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Linear Detrending Subsequence Matching in Time-Series Databases  

Gil, Myeong-Seon (강원대학교 컴퓨터과학과)
Kim, Bum-Soo (강원대학교 컴퓨터과학과)
Moon, Yang-Sae (강원대학교 컴퓨터과학과)
Kim, Jin-Ho (강원대학교 컴퓨터과학과)
Publication Information
Journal of KIISE:Computing Practices and Letters / v.16, no.5, 2010 , pp. 586-590 More about this Journal
Abstract
In this paper we formally define the linear detrending subsequence matching and propose its efficient index-based solution. To this end, we first present the notion of LD-windows. We eliminate the linear trend from a subsequence rather than each window itself and obtain LD-windows by dividing the subsequence into windows. Using the LD-windows we present a lower bounding theorem of the index-based solution and formally prove its correctness. Based on this lower bounding theorem, we then propose the index building and subsequence matching algorithms, respectively. Finally, we show the superiority of our index- based solution through experiments.
Keywords
Time-series databases; data mining; linear detrending; subsequence matching;
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