Models and issues in data stream systems
Proceedings of the twenty-first ACM SIGMOD-SIGACT-SIGART symposium on Principles of database systems
Searching in metric spaces with user-defined and approximate distances
ACM Transactions on Database Systems (TODS)
Continuous queries over data streams
ACM SIGMOD Record
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
Fast Time Sequence Indexing for Arbitrary Lp Norms
VLDB '00 Proceedings of the 26th International Conference on Very Large Data Bases
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
An Index-Based Approach for Similarity Search Supporting Time Warping in Large Sequence Databases
Proceedings of the 17th International Conference on Data Engineering
Issues in data stream management
ACM SIGMOD Record
On the Need for Time Series Data Mining Benchmarks: A Survey and Empirical Demonstration
Data Mining and Knowledge Discovery
Warping indexes with envelope transforms for query by humming
Proceedings of the 2003 ACM SIGMOD international conference on Management of data
WARP: Accurate Retrieval of Shapes Using Phase of Fourier Descriptors and Time Warping Distance
IEEE Transactions on Pattern Analysis and Machine Intelligence
Exact indexing of dynamic time warping
Knowledge and Information Systems
A Unified Framework for Monitoring Data Streams in Real Time
ICDE '05 Proceedings of the 21st International Conference on Data Engineering
FTW: fast similarity search under the time warping distance
Proceedings of the twenty-fourth ACM SIGMOD-SIGACT-SIGART symposium on Principles of database systems
Fast window correlations over uncooperative time series
Proceedings of the eleventh ACM SIGKDD international conference on Knowledge discovery in data mining
On map-matching vehicle tracking data
VLDB '05 Proceedings of the 31st international conference on Very large data bases
Atomic Wedgie: Efficient Query Filtering for Streaming Times Series
ICDM '05 Proceedings of the Fifth IEEE International Conference on Data Mining
StatStream: statistical monitoring of thousands of data streams in real time
VLDB '02 Proceedings of the 28th international conference on Very Large Data Bases
Exact indexing of dynamic time warping
VLDB '02 Proceedings of the 28th international conference on Very Large Data Bases
Load shedding in a data stream manager
VLDB '03 Proceedings of the 29th international conference on Very large data bases - Volume 29
Indexing large human-motion databases
VLDB '04 Proceedings of the Thirtieth international conference on Very large data bases - Volume 30
A query processor for prediction-based monitoring of data streams
Proceedings of the 12th International Conference on Extending Database Technology: Advances in Database Technology
An input panel and recognition engine for on-line handwritten text recognition
Proceedings of the 2007 conference on Artificial Intelligence Research and Development
A review on time series data mining
Engineering Applications of Artificial Intelligence
Online gesture recognition for user interface on accelerometer built-in mobile phones
ICONIP'10 Proceedings of the 17th international conference on Neural information processing: models and applications - Volume Part II
Scalable similarity matching in streaming time series
PAKDD'12 Proceedings of the 16th Pacific-Asia conference on Advances in Knowledge Discovery and Data Mining - Volume Part II
SparseDTW: a novel approach to speed up dynamic time warping
AusDM '09 Proceedings of the Eighth Australasian Data Mining Conference - Volume 101
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Continuously monitoring through time the correlation/distance of multiple data streams is of interest in a variety of applications, including financial analysis, video surveillance, and mining of biological data. However, distance measures commonly adopted for comparing time series, such as Euclidean and Dynamic Time Warping (DTW), either are known to be inaccurate or are too time-consuming to be applied in a streaming environment. In this paper we propose a novel DTW-like distance measure, called Stream-DTW (SDTW), which unlike DTW can be efficiently updated at each time step. We formally and experimentally demonstrate that SDTW speeds up the monitoring process by a factor that grows linearly with the size of the window sliding over the streams. For instance, with a sliding window of 512 samples, SDTW is about 600 times faster than DTW. We also show that SDTW is a tight approximation of DTW, errors never exceeding 10%, and that it consistently outperforms approximations developed for the case of static time series.