• Title/Summary/Keyword: Time-series matching

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A Subsequence Matching Technique that Supports Time Warping Efficiently (타임 워핑을 지원하는 효율적인 서브시퀀스 매칭 기법)

  • Park, Sang-Hyun;Kim, Sang-Wook;Cho, June-Suh;Lee, Hoen-Gil
    • 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.

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Linear Detrending Subsequence Matching in Time-Series Databases (시계열 데이터베이스에서 선형 추세 제거 서브시퀀스 매칭)

  • Gil, Myeong-Seon;Kim, Bum-Soo;Moon, Yang-Sae;Kim, Jin-Ho
    • Journal of KIISE:Computing Practices and Letters
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    • v.16 no.5
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    • pp.586-590
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    • 2010
  • 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.

HummingBird: A Similar Music Retrieval System using Improved Scaled and Warped Matching (HummingBird: 향상된 스케일드앤워프트 매칭을 이용한 유사 음악 검색 시스템)

  • Lee, Hye-Hwan;Shim, Kyu-Seok;Park, Hyoung-Min
    • Journal of KIISE:Databases
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    • v.34 no.5
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    • pp.409-419
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    • 2007
  • Database community focuses on the similar music retrieval systems for music database when a humming query is given. One of the approaches is converting the midi data to time series, building their indices and performing the similarity search on them. Queries based on humming can be transformed to time series by using the known pitch detection algorithms. The recently suggested algorithm, scaled and warped matching, is based on dynamic time warping and uniform scaling. This paper proposes Humming BIRD(Humming Based sImilaR mini music retrieval system) using sliding window and center-aligned scaled and warped matching. Center-aligned scaled and warped matching is a mixed distance measure of center-aligned uniform scaling and time warping. The newly proposed measure gives tighter lower bound than previous ones which results in reduced search space. The empirical results show the superiority of this algorithm comparing the pruning power while it returns the same results.

DYNAMIC TIME WARPING FOR EFFICIENT RANGE QUERY

  • Long Chuyu Li;Jin Sungbo Seo;Ryu Keun Ho
    • Proceedings of the KSRS Conference
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    • 2005.10a
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    • pp.294-297
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    • 2005
  • Time series are comprehensively appeared and developed in many applications, ranging from science and technology to business and entertainrilent. Similarity search under time warping has attracted much interest between the time series in the large sequence databases. DTW (Dynamic Time Warping) is a robust distance measure and is superior to Euclidean distance for time series, allowing similarity matching although one of the sequences can elastic shift along the time axis. Nevertheless, it is more unfortunate that DTW has a quadratic time. Simultaneously the false dismissals are come forth since DTW distance does not satisfy the triangular inequality. In this paper, we propose an efficient range query algorithmbased on a new similarity search method under time warping. When our range query applies for this method, it can remove the significant non-qualify time series as early as possible before computing the accuracy DTW distance. Hence, it speeds up the calculation time and reduces the number of scanning the time series. Guaranteeing no false dismissals, the lower bounding function is advised that consistently underestimate the DTW distance and satisfy the triangular inequality. Through the experimental result, our range query algorithm outperforms the existing others.

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Model reduction by the eigenvalue selected considering the error of the power series (멱급수 오차를 고려하여 선택된 고유치에 의한 모델 저차화 방법)

  • 김원호;최태호
    • 제어로봇시스템학회:학술대회논문집
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    • 1987.10b
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    • pp.155-160
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    • 1987
  • In this paper, the model reduction method of the linear time invariant continuous systems is proposed. The denominator of reduced order model is determined by the eigenvalue selected considering the error of the power series that exists between original system and reduced order system at each time moments. And the numerator of model is founded by the time moment matching method. The method suggested is compared with other various methods in examples.

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Effectiveness Evaluations of Subsequence Matching Methods Using KOSPI Data (한국 주식 데이터를 이용한 서브시퀀스 매칭 방법의 효과성 평가)

  • Yoo Seung Keun;Lee Sang Ho
    • The KIPS Transactions:PartD
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    • v.12D no.3 s.99
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    • pp.355-364
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    • 2005
  • Previous researches on subsequence matching have been focused on how to make indexes in order to speed up the matching time, and do not take into account the effectiveness issues of subsequence matching methods. This paper considers the effectiveness of subsequence matching methods and proposes two metrics for effectiveness evaluations of subsequence matching algorithms. We have applied the proposed metrics to Korean stock data and five known matching algorithms. The analysis on the empirical data shows that two methods (i.e., the method supporting normalization, and the method supporting scaling and shifting) outperform the others in terms of the effectiveness of subsequence matching.

