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73
Locally Adaptive Dimensionality Reduction for Indexing Large Time Series Databases
 In proceedings of ACM SIGMOD Conference on Management of Data
, 2002
"... Similarity search in large time series databases has attracted much research interest recently. It is a difficult problem because of the typically high dimensionality of the data.. The most promising solutions' involve performing dimensionality reduction on the data, then indexing the reduced data w ..."
Abstract

Cited by 231 (28 self)
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Similarity search in large time series databases has attracted much research interest recently. It is a difficult problem because of the typically high dimensionality of the data.. The most promising solutions' involve performing dimensionality reduction on the data, then indexing the reduced data with a multidimensional index structure. Many dimensionality reduction techniques have been proposed, including Singular Value Decomposition (SVD), the Discrete Fourier transform (DFT), and the Discrete Wavelet Transform (DWT). In this work we introduce a new dimensionality reduction technique which we call Adaptive Piecewise Constant Approximation (APCA). While previous techniques (e.g., SVD, DFT and DWT) choose a common representation for all the items in the database that minimizes the global reconstruction error, APCA approximates each time series by a set of constant value segments' of varying lengths' such that their individual reconstruction errors' are minimal. We show how APCA can be indexed using a multidimensional index structure. We propose two distance measures in the indexed space that exploit the high fidelity of APCA for fast searching: a lower bounding Euclidean distance approximation, and a nonlower bounding, but very tight Euclidean distance approximation and show how they can support fast exact searchin& and even faster approximate searching on the same index structure. We theoretically and empirically compare APCA to all the other techniques and demonstrate its' superiority.
Discovering similar multidimensional trajectories
 In ICDE
, 2002
"... We investigate techniques for analysis and retrieval of object trajectories in a two or three dimensional space. Such kind of data usually contain a great amount of noise, that makes all previously used metrics fail. Therefore, here we formalize nonmetric similarity functions based on the Longest C ..."
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Cited by 173 (6 self)
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We investigate techniques for analysis and retrieval of object trajectories in a two or three dimensional space. Such kind of data usually contain a great amount of noise, that makes all previously used metrics fail. Therefore, here we formalize nonmetric similarity functions based on the Longest Common Subsequence (LCSS), which are very robust to noise and furthermore provide an intuitive notion of similarity between trajectories by giving more weight to the similar portions of the sequences. Stretching of sequences in time is allowed, as well as global translating of the sequences in space. Efficient approximate algorithms that compute these similarity measures are also provided. We compare these new methods to the widely used Euclidean and Time Warping distance functions (for real and synthetic data) and show the superiority of our approach, especially under the strong presence of noise. We prove a weaker version of the triangle inequality and employ it in an indexing structure to answer nearest neighbor queries. Finally, we present experimental results that validate the accuracy and efficiency of our approach. 1
Outlier detection for high dimensional data
, 2001
"... The outlier detection problem has important applications in the eld of fraud detection, netw ork robustness analysis, and intrusion detection. Most suc h applications are high dimensional domains in whic hthe data can con tain hundreds of dimensions. Many recen t algorithms use concepts of pro ximit ..."
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Cited by 161 (4 self)
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The outlier detection problem has important applications in the eld of fraud detection, netw ork robustness analysis, and intrusion detection. Most suc h applications are high dimensional domains in whic hthe data can con tain hundreds of dimensions. Many recen t algorithms use concepts of pro ximity in order to nd outliers based on their relationship to the rest of the data. Ho w ever, in high dimensional space, the data is sparse and the notion of proximity fails to retain its meaningfulness. In fact, the sparsity of high dimensional data implies that every point is an almost equally good outlier from the perspective ofproximitybased de nitions. Consequently, for high dimensional data, the notion of nding meaningful outliers becomes substantially more complex and nonobvious. In this paper, w e discuss new techniques for outlier detection whic h nd the outliers by studying the behavior of projections from the data set. 1.
