FTW: fast similarity search under the time warping distance

Authors:
Yasushi Sakurai;Masatoshi Yoshikawa;Christos Faloutsos
Affiliations:
NTT Cyber Space Laboratories;Nagoya University;Carnegie Mellon University
Venue:
Proceedings of the twenty-fourth ACM SIGMOD-SIGACT-SIGART symposium on Principles of database systems
Year:
2005

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Abstract

Time-series data naturally arise in countless domains, such as meteorology, astrophysics, geology, multimedia, and economics. Similarity search is very popular, and DTW (Dynamic Time Warping) is one of the two prevailing distance measures. Although DTW incurs a heavy computation cost, it provides scaling along the time axis. In this paper, we propose FTW (Fast search method for dynamic Time Warping), which guarantees no false dismissals in similarity query processing. FTW efficiently prunes a significant number of the search cost. Experiments on real and synthetic sequence data sets reveals that FTW is significantly faster than the best existing method, up to 222 times.