Title
Ranked Time Series Matching By Interleaving Similarity Distances
Abstract
Similarity analytics of time series data are critical for a wide range of applications ranging from medical to financial, and from weather forecasting to image processing. Yet these analytics tasks are known to be prohibitively expensive for large data sets, especially when accounting for varying temporal alignments and lengths. Our proposed framework tackles this challenge by adopting a preprocess-once and query-many-times paradigm. We extend a previous formal model interleaving the inexpensive Euclidean distance with the robust Dynamic Time Warping (DTW) to retrieve the k most similar matches to a given sample sequence. Our extended ONline EXploration of top k time series similarity system (K-ONEX) first encodes similarity relationships by compressing the raw time series into Euclidean-based groups; these groups are further explored using the elastic DTW to find similar sequences of any length and temporal alignment with response times that are almost as fast as retrieving only one best match. Our empirical results illustrate that K-ONEX provides response times that are 2-3 orders of magnitude faster than the benchmark and state-of-the-art methods while achieving 100% accuracy by exploring less than 0.5% of the sequences in each dataset.
Year
DOI
Venue
2017
10.1109/BigData.2017.8258343
2017 IEEE INTERNATIONAL CONFERENCE ON BIG DATA (BIG DATA)
Keywords
DocType
ISSN
subsequence matching, data mining, time series analytics, k-similarity search, dynamic time warping, visualization of time series similarity
Conference
2639-1589
Citations 
PageRank 
References 
0
0.34
0
Authors
3
Name
Order
Citations
PageRank
Cuong Nguyen120735.89
Charles Lovering232.09
Rodica Neamtu394.26