Partial Elastic Matching of Time Series

  • Authors:
  • Longin Jan Latecki;Vasileios Megalooikonomou;Qiang Wang;Rolf Lakaemper;C. A. Ratanamahatana;E. Keogh

  • Affiliations:
  • Temple University;Temple University;Temple University;Temple University;University of California at Riverside;University of California at Riverside

  • Venue:
  • ICDM '05 Proceedings of the Fifth IEEE International Conference on Data Mining
  • Year:
  • 2005

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Abstract

We consider the problem of elastic matching of time series. We propose an algorithm that determines a subsequence of a target time series that best matches a query series. In the proposed algorithm we map the problem of the best matching subsequence to the problem of a cheapest path in a DAG (directed acyclic graph). The proposed approach allows us to also compute the optimal scale and translation of time series values, which is a nontrivial problem in the case of subsequence matching.