Season- and Trend-aware Symbolic Approximation for Accurate and Efficient Time Series Matching.
Research output: Contribution to journal › Research article › Contributed › peer-review
Contributors
Abstract
Processing and analyzing time series datasets have become a central issue in many domains requiring data management systems to support time series as a native data type. A core access primitive of time series is matching, which requires efficient algorithms on-top of appropriate representations like the symbolic aggregate approximation (SAX) representing the current state of the art. This technique reduces a time series to a low-dimensional space by segmenting it and discretizing each segment into a small symbolic alphabet. Unfortunately, SAX ignores the deterministic behavior of time series such as cyclical repeating patterns or a trend component affecting all segments, which may lead to a sub-optimal representation accuracy. We therefore introduce a novel season- and a trend-aware symbolic approximation and demonstrate an improved representation accuracy without increasing the memory footprint. Most importantly, our techniques also enable a more efficient time series matching by providing a match up to three orders of magnitude faster than SAX.
Details
Original language | English |
---|---|
Article number | 3 |
Pages (from-to) | 225-236 |
Number of pages | 12 |
Journal | Datenbank-Spektrum |
Volume | 21 |
Issue number | 3 |
Publication status | Published - Nov 2021 |
Peer-reviewed | Yes |
External IDs
ORCID | /0000-0001-8107-2775/work/142253435 |
---|---|
Mendeley | e60ad531-8507-3c03-8ad5-c8e6b82df1d2 |
unpaywall | 10.1007/s13222-021-00389-5 |