Literatures on Similarity-based Time Series Retrieval

 

Similarity Measurements

 

The Lp-norms

 

R. Agrawal, C. Faloutsos, & A. Swami. Efficient similarity search in sequence databases. In Proc. of the 4th Int'l Conf. on Foundations of Data Organization and Algorithms. pp 69-84, 1993. 

 

Note: F-index

B. Yi, & C. Faloutsos. Fast time sequence indexing for arbitrary lp norms. In Proc. of the 26th Int'l Conf. on Very Large Databases. pp 385-394, 2000.

 

D. Goldin & P. Kanellakis. On similarity queries for time-series data: constraint specification and implementation. In Proc. of the 1st Int'l Conf. on the Principles and Practice of Constraint Programming. Cassis, pp 137-153, 1995  

 

Note: Normalization of time series data

 

S. Lee, S. Chun, D. Kim, J. Lee & C. Chung. Similarity search for multidimensional data sequences. In Proc. of the 16th Int'l Conf. on Data Engineering. pp 599-608, 2000.

 

Note: Introducing false dismissals

 

Dynamic Time Warping

 

D. J. Berndt, & J .Clifford  Finding patterns in time series: a dynamic programming approach. Advances in Knowledge Discovery and Data Mining. AAAI/MIT Press, Menlo Park, CA. pp 229-248, (only paper version) (1996). 

 

B. Yi,  H. Jagadish, & C. Faloutsos  Efficient retrieval of similar time sequences under time warping. In Proc. of the 14th Int'l Conf. on Data Engineering. pp 201-208, 1998.

 

S-W. Kim, S. Park & W.W  Chu An index-based approach for similarity search supporting time warping in large sequence databases. In Proc. of the 17th Int'l Conf. on Data Engineering, pp 607-614, 2001.

E. Keogh. Exact indexing of dynamic time warping. In Proc. 28th Int'l Conf. on Very Large Data Bases, pp 406–417, 2002.

 

Y. Zhu & D. Shasha. Warping indexes with envelope transforms for query by humming. In Proc. ACM SIGMOD Int'l Conf. on Management of Data, pp 181–192, 2003.

 

Longest Common Subsequences

 

G. Das, D. Gunopulos, & H .MannilaFinding similar time series. In Proc. of 1st European Symposium on Principles of Data Mining and Knowledge Discovery, pp 88-100, 1997.

 

T. Bozkaya, N . Yazdani, &  Z. M. Ozsoyoglu, Matching and indexing sequences of different lengths. In Proc. of the 6th Int'l Conf. on Information and Knowledge Management. pp 128-135, 1997. 

 

M. Vlachos, G. Kollios, & D. Gunopulos. Discovering similar multidimensional trajectories. In Proc. 18th Int'l Conf. on Data Engineering, pp 673 – 684, 2002.

 

M. Vlachos, M. Hadjieleftheriou, D. Gunopulos, & E. Keogh. Indexing multi-dimensional time-series with support for multiple distance measures. In Proc. ACM SIGKDD Int'l Conf. on Knowledge Discovery and Data Mining, pp 216--225, 2003

 

Edit distance with Real Penalty

 

L. Chen & R. Ng. On the marriage of Lp-norm and edit distance . In Proc. 30th Int'l Conf. on Very Large Data Bases, pp 792–801, 2004.

 

Weighted measures

 

L. Wu, C. Faloutsos, K. Sycara & T. R. Payne. FALCON: feedback adaptive loop for content-based retrieval.  In Proc. of the 26th Int'l Conf. on Very Large Databases, pp 297-306, 2000.

 

String Matching

 

H. Shatkay, H. & S. Zdonik. Approximate queries and representations for large data sequences. In Proc. 12th Int'l Conf. on Data Engineering. pp 536-545, 1996.

 

Qu, Y., Wang, C. & Wang, X. S. Supporting fast search in time series for movement patterns in multiples scales. In Proc. of the 7th ACM CIKM Int'l Conf. on Information and Knowledge Management. pp 251-258, 1998.

 

R. Agrawal, G. Psaila, E. L. Wimmers & M. ZaitQuerying shapes of histories. In Proc. of the 21st Int'l Conf. on Very Large Data Bases, pp 502-514, 1995.

