Fast subsequence matching in time-series databases
SIGMOD '94 Proceedings of the 1994 ACM SIGMOD international conference on Management of data
Similarity-based queries for time series data
SIGMOD '97 Proceedings of the 1997 ACM SIGMOD international conference on Management of data
Efficiently supporting ad hoc queries in large datasets of time sequences
SIGMOD '97 Proceedings of the 1997 ACM SIGMOD international conference on Management of data
SIGMOD '99 Proceedings of the 1999 ACM SIGMOD international conference on Management of data
Hancock: a language for extracting signatures from data streams
Proceedings of the sixth ACM SIGKDD international conference on Knowledge discovery and data mining
Mining high-speed data streams
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
Optimal Expected-Time Algorithms for Closest Point Problems
ACM Transactions on Mathematical Software (TOMS)
On computing correlated aggregates over continual data streams
SIGMOD '01 Proceedings of the 2001 ACM SIGMOD international conference on Management of data
Space-efficient online computation of quantile summaries
SIGMOD '01 Proceedings of the 2001 ACM SIGMOD international conference on Management of data
Locally adaptive dimensionality reduction for indexing large time series databases
SIGMOD '01 Proceedings of the 2001 ACM SIGMOD international conference on Management of data
Maintaining stream statistics over sliding windows: (extended abstract)
SODA '02 Proceedings of the thirteenth annual ACM-SIAM symposium on Discrete algorithms
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
HierarchyScan: A Hierarchical Similarity Search Algorithm for Databases of Long Sequences
ICDE '96 Proceedings of the Twelfth 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
Surfing Wavelets on Streams: One-Pass Summaries for Approximate Aggregate Queries
Proceedings of the 27th 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
FOCS '00 Proceedings of the 41st Annual Symposium on Foundations of Computer Science
On Similarity-Based Queries for Time Series Data
ICDE '99 Proceedings of the 15th International Conference on Data Engineering
Efficient Time Series Matching by Wavelets
ICDE '99 Proceedings of the 15th International Conference on Data Engineering
Online Data Mining for Co-Evolving Time Sequences
ICDE '00 Proceedings of the 16th International Conference on Data Engineering
Issues in data stream management
ACM SIGMOD Record
Warping indexes with envelope transforms for query by humming
Proceedings of the 2003 ACM SIGMOD international conference on Management of data
Identifying frequent items in sliding windows over on-line packet streams
Proceedings of the 3rd ACM SIGCOMM conference on Internet measurement
Efficient elastic burst detection in data streams
Proceedings of the ninth ACM SIGKDD international conference on Knowledge discovery and data mining
Dependency detection in MobiMine: a systems perspective
Information Sciences—Informatics and Computer Science: An International Journal - special issue: Knowledge discovery from distributed information sources
Online Amnesic Approximation of Streaming Time Series
ICDE '04 Proceedings of the 20th International Conference on Data Engineering
Continuously Maintaining Quantile Summaries of the Most Recent N Elements over a Data Stream
ICDE '04 Proceedings of the 20th International Conference on Data Engineering
CircleView: a new approach for visualizing time-related multidimensional data sets
Proceedings of the working conference on Advanced visual interfaces
Analysis of privacy preserving random perturbation techniques: further explorations
Proceedings of the 2003 ACM workshop on Privacy in the electronic society
Online event-driven subsequence matching over financial data streams
SIGMOD '04 Proceedings of the 2004 ACM SIGMOD international conference on Management of data
Adaptive, unsupervised stream mining
The VLDB Journal — The International Journal on Very Large Data Bases
Matching and Retrieving Sequential Patterns Under Regression
WI '04 Proceedings of the 2004 IEEE/WIC/ACM International Conference on Web Intelligence
A Unified Framework for Monitoring Data Streams in Real Time
ICDE '05 Proceedings of the 21st International Conference on Data Engineering
AutoLag: Automatic Discovery of Lag Correlations in Stream Data
ICDE '05 Proceedings of the 21st International Conference on Data Engineering
Distributed Data Streams Indexing using Content-Based Routing Paradigm
IPDPS '05 Proceedings of the 19th IEEE International Parallel and Distributed Processing Symposium (IPDPS'05) - Papers - Volume 01
Duplicate detection in click streams
WWW '05 Proceedings of the 14th international conference on World Wide Web
BRAID: stream mining through group lag correlations
Proceedings of the 2005 ACM SIGMOD international conference on Management of data
Subsequence matching on structured time series data
Proceedings of the 2005 ACM SIGMOD international conference on Management of data
