IEICE Transactions on Information and Systems
Online ISSN : 1745-1361
Print ISSN : 0916-8532
Regular Section
Linear Detrending Subsequence Matching in Time-Series Databases
Myeong-Seon GILYang-Sae MOONBum-Soo KIM
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2011 Volume E94.D Issue 4 Pages 917-920

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Abstract
Every time-series has its own linear trend, the directionality of a time-series, and removing the linear trend is crucial to get more intuitive matching results. Supporting the linear detrending in subsequence matching is a challenging problem due to the huge number of all possible subsequences. In this paper we define this problem as the linear detrending subsequence matching and propose its efficient index-based solution. To this end, we first present a notion of LD-windows (LD means linear detrending). Using the LD-windows we then present a lower bounding theorem for the index-based matching solution and show its correctness. We next propose the index building and subsequence matching algorithms. We finally show the superiority of the index-based solution.
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© 2011 The Institute of Electronics, Information and Communication Engineers
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