## Efficient Retrieval of Similar Time Sequences Using DFT (1998)

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Venue: | Proc. Int’l Conf. Foundations of Data Organizations and Algorithms |

Citations: | 55 - 2 self |

### BibTeX

@INPROCEEDINGS{Rafiei98efficientretrieval,

author = {Davood Rafiei and Alberto Mendelzon},

title = {Efficient Retrieval of Similar Time Sequences Using DFT},

booktitle = {Proc. Int’l Conf. Foundations of Data Organizations and Algorithms},

year = {1998}

}

### Years of Citing Articles

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### Abstract

We propose an improvement of the known DFTbased indexing technique for fast retrieval of similar time sequences. We use the last few Fourier coefficients in the distance computation without storing them in the index since every coefficient at the end is the complex conjugate of a coefficient at the beginning and as strong as its counterpart. We show analytically that this observation can accelerate the search time of the index by more than a factor of two. This result was confirmed by our experiments, which were carried out on real stock prices and synthetic data. Keywords similarity retrieval, time series indexing 1

### Citations

2221 | R-Trees: A Dynamic Index Structure for Spatial Searching - Guttman - 1984 |

424 | Fast subsequence matching in time-series databases
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- 1994
(Show Context)
Citation Context ...mation such as moving average, time scaling and inverting. In another work [Raf98], we generalize this framework to multiple transformations. More follow-up work includes the work of Faloutsos et al. =-=[FRM94]-=- on subsequence matching and that of Goldin et al. [GK95] on normalizing sequences before storing them in the index. In this paper, we use the indexing technique proposed by Agrawal et al.[AFS93], but... |

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- 1993
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Citation Context ...terns in two regions of the world were similar. There have been several efforts to develop access methods for efficient retrieval of similar time sequences [AFS93, FRM94, RM97, YJF98]. Agrawal et al. =-=[AFS93]-=- propose an efficient index structure to retrieve similar time sequences stored in a database. They map time sequences into the frequency domain using the Discrete Fourier Transform (DFT) and keep the... |

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202 | The analysis of Time-Series: An introduction - Chatfield |

198 | Fast similarity search in the presence of noise, scaling, and translation in time-series databases - Agrawal, Lin, et al. - 1995 |

198 | The Fractal Geometry of Nature (W.H - Mandelbrot - 1982 |

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- 1998
(Show Context)
Citation Context ... al. [JMM95]. The framework has three components: a pattern language, a transformation rule language, and a query language. The framework can be tuned to the needs of time sequences domain. Yi et al. =-=[YJF98]-=- use time warping as a distance function and present algorithms for retrieving similar time sequences under this function. Agrawal et al. [APWZ95] describe a pattern language called SDL to encode quer... |

136 | Similarity-based queries for time series data
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- 1997
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Citation Context ...ing method and propose techniques for retrieving similar time sequences whose differences can be removed by a linear transformation such as moving average, time scaling and inverting. In another work =-=[Raf98]-=-, we generalize this framework to multiple transformations. More follow-up work includes the work of Faloutsos et al. [FRM94] on subsequence matching and that of Goldin et al. [GK95] on normalizing se... |

107 | Querying shapes of histories
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- 1995
(Show Context)
Citation Context ...tuned to the needs of time sequences domain. Yi et al. [YJF98] use time warping as a distance function and present algorithms for retrieving similar time sequences under this function. Agrawal et al. =-=[APWZ95] describe -=-a pattern language called SDL to encode queries about "shapes" found in time sequences. A query language for time series data in the stock market domain is developed by Roth [Rot93]. The lan... |

99 | On similarity queries for time-series data: constraint specification and implementation
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- 1995
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Citation Context ... In another work [Raf98], we generalize this framework to multiple transformations. More follow-up work includes the work of Faloutsos et al. [FRM94] on subsequence matching and that of Goldin et al. =-=[GK95]-=- on normalizing sequences before storing them in the index. In this paper, we use the indexing technique proposed by Agrawal et al.[AFS93], but in addition to the first few coefficients we also take t... |

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(Show Context)
Citation Context ...enefit from this performance improvement. There are other related works on time series data. A domain-independent framework for posing similarity queries on a database is developed by Jagadish et al. =-=[JMM95]-=-. The framework has three components: a pattern language, a transformation rule language, and a query language. The framework can be tuned to the needs of time sequences domain. Yi et al. [YJF98] use ... |

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- 1994
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Citation Context ...r time series data in the stock market domain is developed by Roth [Rot93]. The language is built on top of CORAL [RS92], and every query is translated into a sequence of CORAL rules. Seshadri et al. =-=[SLR94]-=- develop a data model and a query language for sequences in general but do not mention similarity matching as a query language operator. 2.2 Discrete Fourier Transform Let a time sequence be a finite ... |

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15 | MIMSY: A system for analyzing time series data in the stock market domain
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- 1993
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Citation Context ... et al. [APWZ95] describe a pattern language called SDL to encode queries about "shapes" found in time sequences. A query language for time series data in the stock market domain is develope=-=d by Roth [Rot93]-=-. The language is built on top of CORAL [RS92], and every query is translated into a sequence of CORAL rules. Seshadri et al. [SLR94] develop a data model and a query language for sequences in general... |

8 |
The R* tree: an efficient and robust index method for points and rectangles
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- 1990
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Citation Context ...ld for the best case query on Brownian noise data 4 Experiments To show the performance gain of our proposed method, we implemented it using Norbert Beckmann's Version 2 implementation of the R*-tree =-=[BKSS90]-=- and compared it to the original indexing method proposed by Agrawal et al. [AFS93]. All our experiments were conducted on a 168MHZ Ultrasparc station. We ran experiments on the following two data set... |

7 |
Control, Relations and Logic
- CORAL
- 1992
(Show Context)
Citation Context ...lled SDL to encode queries about "shapes" found in time sequences. A query language for time series data in the stock market domain is developed by Roth [Rot93]. The language is built on top=-= of CORAL [RS92]-=-, and every query is translated into a sequence of CORAL rules. Seshadri et al. [SLR94] develop a data model and a query language for sequences in general but do not mention similarity matching as a q... |

1 | MIMSY: A system for analyzing time series data in the market domain - Roth - 1993 |