 

Y. Huang. &  P. S Yu. Adaptive query processing for time-series data. In Proc. ACM SIGKDD Int'l Conf. on Knowledge Discovery and Data Mining, pp 282-286, 1999.

 

Others

 

R. Agrawal, K. I. Lin, H.S. Sawhney. & Shim, K. Fast similarity search in the presence of noise, scaling, and translation in time-series databases. In Proc. of the 21st Int'l Conf. on Very Large Databases, pp 490-50, 1995.

 

Note: First paper mentioned handling noise in time series

 

C.-S. Perng, H. Wang, S. R. Zhang, & D. S. Parker. Landmarks: A New Model for Similarity-Based Pattern Querying in Time Series Databases. In Proc. 16h Int'l Conf. on Data Engineering. pp 33-42, 2000.

 

Efficient Retrieval Methods

 

GEMINI Framework

C. Faloutsos, M. Ranganathan, & Y. Manolopoulos. Fast Subsequence Matching in Time-Series Databases. In Proc. ACM SIGMOD Int'l Conf. on Management of Data, pp 419–429, 1994.

 

Note: ST-index

 

Dimensionality Reduction Techniques

 

Discrete Fourier Transform

 

R. Agrawal, C. Faloutsos, & A. Swami Efficient similarity search in sequence databases. In Proc. of the 4th Int'l Conf. on Foundations of Data Organization and Algorithms. pp 69-84, 1993. 

 

C. Faloutsos, M. Ranganathan, & Y. Manolopoulos. Fast Subsequence Matching in Time-Series Databases. In Proc. ACM SIGMOD Int'l Conf. on Management of Data, pp 419–429, 1994.

 

D. Rafiei & A. Mendelzon. Similarity-Based Queries for Time Series Data. In Proc. ACM SIGMOD Int'l Conf. on Management of Data, pp 13–25, 1997.

 

D. Refiei On similarity-based queries for time series data. In Proc. 15h Int'l Conf. on Data Engineering pp 410-417, 1999.

 

Y-S. Moon, K-Y. Whang, & W-K. Loh  Duality-Based Subsequence Matching in Time-Series Databases. In Proc. 17th Int'l Conf. on Data Engineering, pp 263-272, 2001.

 

Y-S. Moon, K-Y. Whang, & W-S. Han. General match: a subsequence matching method in time-series databases based on generalized windows. In Proc. ACM SIGMOD Int'l Conf. on Management of Data, pp 383-393, 2002.

 

 

Discrete Wavelet Transform

 

K. Chan & A. W. Fu. Efficient time series matching by wavelets. In Proc. of 15th Int'l Conf. on Data Engineering. pp 126-133, 1999.

 

T. Kahveci  & A. Singh. Variable length queries for time series data. In Proc. of the 17th Int'l Conf. on Data Engineering. pp 273-282, 2001.

 

I. Popivanov & R. J. Miller  Efficient Similarity Queries Over Time Series Data Using Wavelets. In Proc. of the 18th Int'l Conf. on Data Engineering. pp 273-282, 2002.

 

C. Shahabi, X. Tian. & W. Zhao. TSA-tree: a wavelet-based approach to improve the efficiency of multi-level surprise and trend queries. In Proc. of 12th Int'l Conf. on Scientific and Statistical Database Management. pp 55-68, 2000.

 

Y. Wu, D. Agrawal, & A. El Abbadi. A comparison of dft and dwt based similarity search in time-series databases. In Proc. of 9th Int'l Conf. on Information and Knowledge Management. pp 488-495, 2000.

 

Singular Value Decomposition

 

F. Korn, H. Jagadish, & C. Faloutsos. Efficiently supporting ad hoc queries in large datasets of time sequences. In Proc. of the ACM SIGMOD Int'l Conf. on Management of Data. pp 289-300. 1997.

 

Piecewise Linear Approximation

 

H. Shatkay, H. & S. Zdonik. Approximate queries and representations for large data sequences. In Proc. 12th Int'l Conf. on Data Engineering. pp 536-545, 1996.

 

P. W. P. Man & M. H. Wong. Efficient and robust feature extraction and pattern matching of time series by a lattice structure. In Proc. of 10th Int'l Conf. on Information and Knowledge Management. pp 271-278, 2001.

