• The KIPS Transactions:PartD
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• v.9D no.2
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• pp.173-184
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• 2002

This paper discuss an index-based subsequence matching that supports time warping in large sequence databases. Time warping enables finding sequences with similar patterns even when they are of different lengths. In earlier work, Kim et al. suggested an efficient method for whole matching under time warping. This method constructs a multidimensional index on a set of feature vectors, which are invariant to time warping, from data sequences. For filtering at feature space, it also applies a lower-bound function, which consistently underestimates the time warping distance as well as satisfies the triangular inequality. In this paper, we incorporate the prefix-querying approach based on sliding windows into the earlier approach. For indexing, we extract a feature vector from every subsequence inside a sliding window and construct a multidimensional index using a feature vector as indexing attributes. For query processing, we perform a series of index searches using the feature vectors of qualifying query prefixes. Our approach provides effective and scalable subsequence matching even with a large volume of a database. We also prove that our approach does not incur false dismissal. To verify the superiority of our approach, we perform extensive experiments. The results reveal that our approach achieves significant speedup with real-world S&P 500 stock data and with very large synthetic data.

• The KIPS Transactions:PartD
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• v.10D no.4
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• pp.577-590
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• 2003

The shape-based retrieval is defined as the operation that searches for the (sub) sequences whose shapes are similar to that of a query sequence regardless of their actual element values. In this paper, we propose a similarity model suitable for shape-based retrieval and present an indexing method for supporting the similarity model. The proposed similarity model enables to retrieve similar shapes accurately by providing the combination of various shape-preserving transformations such as normalization, moving average, and time warping. Our indexing method stores every distinct subsequence concisely into the disk-based suffix tree for efficient and adaptive query processing. We allow the user to dynamically choose a similarity model suitable for a given application. More specifically, we allow the user to determine the parameter p of the distance function $L_p$ when submitting a query. The result of extensive experiments revealed that our approach not only successfully finds the subsequences whose shapes are similar to a query shape but also significantly outperforms the sequence search.

• Journal of KIISE:Databases
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• v.29 no.5
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• pp.381-392
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• 2002

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.

• Journal of Industrial Technology
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• v.21 no.A
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• pp.167-179
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• 2001

This paper discusses an index-based subsequence matching that supports time warping in large sequence databases. Time warping enables finding sequences with similar patterns even when they are of different lengths. In earlier work, we suggested an efficient method for whole matching under time warping. This method constructs a multidimensional index on a set of feature vectors, which are invariant to time warping, from data sequences. For filtering at feature space, it also applies a lower-bound function, which consistently underestimates the time warping distance as well as satisfies the triangular inequality. In this paper, we incorporate the prefix-querying approach based on sliding windows into the earlier approach. For indexing, we extract a feature vector from every subsequence inside a sliding window and construct a multi-dimensional index using a feature vector as indexing attributes. For query precessing, we perform a series of index searches using the feature vectors of qualifying query prefixes. Our approach provides effective and scalable subsequence matching even with a large volume of a database. We also prove that our approach does not incur false dismissal. To verily the superiority of our method, we perform extensive experiments. The results reseal that our method achieves significant speedup with real-world S&P 500 stock data and with very large synthetic data.

• Proceedings of the Korean Information Science Society Conference
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• 2001.10a
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• pp.178-180
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• 2001

모양 기반 검색은 주어진 질의 시퀸스의 요소 값에 상관없이, 모양이 유사한 시퀸스 혹은 부분시퀸스를 찾는 연산이다. 본 논문에서는 시프트, 스케일링, 타임 워핑 등 동일 모양 변환의 다양한 조합을 지원할 수 있는 새로운 모양 기반유사 검색 모델을 제안하고, 효과적인 유사 부분 시퀸스 검색을 위한 인덱싱과 질의 처리 방법을 제안한다. 또한 실세계의 증권데이터를 이용한 다양한 실험 결과에 의하여, 본 방식이 질의 시퀸스와 유사한 모양의 모든 서브시퀸스를 성공적으로 찾는 것은 물론 순차검색 방법과 비교하여 매우 빠른 검색 효율을 가짐을 보인다.