Fast window correlations over uncooperative time series
Proceedings of the eleventh ACM SIGKDD international conference on Knowledge discovery in data mining
Streaming pattern discovery in multiple time-series
VLDB '05 Proceedings of the 31st international conference on Very large data bases
ACM SIGMOD Record
Une architecture hybride pour i'interrogation et i'administration des capteurs
UbiMob '05 Proceedings of the 2nd French-speaking conference on Mobility and ubiquity computing
An Empirical Bayes Approach to Detect Anomalies in Dynamic Multidimensional Arrays
ICDM '05 Proceedings of the Fifth IEEE International Conference on Data Mining
Structural Periodic Measures for Time-Series Data
Data Mining and Knowledge Discovery
Research issues in data stream association rule mining
ACM SIGMOD Record
Approximate Processing of Massive Continuous Quantile Queries over High-Speed Data Streams
IEEE Transactions on Knowledge and Data Engineering
A geometric approach to monitoring threshold functions over distributed data streams
Proceedings of the 2006 ACM SIGMOD international conference on Management of data
DSM-PLW: single-pass mining of path traversal patterns over streaming web click-sequences
Computer Networks: The International Journal of Computer and Telecommunications Networking - Web dynamics
Online clustering of parallel data streams
Data & Knowledge Engineering
An integrated efficient solution for computing frequent and top-k elements in data streams
ACM Transactions on Database Systems (TODS)
Matching and retrieving sequential patterns using regression
Web Intelligence and Agent Systems
Classification spanning correlated data streams
CIKM '06 Proceedings of the 15th ACM international conference on Information and knowledge management
Temporal abstraction in intelligent clinical data analysis: A survey
Artificial Intelligence in Medicine
A priority random sampling algorithm for time-based sliding windows over weighted streaming data
Proceedings of the 2007 ACM symposium on Applied computing
Warping the time on data streams
Data & Knowledge Engineering
Variance estimation over sliding windows
Proceedings of the twenty-sixth ACM SIGMOD-SIGACT-SIGART symposium on Principles of database systems
A geometric approach to monitoring threshold functions over distributed data streams
ACM Transactions on Database Systems (TODS)
Clustering over Multiple Evolving Streams by Events and Correlations
IEEE Transactions on Knowledge and Data Engineering
Processing sliding window multi-joins in continuous queries over data streams
VLDB '03 Proceedings of the 29th international conference on Very large data bases - Volume 29
Stochastic consistency, and scalable pull-based caching for erratic data stream sources
VLDB '04 Proceedings of the Thirtieth international conference on Very large data bases - Volume 30
Resource sharing in continuous sliding-window aggregates
VLDB '04 Proceedings of the Thirtieth international conference on Very large data bases - Volume 30
Boolean representation based data-adaptive correlation analysis over time series streams
Proceedings of the sixteenth ACM conference on Conference on information and knowledge management
Indexable PLA for efficient similarity search
VLDB '07 Proceedings of the 33rd international conference on Very large data bases
Time series compressibility and privacy
VLDB '07 Proceedings of the 33rd international conference on Very large data bases
Processing forecasting queries
VLDB '07 Proceedings of the 33rd international conference on Very large data bases
Efficient Similarity Search over Future Stream Time Series
IEEE Transactions on Knowledge and Data Engineering
Efficient instance-based learning on data streams
Intelligent Data Analysis
Shape sensitive geometric monitoring
Proceedings of the twenty-seventh ACM SIGMOD-SIGACT-SIGART symposium on Principles of database systems
Mining sequential patterns across time sequences
New Generation Computing
Expert Systems with Applications: An International Journal
Short communication: TOPSIS: Finding Top-K significant N-itemsets in sliding windows adaptively
Knowledge-Based Systems
Constructing comprehensive summaries of large event sequences
Proceedings of the 14th ACM SIGKDD international conference on Knowledge discovery and data mining
Incremental tensor analysis: Theory and applications
ACM Transactions on Knowledge Discovery from Data (TKDD)
FIDS: Monitoring Frequent Items over Distributed Data Streams
MLDM '07 Proceedings of the 5th international conference on Machine Learning and Data Mining in Pattern Recognition
Mining Maximal Frequent Itemsets in Data Streams Based on FP-Tree
MLDM '07 Proceedings of the 5th international conference on Machine Learning and Data Mining in Pattern Recognition
DELAY: A Lazy Approach for Mining Frequent Patterns over High Speed Data Streams
ADMA '07 Proceedings of the 3rd international conference on Advanced Data Mining and Applications
