• Title/Summary/Keyword: Time-series matching

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Subsequence Matching Under Time Warping in Time-Series Databases : Observation, Optimization, and Performance Results (시계열 데이터베이스에서 타임 워핑 하의 서브시퀀스 매칭 : 관찰, 최적화, 성능 결과)

  • Kim Man-Soon;Kim Sang-Wook
    • The KIPS Transactions:PartD
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    • v.11D no.7 s.96
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    • pp.1385-1398
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    • 2004
  • This paper discusses an effective processing of subsequence matching under time warping in time-series databases. Time warping is a trans-formation that enables finding of sequences with similar patterns even when they are of different lengths. Through a preliminary experiment, we first point out that the performance bottleneck of Naive-Scan, a basic method for processing of subsequence matching under time warping, is on the CPU processing step. Then, we propose a novel method that optimizes the CPU processing step of Naive-Scan. The proposed method maximizes the CPU performance by eliminating all the redundant calculations occurring in computing the time warping distance between the query sequence and data subsequences. We formally prove the proposed method does not incur false dismissals and also is the optimal one for processing Naive-Scan. Also, we discuss the we discuss to apply the proposed method to the post-processing step of LB-Scan and ST-Filter, the previous methods for processing of subsequence matching under time warping. Then, we quantitatively verify the performance improvement ef-fects obtained by the proposed method via extensive experiments. The result shows that the performance of all the three previous methods im-proves by employing the proposed method. Especially, Naive-Scan, which is known to show the worst performance, performs much better than LB-Scan as well as ST-Filter in all cases when it employs the proposed method for CPU processing. This result is so meaningful in that the performance inversion among Nive- Scan, LB-Scan, and ST-Filter has occurred by optimizing the CPU processing step, which is their perform-ance bottleneck.

Adaptive Predistortion for High Power Amplifier by Exact Model Matching Approach

  • Ding, Yuanming;Pei, Bingnan;Nilkhamhang, Itthisek;Sano, Akira
    • 제어로봇시스템학회:학술대회논문집
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    • 2004.08a
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    • pp.401-406
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    • 2004
  • In this paper, a new time-domain adaptive predistortion scheme is proposed to compensate for the nonlinearity of high power amplifiers (HPA) in OFDM systems. A complex Wiener-Hammerstein model (WHM) is adopted to describe the input-output relationship of unknown HPA with linear dynamics, and a power series model with memory (PSMWM) is used to approximate the HPA expressed by WHM. By using the PSMWM, the compensation input to HPA is calculated in a real-time manner so that the linearization from the predistorter input to the HPA output can be attained even if the nonlinear input-output relation of HPA is uncertain and changeable. In numerical example, the effectiveness of the proposed method is confirmed and compared with the identification method based on PSMWM.

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Capacitive compensation and consequent bandwidth expansion of 2.5 Gbps optical transmitter module (2.5Gbps 광송신 모듈의 용량선 보상 및 대역폭 확대)

  • 김성일;김상배;이해영
    • Journal of the Korean Institute of Telematics and Electronics A
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    • v.33A no.7
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    • pp.216-222
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    • 1996
  • Since many typical 2.5 Gbps optical transmitter modules use a 50$\Omega$ characteristic impedance, they require relatively high voltage and high power sources compared to the 25$\Omega$ module. However, simple replacement of the 50$\Omega$ internal matching impedance with 25$\Omega$ results in bandwidth reduction and consequent problem of data transmitter module is proposed in order to expand the modulator bandwidth. From the calculated resutls based on accurate 3-dimensional inductance analysis, we have found that the series parasitic inductance is a dominant element limiting the bandwidth and the insertion of a 2.5pF capacitor in parallel to the 20$\Omega$ matching resiter can increase the 3 dB bandwidth about 1.4GHz wider. The time-domain results show the rise time (140 psec) without the compensation is greatly improved to 63 psec with the compensation. This capacitive ocmpensation can be implemented easily and be compatible with common manufacturing process of the optical transmitter module.

