Speed Up Similarity Search of Time Series Under Dynamic Time Warping

Similarity search is a foundational task in time series data mining. Although there are many ways to measure the similarity of time series, a lot of evidence indicates that dynamic time warping (DTW) has the best robustness in many applications. Unfortunately, the expensive computational cost limits...

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Main Authors: Zhengxin Li, Jiansheng Guo, Hailin Li, Tao Wu, Sheng Mao, Feiping Nie
Format: Article
Language:English
Published: IEEE 2019-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/8884160/
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spelling doaj-e54865e37aeb4f1b939ad84358e826362021-03-30T00:53:19ZengIEEEIEEE Access2169-35362019-01-01716364416365310.1109/ACCESS.2019.29498388884160Speed Up Similarity Search of Time Series Under Dynamic Time WarpingZhengxin Li0https://orcid.org/0000-0002-9535-261XJiansheng Guo1Hailin Li2Tao Wu3Sheng Mao4https://orcid.org/0000-0002-5122-6224Feiping Nie5College of Equipment Management and UAV Engineering, Air Force Engineering University, Xi’an, ChinaCollege of Equipment Management and UAV Engineering, Air Force Engineering University, Xi’an, ChinaCollege of Business Administration, Huaqiao University, Quanzhou, ChinaCollege of Equipment Management and UAV Engineering, Air Force Engineering University, Xi’an, ChinaCollege of Equipment Management and UAV Engineering, Air Force Engineering University, Xi’an, ChinaSchool of Computer Science, Northwestern Polytechnical University, Xi’an, ChinaSimilarity search is a foundational task in time series data mining. Although there are many ways to measure the similarity of time series, a lot of evidence indicates that dynamic time warping (DTW) has the best robustness in many applications. Unfortunately, the expensive computational cost limits its application in large-scale databases. To speed up similarity search under DTW, we design a framework of two-stage similarity search for time series. In the first stage, we propose an improved lower bounding distance, which can be used to discard plenty of dissimilar series to get a set of candidate sequences. In the second stage, to efficiently get the retrieval result from the set of candidate sequences, we explore early abandoning strategy to avoid the full calculation of DTW. Extensive experiments are conducted on real-world data sets. The experimental results indicate that the proposed method can improve the retrieval efficiency of similarity search under DTW and guarantee no false dismissals.https://ieeexplore.ieee.org/document/8884160/Time seriessimilarity searchdynamic time warpinglower bounding distanceearly abandoning strategy
collection DOAJ
language English
format Article
sources DOAJ
author Zhengxin Li
Jiansheng Guo
Hailin Li
Tao Wu
Sheng Mao
Feiping Nie
spellingShingle Zhengxin Li
Jiansheng Guo
Hailin Li
Tao Wu
Sheng Mao
Feiping Nie
Speed Up Similarity Search of Time Series Under Dynamic Time Warping
IEEE Access
Time series
similarity search
dynamic time warping
lower bounding distance
early abandoning strategy
author_facet Zhengxin Li
Jiansheng Guo
Hailin Li
Tao Wu
Sheng Mao
Feiping Nie
author_sort Zhengxin Li
title Speed Up Similarity Search of Time Series Under Dynamic Time Warping
title_short Speed Up Similarity Search of Time Series Under Dynamic Time Warping
title_full Speed Up Similarity Search of Time Series Under Dynamic Time Warping
title_fullStr Speed Up Similarity Search of Time Series Under Dynamic Time Warping
title_full_unstemmed Speed Up Similarity Search of Time Series Under Dynamic Time Warping
title_sort speed up similarity search of time series under dynamic time warping
publisher IEEE
series IEEE Access
issn 2169-3536
publishDate 2019-01-01
description Similarity search is a foundational task in time series data mining. Although there are many ways to measure the similarity of time series, a lot of evidence indicates that dynamic time warping (DTW) has the best robustness in many applications. Unfortunately, the expensive computational cost limits its application in large-scale databases. To speed up similarity search under DTW, we design a framework of two-stage similarity search for time series. In the first stage, we propose an improved lower bounding distance, which can be used to discard plenty of dissimilar series to get a set of candidate sequences. In the second stage, to efficiently get the retrieval result from the set of candidate sequences, we explore early abandoning strategy to avoid the full calculation of DTW. Extensive experiments are conducted on real-world data sets. The experimental results indicate that the proposed method can improve the retrieval efficiency of similarity search under DTW and guarantee no false dismissals.
topic Time series
similarity search
dynamic time warping
lower bounding distance
early abandoning strategy
url https://ieeexplore.ieee.org/document/8884160/
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