Identifying Similar Subsequences in Data Streams
DEXA '08 Proceedings of the 19th international conference on Database and Expert Systems Applications
DSM-FI: an efficient algorithm for mining frequent itemsets in data streams
Knowledge and Information Systems
Proceedings of the VLDB Endowment
Fast correlation analysis on time series datasets
Proceedings of the 17th ACM conference on Information and knowledge management
Polyhedral transformation for indexed rank order correlation queries
Proceedings of the 17th ACM conference on Information and knowledge management
Efficient algorithms for incremental maintenance of closed sequential patterns in large databases
Data & Knowledge Engineering
Mining frequent itemsets over data streams using efficient window sliding techniques
Expert Systems with Applications: An International Journal
Incremental updates of closed frequent itemsets over continuous data streams
Expert Systems with Applications: An International Journal
Adaptive correlation analysis in stream time series with sliding windows
Computers & Mathematics with Applications
PROUD: a probabilistic approach to processing similarity queries over uncertain data streams
Proceedings of the 12th International Conference on Extending Database Technology: Advances in Database Technology
Interactive mining of top-K frequent closed itemsets from data streams
Expert Systems with Applications: An International Journal
Online pairing of VoIP conversations
The VLDB Journal — The International Journal on Very Large Data Bases
Expert Systems with Applications: An International Journal
Mining frequent itemsets in data streams using the weighted sliding window model
Expert Systems with Applications: An International Journal
Efficient anomaly monitoring over moving object trajectory streams
Proceedings of the 15th ACM SIGKDD international conference on Knowledge discovery and data mining
Clustering over Evolving Data Streams Based on Online Recent-Biased Approximation
Knowledge Acquisition: Approaches, Algorithms and Applications
Discovering Sentinel Rules for Business Intelligence
DEXA '09 Proceedings of the 20th International Conference on Database and Expert Systems Applications
Significance-Based Failure and Interference Detection in Data Streams
DEXA '09 Proceedings of the 20th International Conference on Database and Expert Systems Applications
Incremental and Adaptive Clustering Stream Data over Sliding Window
DEXA '09 Proceedings of the 20th International Conference on Database and Expert Systems Applications
Fast likelihood search for hidden Markov models
ACM Transactions on Knowledge Discovery from Data (TKDD)
Constructing comprehensive summaries of large event sequences
ACM Transactions on Knowledge Discovery from Data (TKDD)
Mining data streams with periodically changing distributions
Proceedings of the 18th ACM conference on Information and knowledge management
Managing massive time series streams with multi-scale compressed trickles
Proceedings of the VLDB Endowment
Proceedings of the VLDB Endowment
PAKDD'03 Proceedings of the 7th Pacific-Asia conference on Advances in knowledge discovery and data mining
A fast approximation strategy for summarizing a set of streaming time series
Proceedings of the 2010 ACM Symposium on Applied Computing
Organizing news archives by near-duplicate copy detection in digital libraries
ICADL'07 Proceedings of the 10th international conference on Asian digital libraries: looking back 10 years and forging new frontiers
Aggregate computation over data streams
APWeb'08 Proceedings of the 10th Asia-Pacific web conference on Progress in WWW research and development
Mining multiple time series co-movements
APWeb'08 Proceedings of the 10th Asia-Pacific web conference on Progress in WWW research and development
Supporting top-k aggregate queries over unequal synopsis on internet traffic streams
APWeb'08 Proceedings of the 10th Asia-Pacific web conference on Progress in WWW research and development
Fast approximate correlation for massive time-series data
Proceedings of the 2010 ACM SIGMOD International Conference on Management of data
Mining top-k frequent closed itemsets over data streams using the sliding window model
Expert Systems with Applications: An International Journal
MG-join: detecting phenomena and their correlation in high dimensional data streams
Distributed and Parallel Databases
Fast Discovery of Group Lag Correlations in Streams
ACM Transactions on Knowledge Discovery from Data (TKDD)
TOPSIL-Miner: an efficient algorithm for mining top-K significant itemsets over data streams
Knowledge and Information Systems
Finding temporal patterns in noisy longitudinal data: a study in diabetic retinopathy
ICDM'10 Proceedings of the 10th industrial conference on Advances in data mining: applications and theoretical aspects
Accurate subsequence matching on data stream under time warping distance
