skip to main content
10.1145/1066677.1066814acmconferencesArticle/Chapter ViewAbstractPublication PagessacConference Proceedingsconference-collections
Article

Optimization of subsequence matching under time warping in time-series databases

Published:13 March 2005Publication History

ABSTRACT

This paper discusses effective processing of subsequence matching under time warping in time-series databases. Time warping is a transformation that enables finding of sequences with similar patterns even when they are of different lengths. Through a preliminary experiment, we first point out that Naive-Scan, a basic method for processing of subsequence matching under time warping, has its performance bottleneck in the CPU processing step. For optimizing this step, in this paper, we propose a novel method that eliminates all possible redundant calculations. It is verified that this method is not only an optimal one for processing Naive-Scan, but also does not incur any false dismissals. Our experimental results showed that the proposed method can make great improvement in performance of subsequence matching under time warping. Especially, Naive-Scan, which has been known to show the worst performance, performs much better than LB-Scan as well as ST-Filter in all the cases by employing the proposed method for CPU processing. This result is interesting and valuable in that the performance inversion among Naive-Scan, LB-Scan, and ST-Filter has occurred by optimizing the CPU processing step, which is their common performance bottleneck.

References

  1. Agrawal, R., Faloutsos, C., and Swami, A. Efficient Similarity Search in Sequence Databases, In Proceedings of International Conference on Foundations of Data Organization and Algorithms (FODO '93) (Oct. 1993), 69--84. Google ScholarGoogle ScholarDigital LibraryDigital Library
  2. Agrawal, R. et al. Fast Similarity Search in the Presence of Noise, Scaling, and Translation in Time-Series Databases, In Proceedings of International Conference on Very Large Data Bases, (VLDB '95) (Sept. 1995), 490--501. Google ScholarGoogle ScholarDigital LibraryDigital Library
  3. Berndt, D. J. and Clifford, J. Finding Patterns in Time Series: A Dynamic Programming Approach, In Proceedings of International Conference on Advances in Knowledge Discovery and Data Mining (KDD '96) (Mar. 1996), 229--248. Google ScholarGoogle ScholarDigital LibraryDigital Library
  4. Chu, K. K. W. and Wong, M. H. Fast Time-Series Searching with Scaling and Shifting, In Proceedings of International Conference on Principles of Database Systems (ACM PODS '99) (May 1999), 237--248. Google ScholarGoogle ScholarDigital LibraryDigital Library
  5. Das, G., Gunopulos, D., and Mannila, H. Finding Similar Time Series, In Proceedings of European Symposium on Principles of Data Mining and Knowledge Discovery, (PKDD '97) (May 1997), 88--100. Google ScholarGoogle ScholarDigital LibraryDigital Library
  6. Faloutsos, C., Ranganathan, M., and Manolopoulos, Y. Fast Subsequence Matching in Time-series Databases, In Proceedings of International Conference on Management of Data, (ACM SIGMOD '94) (May 1994), 419--429. Google ScholarGoogle ScholarDigital LibraryDigital Library
  7. Kim, S. W., Park, S. H., and Chu, W. W. Efficient Processing of Similarity Search under Time Warping in Sequence Databases: An Index-Based Approach, Information Systems, 29, 5, (Mar. 2004), 405--420. Google ScholarGoogle ScholarDigital LibraryDigital Library
  8. Loh, W. K., Kim, S. W., and Whang, K. Y. Index Interpolation: An Approach for Subsequence Matching Supporting Normalization Transform in Time-Series Databases, In Proceedings of ACM International Conference on Information and Knowledge Management (ACM CIKM '00) (Oct. 2000), 480--487. Google ScholarGoogle ScholarDigital LibraryDigital Library
  9. Loh, W. K., Kim, S. W., and Whang, K. Y. Index Interpolation: A Subsequence Matching Algorithm Supporting Moving Average Transform of Arbitrary Order in Time-Series Databases, IEICE Trans. on Information and Systems, E84-D, 1, (Mar. 2001), 76--86.Google ScholarGoogle Scholar
  10. Park, S. H. et al. Efficient Searches for Similar Subsequences of Difference Lengths in Sequence Databases, In Proceedings of IEEE International Conference on Data Engineering (IEEE ICDE '00) (Mar. 2000), 23--32. Google ScholarGoogle ScholarDigital LibraryDigital Library
  11. Park, S. H., Kim, S. W., Cho, J. S., and Padmanabhan, S. Prefix-Querying: An Approach for Effective Subsequence Matching Under Time Warping in Sequence Databases, In Proceedings of ACM International Conference on Information and Knowledge Management (ACM CIKM '01), (Oct. 2001), 255--262. Google ScholarGoogle ScholarDigital LibraryDigital Library
  12. Park, S. H. private communication, 2003.Google ScholarGoogle Scholar
  13. Rafiei, D. On Similarity-Based Queries for Time Series Data, In In Proceedings of IEEE International Conference on Data Engineering (IEEE ICDE '99) (Mar. 1999), 410--417. Google ScholarGoogle ScholarDigital LibraryDigital Library
  14. Yi, B. K., Jagadish, H. V., and Faloutsos, C. Efficient Retrieval of Similar Time Sequences Under Time Warping, In Proceedings of IEEE International Conference on Data Engineering (IEEE ICDE '98) (Mar. 1998) 201--208. Google ScholarGoogle ScholarDigital LibraryDigital Library
  15. Kim, M. S., Kim, S. W., and Shin, M. Y. Subsequence Matching Under Time-Warping in Time-Series Databases: Observation, Optimization, and Performance Results, Unpublished Manuscript, 2004.Google ScholarGoogle Scholar

Index Terms

  1. Optimization of subsequence matching under time warping in time-series databases

    Recommendations

    Comments

    Login options

    Check if you have access through your login credentials or your institution to get full access on this article.

    Sign in
    • Published in

      cover image ACM Conferences
      SAC '05: Proceedings of the 2005 ACM symposium on Applied computing
      March 2005
      1814 pages
      ISBN:1581139640
      DOI:10.1145/1066677

      Copyright © 2005 ACM

      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]

      Publisher

      Association for Computing Machinery

      New York, NY, United States

      Publication History

      • Published: 13 March 2005

      Permissions

      Request permissions about this article.

      Request Permissions

      Check for updates

      Qualifiers

      • Article

      Acceptance Rates

      Overall Acceptance Rate1,650of6,669submissions,25%

    PDF Format

    View or Download as a PDF file.

    PDF

    eReader

    View online with eReader.

    eReader