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The Performance Bottleneck of Subsequence Matching in Time-Series Databases: Observation, Solution, and Performance Evaluation (시계열 데이타베이스에서 서브시퀀스 매칭의 성능 병목 : 관찰, 해결 방안, 성능 평가)

  • 김상욱
    • Journal of KIISE:Databases
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    • v.30 no.4
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    • pp.381-396
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    • 2003
  • Subsequence matching is an operation that finds subsequences whose changing patterns are similar to a given query sequence from time-series databases. This paper points out the performance bottleneck in subsequence matching, and then proposes an effective method that improves the performance of entire subsequence matching significantly by resolving the performance bottleneck. First, we analyze the disk access and CPU processing times required during the index searching and post processing steps through preliminary experiments. Based on their results, we show that the post processing step is the main performance bottleneck in subsequence matching, and them claim that its optimization is a crucial issue overlooked in previous approaches. In order to resolve the performance bottleneck, we propose a simple but quite effective method that processes the post processing step in the optimal way. By rearranging the order of candidate subsequences to be compared with a query sequence, our method completely eliminates the redundancy of disk accesses and CPU processing occurred in the post processing step. We formally prove that our method is optimal and also does not incur any false dismissal. We show the effectiveness of our method by extensive experiments. The results show that our method achieves significant speed-up in the post processing step 3.91 to 9.42 times when using a data set of real-world stock sequences and 4.97 to 5.61 times when using data sets of a large volume of synthetic sequences. Also, the results show that our method reduces the weight of the post processing step in entire subsequence matching from about 90% to less than 70%. This implies that our method successfully resolves th performance bottleneck in subsequence matching. As a result, our method provides excellent performance in entire subsequence matching. The experimental results reveal that it is 3.05 to 5.60 times faster when using a data set of real-world stock sequences and 3.68 to 4.21 times faster when using data sets of a large volume of synthetic sequences compared with the previous one.

Time-Domain Geoacoustic Inversion via Light Bulb Source Signal Matching (전구음원 신호를 이용한 시간영역 지음향학적 인자 역산)

  • Kim Kyungseop;Park Cheolsoo;Kim Seongil;Seong Woojae
    • The Journal of the Acoustical Society of Korea
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    • v.24 no.6
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    • pp.334-342
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    • 2005
  • In this Paper. a time-domain geoacoustic inversion was performed using the bulb signals measured during MがU. 04 experiment conducted in the East Sea of Korea in 2004. An obiective function was defined as a direct cross-correlation between the measured and the simulated signals in time domain. The ray theory was used to model the wave propagation in time domain and optimizations were Performed using VFSA (very fast simulated annealing) algorithm. Comparison of inversion results with those from transmission loss matching (an accompanying paper in this issue of the Journal of the Acoustical Society of Korea) shows that Parameters are consistently inverted. Direct time series comparisons between the measured signals and the simulated signals are Presented based on inversion results.

User Modeling based Time-Series Analysis for Context Prediction in Ubiquitous Computing Environment (유비쿼터스 컴퓨팅 환경에서 컨텍스트 예측을 위한 시계열 분석 기반 사용자 모델링)

  • Choi, Young-Hwan;Lee, Sang-Yong
    • Journal of the Korean Institute of Intelligent Systems
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    • v.19 no.5
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    • pp.655-660
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    • 2009
  • The context prediction algorithms are not suitable to provide real-time personalized service for users in context-awareness environment. The algorithms have problems like time delay in training data processing and the difficulties of implementation in real-time environment. In this paper, we propose a prediction algorithm with user modeling to shorten of processing time and to improve the prediction accuracy in the context prediction algorithm. The algorithm uses moving path of user contexts for context prediction and generates user model by time-series analysis of user's moving path. And that predicts the user context with the user model by sequence matching method. We compared our algorithms with the prediction algorithms by processing time and prediction accuracy. As the result, the prediction accuracy of our algorithm is similar to the prediction algorithms, and processing time is reduced by 40% in real time service environment.

