Abstract
Dynamic Time Warping (DTW) distance has been proven to work exceptionally well, but with higher time and space complexities. Particularly for time series data, subsequence matching under DTW distance poses a much challenging problem to work on streaming data. Recent work, SPRING, has introduced a solution to this problem with only linear time and space which makes subsequence matching on data stream become more and more practical. However, we will demonstrate that it may still give inaccurate results, and then propose a novel Accurate Subsequence Matching (ASM) algorithm that eliminates this discrepancy by using a global constraint and a scaling factor. We further demonstrate utilities of our work on a comprehensive set of experiments that guarantees an improvement in accuracy while maintaining the same time and space complexities.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Ratanamahatana, C.A., Keogh, E.J.: Making time-series classification more accurate using learned constraints. In:Proceedings of 4th SIAM International Conference on Data Mining (SDM 2004), Lake Buena Vista, Florida, USA, April 22-24, pp. 11–22 (2004)
Ding, H., Trajcevski, G., Scheuermann, P., Wang, X., Keogh, E.: Querying and mining of time series data: Experimental comparison of representations and distance measures. In: Proceedings of 34th International Conference on Very Large Data Bases (VLDB 2008), Auckland, New Zealand, August 23 - 28 (2008)
Sakurai, Y., Faloutsos, C., Yamamuro, M.: Stream monitoring under the time warping distance. In: Proceedings of IEEE 23rd International Conference on Data Engineering (ICDE 2007), Istanbul, Turkey, April 15-20, pp. 1046–1055 (2007)
Keogh, E., Ratanamahatana, C.A.: Exact indexing of dynamic time warping. Knowledge and Information Systems 7(3), 358–386 (2005)
Kim, S.W., Park, S., Chu, W.W.: An index-based approach for similarity search supporting time warping in large sequence databases. In: Proceedings of the 17th International Conference on Data Engineering (ICDE 2001), Heidelberg, Germany, April 2-6, pp. 607–614 (2001)
Yi, B.K., Jagadish, H.V., Faloutsos, C.: Efficient retrieval of similar time sequences under time warping. In: Proceedings of 14th International Conference on Data Engineering (ICDE 1998), Orlando, FL, USA, February 23-27, pp. 201–208 (1998)
Zhu, Y., Shasha, D.: Warping indexes with envelope transforms for query by humming. In: Proceedings of the 2003 ACM SIGMOD International Conference on Management of Data (SIGMOD 2003), San Diego, CA, USA, June 9-12, pp. 181–192 (2003)
Sakurai, Y., Yoshikawa, M., Faloutsos, C.: FTW: Fast similarity search under the time warping distance. In: Proceedings of 24th ACM SIGACT-SIGMOD-SIGART Symposium on Principles of Database Systems, Baltimore, ML, USA, June 13-15, pp. 326–337 (2005)
Zhu, Y., Shasha, D.: Statstream: Statistical monitoring of thousands of data streams in real time. In: Proceedings of 28th International Conference on Very Large Data Bases (VLDB 2002), Hong Kong, China, August 20-23, pp. 358–369 (2002)
Wei, L., Keogh, E.J., Herle, H.V., Mafra-Neto, A.: Atomic wedgie: Efficient query filtering for streaming times series. In: Proceedings of the 5th IEEE International Conference on Data Mining (ICDM 2005), Houston, TX, USA, November 27-30, pp. 490–497 (2005)
Athitsos, V., Papapetrou, P., Potamias, M., Kollios, G., Gunopulos, D.: Approximate embedding-based subsequence matching of time series. In: Proceedings of the ACM SIGMOD International Conference on Management of Data (SIGMOD 2008), Vancouver, BC, Canada, June 10-12, pp. 365–378 (2008)
Yueguo, C., Shouxu, J., Beng Chin, O., Tung, A.K.H.: Querying complex spatio-temporal sequences in human motion databases. In: Proceedings of IEEE 24th International Conference on Data Engineering (ICDE 2008), Cancún, México, April 7-12, pp. 90–99 (2008)
Zou, P., Su, L., Jia, Y., Han, W., Yang, S.: Fast similarity matching on data stream with noise. In: Proceedings of the 24th International Conference on Data Engineering Workshops (ICDEW 2008), Cancún, México, April 7-12, pp. 194–199 (2008)
Berndt, D.J., Clifford, J.: Using dynamic time warping to find patterns in time series. In: The 1994 AAAI Workshop on Knowledge Discovery in Databases, Seattle, Washington, July 1994, pp. 359–370 (1994)
Ratanamahatana, C.A., Keogh, E.J.: Three myths about dynamic time warping data mining. In: Proceedings of 2005 SIAM International Data Mining Conference (SDM 2005), Newport Beach, CL, USA, April 21-23, pp. 506–510 (2005)
Sakoe, H., Chiba, S.: Dynamic programming algorithm optimization for spoken word recognition. IEEE Transactions on Acoustics, Speech, and Signal Processing 26(1), 43–49 (1978)
Itakura, F.: Minimum prediction residual principle applied to speech recognition. IEEE Transactions on Acoustics, Speech, and Signal Processing 23(1), 67–72 (1975)
Keogh, E., Xi, X., Wei, L., Ratanamahatana, C.A.: UCR time series classification/clustering page, http://www.cs.ucr.edu/~eamonn/time_series_data
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2010 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Niennattrakul, V., Wanichsan, D., Ratanamahatana, C.A. (2010). Accurate Subsequence Matching on Data Stream under Time Warping Distance. In: Theeramunkong, T., et al. New Frontiers in Applied Data Mining. PAKDD 2009. Lecture Notes in Computer Science(), vol 5669. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-14640-4_12
Download citation
DOI: https://doi.org/10.1007/978-3-642-14640-4_12
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-14639-8
Online ISBN: 978-3-642-14640-4
eBook Packages: Computer ScienceComputer Science (R0)