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Querying and Mining of Time Series Data: Experimental Comparison of Representations and Distance Measures

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by Hui Ding , Goce Trajcevski , Xiaoyue Wang , Eamonn Keogh
Citations:141 - 24 self
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@MISC{Ding_queryingand,
    author = {Hui Ding and Goce Trajcevski and Xiaoyue Wang and Eamonn Keogh},
    title = {Querying and Mining of Time Series Data: Experimental Comparison of Representations and Distance Measures},
    year = {}
}

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Abstract

The last decade has witnessed a tremendous growths of interests in applications that deal with querying and mining of time series data. Numerous representation methods for dimensionality reduction and similarity measures geared towards time series have been introduced. Each individual work introducing a particular method has made specific claims and, aside from the occasional theoretical justifications, provided quantitative experimental observations. However, for the most part, the comparative aspects of these experiments were too narrowly focused on demonstrating the benefits of the proposed methods over some of the previously introduced ones. In order to provide a comprehensive validation, we conducted an extensive set of time series experiments re-implementing 8 different representation methods and 9 similarity measures and their variants, and testing their effectiveness on 38 time series data sets from a wide variety of application domains. In this paper, we give an overview of these different techniques and present our comparative experimental findings regarding their effectiveness. Our experiments have provided both a unified validation of some of the existing achievements, and in some cases, suggested that certain claims in the literature may be unduly optimistic. 1.

Keyphrases

time series data    distance measure    experimental comparison    similarity measure    specific claim    comparative experimental finding    particular method    last decade    comprehensive validation    different technique    dimensionality reduction    time series data set    unified validation    towards time series    numerous representation method    quantitative experimental observation    application domain    certain claim    occasional theoretical justification    time series experiment    different representation method    individual work    comparative aspect    wide variety    tremendous growth    extensive set   

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