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    Embedding-based subsequence matching in time-series databases

    Papapetrou, Panagiotis and Athitsos, V. and Potamias, M. and Kollios, G. and Gunopulos, D. (2011) Embedding-based subsequence matching in time-series databases. ACM Transactions on Database Systems 36 (3), pp. 1-39. ISSN 0362-5915.

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    Abstract

    We propose an embedding-based framework for subsequence matching in time-series databases that improves the efficiency of processing subsequence matching queries under the Dynamic Time Warping (DTW) distance measure. This framework partially reduces subsequence matching to vector matching, using an embedding that maps each query sequence to a vector and each database time series into a sequence of vectors. The database embedding is computed offline, as a preprocessing step. At runtime, given a query object, an embedding of that object is computed online. Relatively few areas of interest are efficiently identified in the database sequences by comparing the embedding of the query with the database vectors. Those areas of interest are then fully explored using the exact DTW-based subsequence matching algorithm. We apply the proposed framework to define two specific methods. The first method focuses on time-series subsequence matching under unconstrained Dynamic Time Warping. The second method targets subsequence matching under constrained Dynamic Time Warping (cDTW), where warping paths are not allowed to stray too much off the diagonal. In our experiments, good trade-offs between retrieval accuracy and retrieval efficiency are obtained for both methods, and the results are competitive with respect to current state-of-the-art methods.

    Metadata

    Item Type: Article
    School: Birkbeck Schools and Departments > School of Business, Economics & Informatics > Computer Science and Information Systems
    Depositing User: Administrator
    Date Deposited: 11 Jun 2013 11:23
    Last Modified: 11 Jun 2013 11:23
    URI: http://eprints.bbk.ac.uk/id/eprint/7438

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