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GEM: an elastic and translation-invariant similarity measure with automatic trend adjustment

Published: 24 March 2014 Publication History

Abstract

The widespread use of digital sensor systems causes a tremendous demand for high-quality time series analysis tools. In this domain the majority of data mining algorithms relies on established distance measures like Dynamic Time Warping (DTW) or Euclidean distance (ED). However, the notion of similarity induced by ED and DTW may lead to unsatisfactory clusterings. In order to address this shortcoming we introduce the Gliding Elastic Match (GEM) algorithm. It determines an optimal local similarity measure of a query time series Q and a subject time series S. The measure is invariant under both local deformation on the measurement-axis and scaling in the time domain. GEM is compared to ED and (un)constrained DTW in terms of matching quality for several datasets and outperforms the competitors in most cases. In order to accelerate the application of GEM to large-scale datasets, we further present an efficient CUDA parallelization.

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        cover image ACM Conferences
        SAC '14: Proceedings of the 29th Annual ACM Symposium on Applied Computing
        March 2014
        1890 pages
        ISBN:9781450324694
        DOI:10.1145/2554850
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        Published: 24 March 2014

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        Author Tags

        1. cuda
        2. distance measure
        3. dynamic time warping
        4. time-series

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        SAC 2014: Symposium on Applied Computing
        March 24 - 28, 2014
        Gyeongju, Republic of Korea

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        SAC '14 Paper Acceptance Rate 218 of 939 submissions, 23%;
        Overall Acceptance Rate 1,650 of 6,669 submissions, 25%

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