Skip to main content

Time Series Subsequence Searching in Specialized Binary Tree

  • Conference paper
Fuzzy Systems and Knowledge Discovery (FSKD 2006)

Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 4223))

Included in the following conference series:

  • 1295 Accesses

Abstract

Subsequence searching is a non-trivial task in time series data analysis and mining. In recent years, different approaches are published to improve the performance of subsequence searching which based on index the time series and lower bound the Euclidean distance. In this paper, the problem of applying Euclidean distance on time series similarity measure is first reviewed. Previous approaches to align time series for similarity measure are then adopted for subsequence searching, they include: dynamic time warping (DTW) and perceptually important point (PIP). Furthermore, a tree data structure (SB-Tree) is developed to store the PIP of a time series and an approximate approach is proposed for subsequence searching in the SB-Tree. The experimental results performed on both synthetic and real datasets showed that the PIP approach outperformed DTW. The approximate approach based on SB-Tree can further improve the performance of the PIP-based subsequence searching while the accuracy can still be maintained.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Similar content being viewed by others

References

  1. Agrawal, R., Faloutsos, C., Swami, A.: Efficient Similarity Search in Sequence Databases. In: Proceedings of the 4th International Conference on Foundations of Data Organization and Algorithms, pp. 69–84 (1993)

    Google Scholar 

  2. Faloutsos, C., Ranganathan, M., Manolopoulos, Y.: Fast Subsequence Matching in Time-Series Databases. In: Proceedings of the 1994 ACM SIGMOD International Conference on Management of Data, pp. 419–429 (1994)

    Google Scholar 

  3. Morinaka, Y., Yoshikawa, M., Amagasa, T., Uemura, S.: The L-index: An Indexing Structure for Efficient Subsequence Matching in Time Sequence Databases. In: Proceedings of the 5th Pacific-Asia Conference on Knowledge Discovery and Data Mining, pp. 51–60 (2001)

    Google Scholar 

  4. Keogh, E., Lin, J., Fu, A.: HOT SAX: Efficiently Finding the Most Unusual Time Series Subsequence. In: Proceedings of the 5th IEEE International Conference on Data Mining, pp. 226–233 (2005)

    Google Scholar 

  5. Wu, H., Salzberg, B., Sharp, G., Jiang, S., Shirato, H., Kaeli, D.: Subsequence Matching on Structured Time Series Data. In: Proceedings of the 2005 ACM SIGMOD International Conference on Management of Data, pp. 682–693 (2005)

    Google Scholar 

  6. Keogh, E.: A Fast and Robust Method for Pattern Matching in Time Series Databases. In: Proceedings of the 9th IEEE International Conference on Tools with Artificial Intelligence, pp. 578–584 (1997)

    Google Scholar 

  7. Megalooikonomou, V., Wang, Q., Li, G., Faloutsos, C.: A Multiresolution Symbolic Representation of Time Series. In: Proceedings of the 21st IEEE International Conference on Data Engineering, pp. 668–679 (2005)

    Google Scholar 

  8. Perng, C.S., Wang, H., Zhang, R., Parker, D.: Landmarks: A New Model for Similarity-Based Pattern Querying in Time Series Databases. In: Proceedings of the 16th IEEE International Conference on Data Engineering, pp. 33–42 (2000)

    Google Scholar 

  9. Berndt, D.J., Clifford, J.: Using Dynamic Time Warping to Find Patterns in Time Series. In: AAAI Working Notes of the Knowledge Discovery in Databases Workshop, pp. 359–370 (1994)

    Google Scholar 

  10. Chung, F.L., Fu, T.C., Luk, R., Ng, V.: Flexible Time Series Pattern Matching Based on Perceptually Important Points. In: International Joint Conference on Artificial Intelligence Workshop on Learning from Temporal and Spatial Data, pp. 1–7 (2001)

    Google Scholar 

  11. Fu, T.C., Chung, F.L., Luk, R., Ng, C.M.: A Specialized Binary Tree for Financial Time Series Representation. In: The 10th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining Workshop on Temporal Data Mining, pp. 96–103 (2004)

    Google Scholar 

  12. Fu, T.C., Chung, F.L., Tang, P.Y., Luk, R., Ng, C.M.: Incremental Stock Time Series Data Delivery and Visualization. In: Proceedings of The ACM 14th Conference on Information and Knowledge Management, pp. 279–280 (2005)

    Google Scholar 

  13. Fu, T.C., Chung, F.L., Lam, C.F., Luk, R., Ng, C.M.: Adaptive Data Delivery Framework for Financial Time Series Visualization. In: Proceedings of the 4th International Conference on Mobile Business, pp. 267–273 (2005)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2006 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Fu, Tc., Chan, Hp., Chung, Fl., Ng, Cm. (2006). Time Series Subsequence Searching in Specialized Binary Tree. In: Wang, L., Jiao, L., Shi, G., Li, X., Liu, J. (eds) Fuzzy Systems and Knowledge Discovery. FSKD 2006. Lecture Notes in Computer Science(), vol 4223. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11881599_67

Download citation

  • DOI: https://doi.org/10.1007/11881599_67

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-45916-3

  • Online ISBN: 978-3-540-45917-0

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics