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Linear Detrending Subsequence Matching in Time-Series Databases

Myeong-Seon GIL, Yang-Sae MOON, Bum-Soo KIM

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Summary :

Every time-series has its own linear trend, the directionality of a time-series, and removing the linear trend is crucial to get more intuitive matching results. Supporting the linear detrending in subsequence matching is a challenging problem due to the huge number of all possible subsequences. In this paper we define this problem as the linear detrending subsequence matching and propose its efficient index-based solution. To this end, we first present a notion of LD-windows (LD means linear detrending). Using the LD-windows we then present a lower bounding theorem for the index-based matching solution and show its correctness. We next propose the index building and subsequence matching algorithms. We finally show the superiority of the index-based solution.

Publication
IEICE TRANSACTIONS on Information Vol.E94-D No.4 pp.917-920
Publication Date
2011/04/01
Publicized
Online ISSN
1745-1361
DOI
10.1587/transinf.E94.D.917
Type of Manuscript
LETTER
Category
Artificial Intelligence, Data Mining

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