PAKDD'09 Proceedings of the 13th Pacific-Asia international conference on Knowledge discovery and data mining: new frontiers in applied data mining
Continuous summarization of co-evolving data in large water distribution network
WAIM'10 Proceedings of the 11th international conference on Web-age information management
An efficient approach for mining segment-wise intervention rules in time-series streams
WAIM'10 Proceedings of the 11th international conference on Web-age information management
Efficient discovery of generalized sentinel rules
DEXA'10 Proceedings of the 21st international conference on Database and expert systems applications: Part II
Lag patterns in time series databases
DEXA'10 Proceedings of the 21st international conference on Database and expert systems applications: Part II
Using sentinel technology in the TARGIT BI suite
Proceedings of the VLDB Endowment
Lightweight problem determination in DBMSs using data stream analysis techniques
Proceedings of the 2010 Conference of the Center for Advanced Studies on Collaborative Research
Leadership discovery when data correlatively evolve
World Wide Web
A geometric approach to monitoring threshold functions over distributed data streams
Ubiquitous knowledge discovery
MineFleet®: the vehicle data stream mining system for ubiquitous environments
Ubiquitous knowledge discovery
Discovery of frequent patterns in transactional data streams
Transactions on large-scale data- and knowledge-centered systems II
A geometric approach to monitoring threshold functions over distributed data streams
Ubiquitous knowledge discovery
MineFleet®: the vehicle data stream mining system for ubiquitous environments
Ubiquitous knowledge discovery
Discovery of frequent patterns in transactional data streams
Transactions on large-scale data- and knowledge-centered systems II
Expert Systems with Applications: An International Journal
On dynamic data-driven selection of sensor streams
Proceedings of the 17th ACM SIGKDD international conference on Knowledge discovery and data mining
MHUI-max: An efficient algorithm for discovering high-utility itemsets from data streams
Journal of Information Science
A clustering algorithm for multiple data streams based on spectral component similarity
Information Sciences: an International Journal
Mining correlations between multi-streams based on Haar wavelet
ASIAN'05 Proceedings of the 10th Asian Computing Science conference on Advances in computer science: data management on the web
A hybrid method for detecting data stream changes with complex semantics in intensive care unit
ASIAN'05 Proceedings of the 10th Asian Computing Science conference on Advances in computer science: data management on the web
Distinct estimate of set expressions over sliding windows
APWeb'05 Proceedings of the 7th Asia-Pacific web conference on Web Technologies Research and Development
On detection of changes in sensor data streams
Proceedings of the 9th International Conference on Advances in Mobile Computing and Multimedia
DAPSS: exact subsequence matching for data streams
DASFAA'06 Proceedings of the 11th international conference on Database Systems for Advanced Applications
COMET: event-driven clustering over multiple evolving streams
PAKDD'06 Proceedings of the 10th Pacific-Asia conference on Advances in Knowledge Discovery and Data Mining
Mining association rules from multi-stream time series data on multiprocessor systems
ISPA'05 Proceedings of the Third international conference on Parallel and Distributed Processing and Applications
Exploiting efficient parallelism for mining rules in time series data
HPCC'05 Proceedings of the First international conference on High Performance Computing and Communications
TWStream: finding correlated data streams under time warping
APWeb'06 Proceedings of the 8th Asia-Pacific Web conference on Frontiers of WWW Research and Development
Resource adaptive periodicity estimation of streaming data
EDBT'06 Proceedings of the 10th international conference on Advances in Database Technology
On concurrency control in sliding window queries over data streams
EDBT'06 Proceedings of the 10th international conference on Advances in Database Technology
Maintaining moving sums over data streams
ADMA'06 Proceedings of the Second international conference on Advanced Data Mining and Applications
Detecting leaders from correlated time series
DASFAA'10 Proceedings of the 15th international conference on Database Systems for Advanced Applications - Volume Part I
User subjectivity in change modeling of streaming itemsets
ADMA'05 Proceedings of the First international conference on Advanced Data Mining and Applications
PAKDD'05 Proceedings of the 9th Pacific-Asia conference on Advances in Knowledge Discovery and Data Mining
Querying sliding windows over online data streams
EDBT'04 Proceedings of the 2004 international conference on Current Trends in Database Technology
Positive and negative association rule mining on XML data streams in database as a service concept
