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Partial Elastic Matching of Time Series
Houston, Texas November 27-November 30
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/ICDM.2005.118Fifth IEEE International Conference o ...
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Longin Jan Latecki, Temple University
Vasileios Megalooikonomou, Temple University
Qiang Wang, Temple University
Rolf Lakaemper, Temple University
C. A. Ratanamahatana, University of California at Riverside
E. Keogh, University of California at Riverside
We consider the problem of elastic matching of time series. We propose an algorithm that determines a subsequence of a target time series that best matches a query series. In the proposed algorithm we map the problem of the best matching subsequence to the problem of a cheapest path in a DAG (directed acyclic graph). The proposed approach allows us to also compute the optimal scale and translation of time series values, which is a nontrivial problem in the case of subsequence matching.
Citation:
Longin Jan Latecki, Vasileios Megalooikonomou, Qiang Wang, Rolf Lakaemper, C. A. Ratanamahatana, E. Keogh, "Partial Elastic Matching of Time Series," icdm, pp.701-704, Fifth IEEE International Conference on Data Mining (ICDM'05), 2005
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