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A subsequence matching algorithm supporting moving average transform of arbitrary order in time-series databases using index interpolation

Authors:

Woong-Kee Loh,

Sang-Wook KimAuthors Info & Claims

ADC '01: Proceedings of the 12th Australasian database conference

Pages 37 - 44

Published: 29 January 2001 Publication History

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Abstract

In this paper, we propose a subsequence matching algorithm that supports moving average transform of arbitrary order in time-series databases. The existing subsequence matching algorithm by Faloutsos et al. would require an index for each moving average order, which causes serious storage and CPU time overhead. In this paper, we solve the problem using index interpolation. The proposed algorithm can use only a few indexes for pre-selected moving average orders k and performs subsequence matching for arbitrary order m (≤ k). We prove that the proposed algorithm causes no false dismissal. For selectivities less than 10^-2, the degradation of search performance compared with the fully-indexed case is no more than 17.2 % when two out of 128 indexes are used. The algorithm works better with smaller selectivities.

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Moon YKim J(2007)Efficient moving average transform-based subsequence matching algorithms in time-series databasesInformation Sciences: an International Journal10.1016/j.ins.2007.05.038177:23(5415-5431)Online publication date: 1-Dec-2007
https://dl.acm.org/doi/10.1016/j.ins.2007.05.038
Moon YKim J(2006)A single index approach for time-series subsequence matching that supports moving average transform of arbitrary orderProceedings of the 10th Pacific-Asia conference on Advances in Knowledge Discovery and Data Mining10.1007/11731139_86(739-749)Online publication date: 9-Apr-2006
https://dl.acm.org/doi/10.1007/11731139_86

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A subsequence matching algorithm supporting moving average transform of arbitrary order in time-series databases using index interpolation

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Published In

ADC '01: Proceedings of the 12th Australasian database conference

January 2001

185 pages

ISBN:0769509665

Conference Chairs:
Maria E. Orlowska
The University of Queensland, Australia
,
John F. Roddick
Flinders University, Australia

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IEEE Computer Society

United States

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Published: 29 January 2001

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ADC '01

January 29 - February 1, 2001

Queensland, Gold Coast, Australia

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Overall Acceptance Rate 98 of 224 submissions, 44%

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Moon YKim J(2007)Efficient moving average transform-based subsequence matching algorithms in time-series databasesInformation Sciences: an International Journal10.1016/j.ins.2007.05.038177:23(5415-5431)Online publication date: 1-Dec-2007
https://dl.acm.org/doi/10.1016/j.ins.2007.05.038
Moon YKim J(2006)A single index approach for time-series subsequence matching that supports moving average transform of arbitrary orderProceedings of the 10th Pacific-Asia conference on Advances in Knowledge Discovery and Data Mining10.1007/11731139_86(739-749)Online publication date: 9-Apr-2006
https://dl.acm.org/doi/10.1007/11731139_86

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Using multiple indexes for efficient subsequence matching in time-series databases

Efficient moving average transform-based subsequence matching algorithms in time-series databases

A Subsequence Matching Algorithm that Supports Normalization Transform in Time-Series Databases

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