Prefix-querying with an L-I distance metric for time-series subsequence matching under time warpingopen access
- Authors
- Park, Sanghyun; Kim, Sang-Wook
- Issue Date
- Oct-2006
- Publisher
- SAGE PUBLICATIONS LTD
- Keywords
- time-series databases; subsequence matching; time warping
- Citation
- JOURNAL OF INFORMATION SCIENCE, v.32, no.5, pp 387 - 399
- Pages
- 13
- Indexed
- SCIE
SCOPUS
- Journal Title
- JOURNAL OF INFORMATION SCIENCE
- Volume
- 32
- Number
- 5
- Start Page
- 387
- End Page
- 399
- URI
- https://scholarworks.bwise.kr/hanyang/handle/2021.sw.hanyang/181933
- DOI
- 10.1177/0165551506064401
- ISSN
- 0165-5515
1741-6485
- Abstract
- This paper discusses the way of processing time-series subsequence matching under time warping. Time warping enables sequences to be found with similar patterns even when they are of different lengths. The prefix-querying method is the first index-based approach that efficiently performs time-series subsequence matching under time warping without false dismissals. This method employs the L-infinity distance metric as a base distance function so as to allow users to issue queries conveniently. In this paper, we extend the prefix-querying method for absorbing L-1, which is the most widely used as a base distance function in time-series subsequence matching under time warping, instead of L-infinity. We formally prove that the prefix-querying method with the L-1 distance metric does not incur any false dismissals in the subsequence matching. To show its superiority, we conduct performance evaluation via a variety of experiments. The results reveal that our method achieves significant performance improvement over the previous methods, up to 10.7 times, with a data set containing real-world Korean stock data sequences, and up to 180 times with data sets containing a very large volume of synthetic data sequences.
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