한국정보과학회논문지:데이타베이스 (Journal of KIISE:Databases)

한국정보과학회 (Korean Institute of Information Scientists and Engineers)
권호 표지

시계열 데이타베이스에서 유사한 서브시퀀스의 모양 기반 검색

Shape-Based Retrieval of Similar Subsequences in Time-Series Databases

  • 윤지희 (한림대학교 정보통신공학부) ;
  • 김상욱 (강원대학교 컴퓨터정보통신공학부) ;
  • 김태훈 ((주)클래러스) ;
  • 박상현 (포항공과대학교 컴퓨터공학과)
  • 발행 : 2002.10.01
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초록

본 논문에서는 시계열 데이타베이스에서의 모양 기반 검색 문제에 관하여 논의한다. 모양 기반 검색은 실제 요소 값과 관계없이 질의 시퀀스와 유사한 모양을 갖는 (서브)시퀀스를 찾는 연산이다. 본 연구에서는 모양 기반 서브시퀀스 검색을 위한 새로운 기법을 제안한다. 먼저, 시프팅, 스케일링, 이동 평균, 타임 워핑 등 변환들의 다양한 조합을 지원하는 모양 기반 검색을 위하여 새로운 유사 모델을 제시한다. 또한, 이러한 유사 모델을 기반으로 하는 모양 기반 검색을 효과적으로 처리하기 위하여 효율적인 인덱싱 및 질의 처리 기법들을 제안한다. 제안된 기법의 유용성을 규명하기 위하여 실제 데이타인 S&P 500 주식 데이터를 이용한 다양한 실험을 수행한다. 실험 결과에 의하면, 제안된 기법은 질의 시퀀스의 모양과 유사한 모양을 갖는 서브시퀀스들을 성공적으로 검색할 뿐만 아니라 순차 검색 기법과 비교하여 66배까지의 상당한 성능 개선 효과를 갖는 것으로 나타났다.

This paper deals with the problem of shape-based retrieval in time-series databases. The shape-based retrieval is defined as the operation that searches for the (sub)sequences whose shapes are similar to that of a given query sequence regardless of their actual element values. In this paper, we propose an effective and efficient approach for shape-based retrieval of subsequences. We first introduce a new similarity model for shape-based retrieval that supports various combinations of transformations such as shifting, scaling, moving average, and time warping. For efficient processing of the shape-based retrieval based on the similarity model, we also propose the indexing and query processing methods. To verify the superiority of our approach, we perform extensive experiments with the real-world S&P 500 stock data. The results reveal that our approach successfully finds all the subsequences that have the shapes similar to that of the query sequence, and also achieves significant speedup up to around 66 times compared with the sequential scan method.

키워드

참고문헌

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