Title
Querying Time Series Data Based on Similarity
Abstract
We study similarity queries for time series data where similarity is defined, in a fairly general way, in terms of a distance function and a set of affine transformations on the Fourier series representation of a sequence. We identify a safe set of transformations supporting a wide variety of comparisons and show that this set is rich enough to formulate operations such as moving average and time scaling. We also show that queries expressed using safe transformations can efficiently be computed without prior knowledge of the transformations. We present a query processing algorithm that uses the underlying multidimensional index built over the data set to efficiently answer similarity queries. Our experiments show that the performance of this algorithm is competitive to that of processing ordinary (exact match) queries using the index, and much faster than sequential scanning. We propose a generalization of this algorithm for simultaneously handling multiple transformations at a time, and give experimental results on the performance of the generalized algorithm.
Year
DOI
Venue
2000
10.1109/69.877502
IEEE Trans. Knowl. Data Eng.
Keywords
Field
DocType
Fourier series,data mining,data warehouses,query processing,time series,Fourier series representation,affine transformations,distance function,moving average,performance,query processing algorithm,similarity queries,time scaling,time series data query
Affine transformation,Data warehouse,Time series,Data mining,Computer science,Metric (mathematics),Generalized algorithm,Fourier transform,Fourier series,Moving average
Journal
Volume
Issue
ISSN
12
5
1041-4347
Citations 
PageRank 
References 
42
2.92
20
Authors
2
Name
Order
Citations
PageRank
Davood Rafiei147453.27
Alberto O. Mendelzon248481394.98