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