Similarity search using the polar wavelet in time series databases

Abstract

In this paper, we propose the novel feature extraction method, called the Polar wavelet, which can improve the search performance for locally distributed time series data. Among various feature extraction methods, the Harr wavelet has been popularly used to extract features from time series data. However, the Harr wavelet does not show the good performance for sequences of similar averages. The proposed method uses polar coordinates which are not affected by averages and can reduce the search space efficiently without false dismissals. The experiments are performed on real temperature dataset to verify the performance of the proposed method. © Springer-Verlag Berlin Heidelberg 2007.