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Similarity-based queries for time series data

Published: 01 June 1997 Publication History

Abstract

We study a set of linear transformations on the Fourier series representation of a sequence that can be used as the basis for similarity queries on time-series data. We show that our set of transformations is rich enough to formulate operations such as moving average and time warping. We present a query processing algorithm that uses the underlying R-tree index of a multidimensional data set to answer similarity queries efficiently. 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 relate our transformations to the general framework for similarity queries of Jagadish et al.

References

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Rakesh Agrawal, Christos Faloutsos, and Arun Swami. Efficient similarity search in sequence databases. In Foundations (9} Data Organizations and algorithms (FODO} conference, October 1993.
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Rakesh Agrawal, King-Ip Lin, Harpreet S. Sawhney, and Kyuseok Shim. Fast similarity search in the presence of noise, scaling, and translation in time-series databases. In Proceedings of the 21st VLDB Conference, pages 490-501, Zurich, Switzerland, 1995.
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R. Agrawal, G. Psaila, E. L. Wimmers, and M. Zait. Querying shapes of histories. In Proceedings of the 21st VLDB Conference, pages 502-514, Zurich, Switzerland, 1995.
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C. Faloutsos, H. V. Jagadish, A. O. Mendelzon, and T. Milo. A signature technique for similarity-based queries, technical report 112530-951110-16TM, AT&T, Murray Hill, NJ, November 1995.
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C. Faloutsos, M. Ranganathan, and Y. Manolopoutos. Fast subsequence matching in time-series databases. In Intl. Conf. on Management of Data- SIGMOD 9~, pages 419-429, Minneapolis, May 1994.
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D.Q. Goldin and P. C. Kanellakis. On similarity queries for time-series data: constraint specification and implementation. In 1st Intl. Con}. on the Principles and Practice of Constraint Programming, pages 137- 153. LNCS 976, Sept. 1995.
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Antonin Guttman. R-trees: a dynamic index structure for spatial searching. In A CM SIGMOD Conf. on the Management Of Data, pages 47-57. ACM, 1984.
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H.V. Jagadish. A retrieval technique for similar shapes. In A CM SIGMOD Syrup. on the Management Of Data, pages 208-217, 1991.
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H. V. Jagadish, A. O. Mendelzon, and T. Milo. Similarity-based queries. PODS, 1995.
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William G. Roth. MIMSY: A system for analyzing time series data in the stock market domain. University of Wisconsin, Madison, 1993. Master Thesis.
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Cited By

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  • (2024)Distributed, Continuous and Real-time Trajectory Similarity Search2024 23rd International Symposium on Parallel and Distributed Computing (ISPDC)10.1109/ISPDC62236.2024.10705397(1-8)Online publication date: 8-Jul-2024
  • (2023)ELPIS: Graph-Based Similarity Search for Scalable Data ScienceProceedings of the VLDB Endowment10.14778/3583140.358316616:6(1548-1559)Online publication date: 1-Feb-2023
  • (2022)Scalable Analytics on Large Sequence Collections2022 23rd IEEE International Conference on Mobile Data Management (MDM)10.1109/MDM55031.2022.00022(5-8)Online publication date: Jun-2022
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Information

Published In

cover image ACM SIGMOD Record
ACM SIGMOD Record  Volume 26, Issue 2
June 1997
583 pages
ISSN:0163-5808
DOI:10.1145/253262
Issue’s Table of Contents
  • cover image ACM Conferences
    SIGMOD '97: Proceedings of the 1997 ACM SIGMOD international conference on Management of data
    June 1997
    594 pages
    ISBN:0897919114
    DOI:10.1145/253260
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 01 June 1997
Published in SIGMOD Volume 26, Issue 2

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Cited By

View all
  • (2024)Distributed, Continuous and Real-time Trajectory Similarity Search2024 23rd International Symposium on Parallel and Distributed Computing (ISPDC)10.1109/ISPDC62236.2024.10705397(1-8)Online publication date: 8-Jul-2024
  • (2023)ELPIS: Graph-Based Similarity Search for Scalable Data ScienceProceedings of the VLDB Endowment10.14778/3583140.358316616:6(1548-1559)Online publication date: 1-Feb-2023
  • (2022)Scalable Analytics on Large Sequence Collections2022 23rd IEEE International Conference on Mobile Data Management (MDM)10.1109/MDM55031.2022.00022(5-8)Online publication date: Jun-2022
  • (2021)Novel Features for Binary Time Series Based on Branch Length Similarity EntropyEntropy10.3390/e2304048023:4(480)Online publication date: 18-Apr-2021
  • (2021)COMPAREProceedings of the VLDB Endowment10.14778/3476249.347629114:11(2419-2431)Online publication date: 27-Oct-2021
  • (2021)SING: Sequence Indexing Using GPUs2021 IEEE 37th International Conference on Data Engineering (ICDE)10.1109/ICDE51399.2021.00171(1883-1888)Online publication date: Apr-2021
  • (2020)Clustering-based anomaly detection in multivariate time series dataApplied Soft Computing10.1016/j.asoc.2020.106919(106919)Online publication date: Nov-2020
  • (2019)Return of the Lernaean HydraProceedings of the VLDB Endowment10.14778/3368289.336830313:3(403-420)Online publication date: 1-Nov-2019
  • (2019)Similarity-Preserving Hashing for Stock AnalysisProceedings of the 2019 5th International Conference on E-Business and Applications10.1145/3317614.3317622(94-99)Online publication date: 25-Feb-2019
  • (2019)Local Temporal Compression for (Globally) Evolving Spatial SurfacesBig Data Analytics10.1007/978-3-030-37188-3_19(324-340)Online publication date: 12-Dec-2019
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