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Approximate EmbeddingBased Subsequence Matching of Time Series

Summary: Approximate Embedding­Based Subsequence Matching of
Time Series
Vassilis Athitsos 1 , Panagiotis Papapetrou 2 , Michalis Potamias 2 ,
George Kollios 2 , and Dimitrios Gunopulos 3
1 Computer Science and Engineering Department, University of Texas at Arlington
2 Computer Science Department, Boston University
3 Department of Informatics and Telecommunications, University of Athens
A method for approximate subsequence matching is introduced,
that significantly improves the efficiency of subsequence match­
ing in large time series data sets under the dynamic time warping
(DTW) distance measure. Our method is called EBSM, shorthand
for Embedding­Based Subsequence Matching. The key idea is to
convert subsequence matching to vector matching using an embed­
ding. This embedding maps each database time series into a se­
quence of vectors, so that every step of every time series in the
database is mapped to a vector. The embedding is computed by
applying full dynamic time warping between reference objects and
each database time series. At runtime, given a query object, an
embedding of that object is computed in the same manner, by run­


Source: Athitsos, Vassilis - Department of Computer Science and Engineering, University of Texas at Arlington


Collections: Computer Technologies and Information Sciences