Expert Systems with Applications: An International Journal
Review: Real-time data management on wireless sensor networks: A survey
Journal of Network and Computer Applications
Monitoring abnormal patterns with complex semantics over ICU data streams
IWICPAS'06 Proceedings of the 2006 Advances in Machine Vision, Image Processing, and Pattern Analysis international conference on Intelligent Computing in Pattern Analysis/Synthesis
Business impact analysis using time correlations
DEECS'06 Proceedings of the Second international conference on Data Engineering Issues in E-Commerce and Services
Mining frequent patterns from dynamic data streams with data load management
Journal of Systems and Software
Detection of variable length anomalous subsequences in data streams
International Journal of Intelligent Information and Database Systems
An adaptive algorithm for online time series segmentation with error bound guarantee
Proceedings of the 15th International Conference on Extending Database Technology
See what's enBlogue: real-time emergent topic identification in social media
Proceedings of the 15th International Conference on Extending Database Technology
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
Computers & Mathematics with Applications
Fuzzy based privacy preserving classification of data streams
Proceedings of the CUBE International Information Technology Conference
Content-based crowd retrieval on the real-time web
Proceedings of the 21st ACM international conference on Information and knowledge management
Duplicate detection in pay-per-click streams using temporal stateful Bloom filters
International Journal of Data Analysis Techniques and Strategies
Fast, Scalable, and Context-Sensitive Detection of Trending Topics in Microblog Post Streams
ACM Transactions on Management Information Systems (TMIS)
Incremental Algorithm for Discovering Frequent Subsequences in Multiple Data Streams
International Journal of Data Warehousing and Mining
Enhanced stream processing in a DBMS kernel
Proceedings of the 16th International Conference on Extending Database Technology
Efficient sentiment correlation for large-scale demographics
Proceedings of the 2013 ACM SIGMOD International Conference on Management of Data
Driver input selection for main-memory multi-way joins
Proceedings of the 28th Annual ACM Symposium on Applied Computing
Fast clustering-based anonymization approaches with time constraints for data streams
Knowledge-Based Systems
Model-based validation of streaming data: (industry article)
Proceedings of the 7th ACM international conference on Distributed event-based systems
Grand challenge: SPRINT stream processing engine as a solution
Proceedings of the 7th ACM international conference on Distributed event-based systems
Exploiting online social data in ontology learning for event tracking and emergency response
Proceedings of the 2013 IEEE/ACM International Conference on Advances in Social Networks Analysis and Mining
Pattern discovery in data streams under the time warping distance
The VLDB Journal — The International Journal on Very Large Data Bases
Local correlation detection with linearity enhancement in streaming data
Proceedings of the 22nd ACM international conference on Conference on information & knowledge management
Data stream clustering: A survey
ACM Computing Surveys (CSUR)
Discovering longest-lasting correlation in sequence databases
Proceedings of the VLDB Endowment
Simulation framework for real-time database on WSNs
Journal of Network and Computer Applications
On clustering large number of data streams
Intelligent Data Analysis
Real-time analysis and management of big time-series data
IBM Journal of Research and Development
| Hi-index | 0.01 |
Consider the problem of monitoring tens of thousands of time series data streams in an online fashion and making decisions based on them. In addition to single stream statistics such as average and standard deviation, we also want to find high correlations among all pairs of streams. A stock market trader might use such a tool to spot arbitrage opportunities. This paper proposes efficient methods for solving this problem based on Discrete Fourier Transforms and a three level time interval hierarchy. Extensive experiments on synthetic data and real world financial trading data show that our algorithm beats the direct computation approach by several orders of magnitude. It also improves on previous Fourier Transform approaches by allowing the efficient computation of time-delayed correlation over any size sliding window and any time delay. Correlation also lends itself to an efficient grid-based data structure. The result is the first algorithm that we know of to compute correlations over thousands of data streams in real time. The algorithm is incremental, has fixed response time, and can monitor the pairwise correlations of 10,000 streams on a single PC. The algorithm is embarrassingly parallelizable.