A monte carlo algorithm for fast projective clustering
 In Proceedings of the 2002 ACM SIGMOD International conference on Management of data
, 2002
"... We propose a mathematical formulation for the notion of optimal projective cluster, starting from natural requirements on the density of points in subspaces. This allows us to develop a Monte Carlo algorithm for iteratively computing projective clusters. We prove that the computed clusters are good ..."
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Cited by 83 (1 self)
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We propose a mathematical formulation for the notion of optimal projective cluster, starting from natural requirements on the density of points in subspaces. This allows us to develop a Monte Carlo algorithm for iteratively computing projective clusters. We prove that the computed clusters are good with high probability. We implemented a modified version of the algorithm, using heuristics to speed up computation. Our extensive experiments show that our method is significantly more accurate than previous approaches. In particular, we use our techniques to build a classifier for detecting rotated human faces in cluttered images. 1. PROJECTIVE CLUSTERING Clustering is a widely used technique for data mining, indexing, and classification. Many practical methods proposed in the last few years, such as CLARANS [11], BIRCH [15], DBSCAN [5, 6], and
Indexing the Distance: An Efficient Method to KNN Processing
, 2001
"... In this paper, we present an efficient method, called iDistance, for Knearest neighbor (KNN) search in a highdimensional space. iDistance partitions the data and selects a reference point for each partition. The data in each cluster are transformed into a single dimensional space based on their si ..."
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Cited by 62 (13 self)
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In this paper, we present an efficient method, called iDistance, for Knearest neighbor (KNN) search in a highdimensional space. iDistance partitions the data and selects a reference point for each partition. The data in each cluster are transformed into a single dimensional space based on their similarity with respect to a reference point. This allows the points to be indexed using a B + tree structure and KNN search be performed using onedimensional range search. The choice of partition and reference point provides the iDistance technique with degrees of freedom most other techniques do not have. We describe how appropriate choices here can effectively adapt the index structure to the data distribution. We conducted extensive experiments to evaluate the iDistance technique, and report results demonstrating its effectiveness.
Indexing SpatioTemporal Trajectories with Chebyshev Polynomials
 Proc. 2004 SIGMOD, toappear
"... In this thesis, we investigate the subject of indexing large collections of spatiotemporal trajectories for similarity matching. Our proposed technique is to first mitigate the dimensionality curse problem by approximating each trajectory with a low order polynomiallike curve, and then incorporate ..."
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Cited by 50 (0 self)
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In this thesis, we investigate the subject of indexing large collections of spatiotemporal trajectories for similarity matching. Our proposed technique is to first mitigate the dimensionality curse problem by approximating each trajectory with a low order polynomiallike curve, and then incorporate a multidimensional index into the reduced space of polynomial coefficients. There are many possible ways to choose the polynomial, including Fourier transforms, splines, nonlinear regressions, etc. Some of these possibilities have indeed been studied before. We hypothesize that one of the best approaches is the polynomial that minimizes the maximum deviation from the true value, which is called the minimax polynomial. Minimax approximation is particularly meaningful for indexing because in a branchandbound search (i.e., for finding nearest neighbours), the smaller the maximum deviation, the more pruning opportunities there exist. In general, among all the polynomials of the same degree, the optimal minimax polynomial is very hard to compute. However, it has been shown that the Chebyshev approximation is almost identical to the optimal minimax polynomial, and is easy to compute [32]. Thus, we shall explore how to use
Variable Selection for ModelBased Clustering
 Journal of the American Statistical Association
, 2006
"... We consider the problem of variable or feature selection for modelbased clustering. We recast the problem of comparing two nested subsets of variables as a model comparison problem, and address it using approximate Bayes factors. We develop a greedy search algorithm for finding a local optimum in m ..."
