Multiresolution similarity search in time series data
Amalia Charisi, Fragkiskos D. Malliaros, Evangelia I. Zacharaki, Vasileios Megalooikonomou · 2013
Time series constitute a prevalent data type that arise in several diverse disciplines (e.g., biomedical data, sensor data, images, video data), and therefore analyzing time series is a significant task with a plethora of important applications. In this paper, we study the general problem of similarity search in time series databases and we propose a novel multiresolution indexing (i.e., representation) and retrieval method for time series similarity search. Our approach is motivated by the idea that if we examine a time series at different resolution levels, we could possibly acquire further insights about the data. The proposed algorithm adopts a combined, two-step pruning (filtering) strategy to further reduce data dimensionality by discarding irrelevant time series (i.e., false alarms). At a first level, the time series are represented by line segments and filtered by the triangular inequality property. Then, a Vector Quantization like scheme is applied to encode data and thus to reduce dimensionality.