A Single Index Approach for Time-Series Subsequence Matching that Supports Moving Average Transform of Arbitrary Order (단일 색인을 사용한 임의 계수의 이동평균 변환 지원 시계열 서브시퀀스 매칭)

  • Moon Yang-Sae;Kim Jinho
    • Journal of KIISE:Databases
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    • v.33 no.1
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    • pp.42-55
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    • 2006
  • We propose a single Index approach for subsequence matching that supports moving average transform of arbitrary order in time-series databases. Using the single index approach, we can reduce both storage space overhead and index maintenance overhead. Moving average transform is known to reduce the effect of noise and has been used in many areas such as econometrics since it is useful in finding overall trends. However, the previous research results have a problem of occurring index overhead both in storage space and in update maintenance since tile methods build several indexes to support arbitrary orders. In this paper, we first propose the concept of poly-order moving average transform, which uses a set of order values rather than one order value, by extending the original definition of moving average transform. That is, the poly-order transform makes a set of transformed windows from each original window since it transforms each window not for just one order value but for a set of order values. We then present theorems to formally prove the correctness of the poly-order transform based subsequence matching methods. Moreover, we propose two different subsequence matching methods supporting moving average transform of arbitrary order by applying the poly-order transform to the previous subsequence matching methods. Experimental results show that, for all the cases, the proposed methods improve performance significantly over the sequential scan. For real stock data, the proposed methods improve average performance by 22.4${\~}$33.8 times over the sequential scan. And, when comparing with the cases of building each index for all moving average orders, the proposed methods reduce the storage space required for indexes significantly by sacrificing only a little performance degradation(when we use 7 orders, the methods reduce the space by up to 1/7.0 while the performance degradation is only $9\%{\~}42\%$ on the average). In addition to the superiority in performance, index space, and index maintenance, the proposed methods have an advantage of being generalized to many sorts of other transforms including moving average transform. Therefore, we believe that our work can be widely and practically used in many sort of transform based subsequence matching methods.

A Comparative Analysis of GeneralMatch and DualGMatch in Time-Series Subsequence Matching (시계열 서브시퀀스 매칭에서 GeneralMatch와 DualGmatch의 비교 분석)

  • Lee, Sanghun;Moon, Yang-Sae
    • Proceedings of the Korea Information Processing Society Conference
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    • 2015.04a
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    • pp.751-754
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    • 2015
  • 최근 시계열 데이터베이스 기반의 다양한 응용 분야에서 서브시퀀스 매칭(subsequence matching)연구가 활발히 진행되고 있다. FRM과 DualMatch은 효과적인 서브시퀀스 매칭을 위해 처음 제안된 해결책이다. 이후 이들을 일반화한 GeneralMatch가 제안되었으며, 최근에는 GeneralMatch의 이원적 접근법인 DualGMatch가 제안되었다. 본 논문에서는 GeneralMatch와 DualGMath를 비교 분석 하고자 한다. 이를 위해, 먼저 윈도우 구성 관점에서 GeneralMatch와 DualGMatch를 평가한다. 다음으로, 두 해결책을 최대 윈도우 크기 효과와 인덱스 저장 효율 관점에서 이론적으로 비교 분석한다. 마지막으로, 실제 시계열 데이터를 활용하여 GeneralMatch와 DualGMatch의 인덱스 페이지 접근 횟수를 비교한다. 분석 결과, GeneralMatch가 윈도우 크기 효과와 인덱스 저장 효율 측면에서 DualGMatch보다 우수한 것으로 나타났다.

Window Size Effect on Time-Series Subsequence Matching: A Qualitative Performance Study (시계열 서브시퀀스 매칭의 윈도우 크기 효과 : 정량적 성능 연구)

  • 고현길;정인범;김상욱
    • Proceedings of the Korea Multimedia Society Conference
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    • 2003.11a
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    • pp.371-374
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    • 2003
  • 서브시퀀스 매칭은 주어진 질의 시퀀스와 변화의 추세가 유사한 서브시퀀스들을 시계열 데이터베이스로부터 검색하는 연산이다. 본 논문에서는 기존에 제안된 서브시퀀스 매칭 기법인 FRM과 Dual-Match를 대상으로 다양한 실험을 통하여 윈도우 크기 효과를 정량적으로 분석한다. 또한, 이러한 분석 결과를 기반으로 서브시퀀스 매칭 처리의 성능 개선을 위한 향후의 연구 방향을 제시한다.

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Shape-Based Subsequence Matching in Time-Series Databases (시계열 데이터베이스에서의 모양 기반 서브시퀀스 매칭)

  • 김태훈;윤지희;김상욱;박상현
    • 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.

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