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Cited by 46 (4 self)
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We consider the problem of variable or feature selection for modelbased clustering. We recast the problem of comparing two nested subsets of variables as a model comparison problem, and address it using approximate Bayes factors. We develop a greedy search algorithm for finding a local optimum in model space. The resulting method selects variables (or features), the number of clusters, and the clustering model simultaneously. We applied the method to several simulated and real examples, and found that removing irrelevant variables often improved performance. Compared to methods based on all the variables, our variable selection method consistently yielded more accurate estimates of the number of clusters, and lower classification error rates, as well as more parsimonious clustering models and easier visualization of results.
iDistance: An Adaptive B+tree Based Indexing Method for Nearest Neighbor Search
"... In this paper, we present an efficient B+tree based indexing method, called iDistance, for Knearest neighbor (KNN) search in a highdimensional metric space. iDistance partitions the data based on a space or datapartitioning strategy, and selects a reference point for each partition. The data po ..."
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Cited by 40 (1 self)
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In this paper, we present an efficient B+tree based indexing method, called iDistance, for Knearest neighbor (KNN) search in a highdimensional metric space. iDistance partitions the data based on a space or datapartitioning strategy, and selects a reference point for each partition. The data points in each partition are transformed into a single dimensional value based on their similarity with respect to the reference point. This allows the points to be indexed using a B +tree structure and KNN search to be performed using onedimensional range search. The choice of partition and reference point adapt the index structure to the data distribution. We conducted extensive experiments to evaluate the iDistance technique, and report results demonstrating its effectiveness. We also present a cost model for iDistance KNN search, which can be exploited in query optimization.
The concentration of fractional distances
 IEEE Trans. on Knowledge and Data Engineering
, 2007
"... Abstract—Nearest neighbor search and many other numerical data analysis tools most often rely on the use of the euclidean distance. When data are high dimensional, however, the euclidean distances seem to concentrate; all distances between pairs of data elements seem to be very similar. Therefore, t ..."
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Cited by 37 (1 self)
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Abstract—Nearest neighbor search and many other numerical data analysis tools most often rely on the use of the euclidean distance. When data are high dimensional, however, the euclidean distances seem to concentrate; all distances between pairs of data elements seem to be very similar. Therefore, the relevance of the euclidean distance has been questioned in the past, and fractional norms (Minkowskilike norms with an exponent less than one) were introduced to fight the concentration phenomenon. This paper justifies the use of alternative distances to fight concentration by showing that the concentration is indeed an intrinsic property of the distances and not an artifact from a finite sample. Furthermore, an estimation of the concentration as a function of the exponent of the distance and of the distribution of the data is given. It leads to the conclusion that, contrary to what is generally admitted, fractional norms are not always less concentrated than the euclidean norm; a counterexample is given to prove this claim. Theoretical arguments are presented, which show that the concentration phenomenon can appear for real data that do not match the hypotheses of the theorems, in particular, the assumption of independent and identically distributed variables. Finally, some insights about how to choose an optimal metric are given. Index Terms—Nearest neighbor search, highdimensional data, distance concentration, fractional distances. 1
Computing Clusters of Correlation Connected Objects
, 2004
"... The detection of correlations between different features in a set of feature vectors is a very important data mining task because correlation indicates a dependency between the features or some association of cause and effect between them. This association can be arbitrarily complex, i.e. one or mor ..."
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Cited by 34 (10 self)
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The detection of correlations between different features in a set of feature vectors is a very important data mining task because correlation indicates a dependency between the features or some association of cause and effect between them. This association can be arbitrarily complex, i.e. one or more features might be dependent from a combination of several other features. Wellknown methods like the principal components analysis (PCA) can perfectly find correlations which are global, linear, not hidden in a set of noise vectors, and uniform, i.e. the same type of correlation is exhibited in all feature vectors. In many applications such as medical diagnosis, molecular biology, time sequences, or electronic commerce, however, correlations are not global since the dependency between features can be different in different subgroups of the set. In this paper, we propose a method called 4C (Computing Correlation Connected Clusters) to identify local subgroups of the data objects sharing a uniform but arbitrarily complex correlation. Our algorithm is based on a combination of PCA and densitybased clustering (DBSCAN). Our method has a determinate result and is robust against noise. A broad comparative evaluation demonstrates the superior performance of 4C over competing methods such as DBSCAN, CLIQUE and ORCLUS.