 

Y. Morinaka, M. Yoshikawa, T. Amagasa & S. Uemura  The L-index: An Indexing Structure for Efficient Subsequence Matching in Time Sequence Databases. In Proc. of Pacific-Asian Conf. on Knowledge Discovery and Data Mining.  pp 51-60, 2001.

 

E. Keogh & P. Smyth. A probabilistic approach to fast pattern matching in time series databases. In Proc. of 3rd Int'l Conf. on Knowledge Discovery and Data Mining. pp 24-20, 1997.

 

Symbolic Approximation

 

Qu, Y., Wang, C. & Wang, X. S. Supporting fast search in time series for movement patterns in multiples scales. In Proc. of the 7th ACM CIKM Int'l Conf. on Information and Knowledge Management. pp 251-258, 1998.

 

R. Agrawal, G. Psaila, E. L. Wimmers & M. ZaitQuerying shapes of histories. In Proc. of the 21st Int'l Conf. on Very Large Data Bases, pp 502-514, 1995.

 

Y. Huang. &  P. S Yu. Adaptive query processing for time-series data. In Proc. ACM SIGKDD Int'l Conf. on Knowledge Discovery and Data Mining, pp 282-286, 1999.

 

J. Lin, E. Keogh, S. Lonardi &  B. Chu. A symbolic representation of time series, with implications for streaming algorithms. In Proc. of workshop on Research issues in data mining and knowledge discovery in conjunction with ACM SIGMOD Int'l Conf. on Management of Data, pp 2-11, 2003

 

Piecewise Aggregate Approximation 

 

E. Keogh, K. Chakrabarti, M. Pazzani & S. Mehrotra  Dimensionality Reduction for Fast Similarity Search in Large Time Series Databases.  Knowledge and Information Systems, vol. 3, no. 3. pp263-286,  2000

 

B. Yi, & C. Faloutsos. Fast time sequence indexing for arbitrary lp norms. In Proc. of the 26th Int'l Conf. on Very Large Databases. pp 385-394, 2000.

 

Adaptive Piecewise Constant Approximation 

 

E. Keogh, K. Chakrabarti, M. Pazzani & S. Mehrotra  Locally Adaptive Dimensionality Reduction for Indexing Large Time Series Databases. In Proc. of the ACM SIGMOD Int'l Conf. on Management of Data. pp 188-288. 2001.

 

Chebyshev Polynomials

 

Y. Cai &R. Ng  Indexing spatio-temporal trajectories with Chebyshev polynomials.  In Proc. of the ACM SIGMOD Int'l Conf. on Management of Data. pp 599-601. 2004.

 

Indexing on Metric Space

 

E. Chávez, G. Navarro, R. Baeza-Yates & J. L. Marroquín. Searching in metric spaces. ACM Computing Surveys (CSUR), v.33 n.3, p.273-321, September 2001

 

G. R. Hjaltason & H. Samet, Index-driven similarity search in metric spaces. ACM Transactions on Database Systems (TODS), v.28 n.4, pp.517-580, 2003

 

 

New Trends: similarity-based search over stream time series data

 

L. Gao & X. Sean Wang. Continually evaluating similarity-based pattern queries on a streaming time series. In Proc. of ACM SIGMOD Int'l Conf. on Management of Data, pp 370-381, 2002.

 

L. Gao, Z. Yao, & X. Sean Wang. Evaluating continuous nearest neighbor queries for streaming time series via pre-fetching. In Proc. of  11th Int'l Conf. on Information and knowledge management, pp 485-492, 2002

 

X. Liu & H. Ferhatosmanoglu. Efficient k-NN Search on Streaming Data Series.  In Proc. Symposium on Spatial and Temporal Databases, pp 83-101, 2003

 

H. Wu, B. Salzberg & D. Zhang, Online event-driven subsequence matching over financial data streams. In Proc. of ACM SIGMOD Int'l Conf. on Management of Data, pp 23-34, 2004.

 

M. Kontaki & A. Papadopoulos. Efficient Similarity Search in Streaming Time Sequences. In Proc. of 16th IEEE Conf. on Scientific and Statistical Database Management, pp.63-72, 2004.

 

 

A. Bulut & A. K. Singh Monitoring Multiple Data Streams in Real Time In Proc. of 21st Int'l Conf. on Data Engineering, 2005.