A Visualization Tool for Ranked Subsequence Matching in Time-Series Databases (시계열 데이터베이스에서 순위를 지원하는 서브시퀀스 매칭 방법을 위한 시각화 툴)

  • Lee, Sung-Jin;Lee, Jinsoo;Cho, Hune;Han, Wook-Shin
    • Proceedings of the Korea Information Processing Society Conference
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    • 2009.11a
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    • pp.787-788
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    • 2009
  • 시계열 데이터(time-series data)는 연속적인 데이터를 고정된 시간 간격으로 샘플링한 실수 값들의 연속을 의미한다. 시계열 데이터의 예로는, 음악 및 동영상 데이터, 심전도 데이터, 주식 그래프 등의 데이터가 있다. 시계열 데이터는 다시 데이터베이스에 저장 되어있는 데이터 시퀀스(data sequence)와, 사용자에 의해 주어지는 질의 시퀀스(query sequence)로 분류된다. 시계열 데이터베이스(time-series database)에서 순위를 지원하는 서브시퀀스 매칭 방법(ranked subsequence matching)은 데이터 시퀀스와 질의 시퀀스가 주어졌을 때, 질의 시퀀스의 길이와 같은 데이터 시퀀스의 서브시퀀스(subsequence)들 중에서 질의 시퀀스와 가장 유사한 상위 k개의 서브시퀀스들을 찾는 것이다. 본 논문의 목적은 사용자가 매칭 방법에 대한 인식과 이해가 부족하더라도 기존의 콘솔 기반의 매칭 프로그램을 보다 쉽게 사용할 수 있도록 이용성을 향상시키기 위하여 시각화 툴을 개발하는 것이다. 구체적으로, 5가지 시각화(visualization) 기능을 제공하는 사용자 인터페이스를 구현하였다. 구현된 사용자 인터페이스를 통해 사용자가 기존의 매칭 프로그램을 보다 쉽고 간편하게 사용할 수 있도록 기여한다.

Order preserving matching with k mismatches (k개의 오차를 허용하는 순위 패턴 매칭)

  • Lee, Inbok
    • Smart Media Journal
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    • v.9 no.2
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    • pp.33-38
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    • 2020
  • Order preserving matching refers to the problem of reporting substrings of a given text where there exists order isomorphism with the pattern. In this paper, we propose a new algorithm based on filtering and evaluation. The proposed algorithm is simple and easy to implement, and runs in linear time on average. Experimental results show that it works efficiently with real world data.

A Single Index Approach for Subsequence Matching that Supports Normalization Transform in Time-Series Databases (시계열 데이터베이스에서 단일 색인을 사용한 정규화 변환 지원 서브시퀀스 매칭)

  • Moon Yang-Sae;Kim Jin-Ho;Loh Woong-Kee
    • The KIPS Transactions:PartD
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    • v.13D no.4 s.107
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    • pp.513-524
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    • 2006
  • Normalization transform is very useful for finding the overall trend of the time-series data since it enables finding sequences with similar fluctuation patterns. The previous subsequence matching method with normalization transform, however, would incur index overhead both in storage space and in update maintenance since it should build multiple indexes for supporting arbitrary length of query sequences. To solve this problem, we propose a single index approach for the normalization transformed subsequence matching that supports arbitrary length of query sequences. For the single index approach, we first provide the notion of inclusion-normalization transform by generalizing the original definition of normalization transform. The inclusion-normalization transform normalizes a window by using the mean and the standard deviation of a subsequence that includes the window. Next, we formally prove correctness of the proposed method that uses the inclusion-normalization transform for the normalization transformed subsequence matching. We then propose subsequence matching and index building algorithms to implement the proposed method. Experimental results for real stock data show that our method improves performance by up to $2.5{\sim}2.8$ times over the previous method. Our approach has an additional advantage of being generalized to support many sorts of other transforms as well as normalization transform. Therefore, we believe our work will be widely used in many sorts of transform-based subsequence matching methods.

Intensity Gradients-based Stereo Matching of Road Images (에지정보를 이용한 도로영상의 스테레오 정합)

  • 이기용;이준웅
    • Transactions of the Korean Society of Automotive Engineers
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    • v.11 no.1
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    • pp.201-210
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    • 2003
  • In this paper, we propose a new binocular stereo correspondence method by maximizing a fitness formulated by integrating two constraints of edge similarity and disparity smoothness simultaneously. The proposed stereopsis focusing to measure distances to leading vehicles on roads uses intensity gradients as matching attribute. In contrast to the previous work of area-based stereo matching, in which matching unit is a pixel, the matching unit of the proposed method becomes an area itself which is obtained by selecting a series of pixels enclosed by two pixels on the left and right boundaries of an object. This approach allows us to cope with real-time processing and to avoid window size selection problems arising from conventional area-based stereo.