSAX: indexing and mining terabyte sized time series
Proceedings of the 14th ACM SIGKDD international conference on Knowledge discovery and data mining
The multi-resolution extended edit distance
Proceedings of the 3rd international conference on Scalable information systems
iSAX: disk-aware mining and indexing of massive time series datasets
Data Mining and Knowledge Discovery
Time series analysis with multiple resolutions
Information Systems
A tree-construction search approach for multivariate time series motifs discovery
Pattern Recognition Letters
Recognizing the intended message of line graphs
Diagrams'10 Proceedings of the 6th international conference on Diagrammatic representation and inference
Enhancing the symbolic aggregate approximation method using updated lookup tables
KES'10 Proceedings of the 14th international conference on Knowledge-based and intelligent information and engineering systems: Part I
A review on time series data mining
Engineering Applications of Artificial Intelligence
Time series subsequence searching in specialized binary tree
FSKD'06 Proceedings of the Third international conference on Fuzzy Systems and Knowledge Discovery
A multi-hierarchical representation for similarity measurement of time series
PAKDD'06 Proceedings of the 10th Pacific-Asia conference on Advances in Knowledge Discovery and Data Mining
Elastic partial matching of time series
PKDD'05 Proceedings of the 9th European conference on Principles and Practice of Knowledge Discovery in Databases
An adaptive algorithm for online time series segmentation with error bound guarantee
Proceedings of the 15th International Conference on Extending Database Technology
ACM Computing Surveys (CSUR)
Order-Preserving sparse coding for sequence classification
ECCV'12 Proceedings of the 12th European conference on Computer Vision - Volume Part II
MDL-Based analysis of time series at multiple time-scales
ECML PKDD'12 Proceedings of the 2012 European conference on Machine Learning and Knowledge Discovery in Databases - Volume Part II
A symbolic representation method to preserve the characteristic slope of time series
SBIA'12 Proceedings of the 21st Brazilian conference on Advances in Artificial Intelligence
Time series representation: a random shifting perspective
WAIM'13 Proceedings of the 14th international conference on Web-Age Information Management
The influence of global constraints on similarity measures for time-series databases
Knowledge-Based Systems
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Efficiently and accurately searching for similarities among time series and discovering interesting patterns is an important and non-trivial problem. In this paper, we introduce a new representation of time series, the Multiresolution Vector Quantized (MVQ) approximation, along with a new distance function. The novelty of MVQ is that it keeps both local and global information about the original time series in a hierarchical mechanism, processing the original time series at multiple resolutions. Moreover, the proposed representation is symbolic employing key subsequences and potentially allows the application of text-based retrieval techniques into the similarity analysis of time series. The proposed method is fast and scales linearly with the size of database and the dimensionality. Contrary to the vast majority in the literature that uses the Euclidean distance, MVQ uses a multi-resolution/hierarchical distance function. We performed experiments with real and synthetic data. The proposed distance function consistently outperforms all the major competitors (Euclidean, Dynamic Time Warping, Piecewise Aggregate Approximation) achieving up to 20% better precision/recall and clustering accuracy on the tested datasets.