Similarity join over multiple time series under Dynamic Time Warping

Similarity join over multiple time series is an interesting task of data mining. This task aims at identifying couples of similar subsequences from multiple time series and the two subsequences might have any length and be at any position in the time series. However, the task is extremely challengi...

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Main Author: Bui Cong Giao
Format: Article
Language:English
Published: Can Tho University Publisher 2023-10-01
Series:CTU Journal of Innovation and Sustainable Development
Subjects:
Online Access:http://web2010.thanhtoan/index.php/ctujs/article/view/671
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author Bui Cong Giao
author_facet Bui Cong Giao
author_sort Bui Cong Giao
collection DOAJ
description Similarity join over multiple time series is an interesting task of data mining. This task aims at identifying couples of similar subsequences from multiple time series and the two subsequences might have any length and be at any position in the time series. However, the task is extremely challenging since the computational time to search for couples of similar subsequences from two time series is very large. Moreover, the task needs to normalize two subsequences before conducting a distance measure on the normalized subsequences to consider the similar degree of the original subsequences. To address the problem, this paper proposes a method of similarity join over two time series under Dynamic Time Warping (DTW), supporting z-score normalization. The proposed method utilizes both a suite of state-of-the-art techniques for computing the DTW distance and a technique of incremental z-score normalization to reduce the computational costs. The method employs multithreading to improve runtime performance. If similar subsequences from two time series may not pair up because they are too far apart, the method might use a sliding window to constrain a scope for coupling similar subsequences. The experiments on the proposed method show that the method could return similar subsequences quickly and incur no false dismissals.
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spelling doaj-art-b37b067631124c318815c77aecb6298c2025-08-20T02:02:10ZengCan Tho University PublisherCTU Journal of Innovation and Sustainable Development2588-14182815-64122023-10-0115Special issue: ISDSSimilarity join over multiple time series under Dynamic Time WarpingBui Cong Giao0a:1:{s:5:"en_US";s:3:"SGU";} Similarity join over multiple time series is an interesting task of data mining. This task aims at identifying couples of similar subsequences from multiple time series and the two subsequences might have any length and be at any position in the time series. However, the task is extremely challenging since the computational time to search for couples of similar subsequences from two time series is very large. Moreover, the task needs to normalize two subsequences before conducting a distance measure on the normalized subsequences to consider the similar degree of the original subsequences. To address the problem, this paper proposes a method of similarity join over two time series under Dynamic Time Warping (DTW), supporting z-score normalization. The proposed method utilizes both a suite of state-of-the-art techniques for computing the DTW distance and a technique of incremental z-score normalization to reduce the computational costs. The method employs multithreading to improve runtime performance. If similar subsequences from two time series may not pair up because they are too far apart, the method might use a sliding window to constrain a scope for coupling similar subsequences. The experiments on the proposed method show that the method could return similar subsequences quickly and incur no false dismissals. http://web2010.thanhtoan/index.php/ctujs/article/view/671Data normalizationDynamic Time Warpingsimilarity join
spellingShingle Bui Cong Giao
Similarity join over multiple time series under Dynamic Time Warping
CTU Journal of Innovation and Sustainable Development
Data normalization
Dynamic Time Warping
similarity join
title Similarity join over multiple time series under Dynamic Time Warping
title_full Similarity join over multiple time series under Dynamic Time Warping
title_fullStr Similarity join over multiple time series under Dynamic Time Warping
title_full_unstemmed Similarity join over multiple time series under Dynamic Time Warping
title_short Similarity join over multiple time series under Dynamic Time Warping
title_sort similarity join over multiple time series under dynamic time warping
topic Data normalization
Dynamic Time Warping
similarity join
url http://web2010.thanhtoan/index.php/ctujs/article/view/671
work_keys_str_mv AT buiconggiao similarityjoinovermultipletimeseriesunderdynamictimewarping