Similarity Search on Time Series Based on Threshold Queries

  • Johannes Aßfalg
  • Hans-Peter Kriegel
  • Peer Kröger
  • Peter Kunath
  • Alexey Pryakhin
  • Matthias Renz
Part of the Lecture Notes in Computer Science book series (LNCS, volume 3896)

Abstract

Similarity search in time series data is required in many application fields. The most prominent work has focused on similarity search considering either complete time series or similarity according to subsequences of time series. For many domains like financial analysis, medicine, environmental meteorology, or environmental observation, the detection of temporal dependencies between different time series is very important. In contrast to traditional approaches which consider the course of the time series for the purpose of matching, coarse trend information about the time series could be sufficient to solve the above mentioned problem. In particular, temporal dependencies in time series can be detected by determining the points of time at which the time series exceeds a specific threshold. In this paper, we introduce the novel concept of threshold queries in time series databases which report those time series exceeding a user-defined query threshold at similar time frames compared to the query time series. We present a new efficient access method which uses the fact that only partial information of the time series is required at query time. The performance of our solution is demonstrated by an extensive experimental evaluation on real world and artificial time series data.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2006

Authors and Affiliations

  • Johannes Aßfalg
    • 1
  • Hans-Peter Kriegel
    • 1
  • Peer Kröger
    • 1
  • Peter Kunath
    • 1
  • Alexey Pryakhin
    • 1
  • Matthias Renz
    • 1
  1. 1.Institute for Computer ScienceUniversity of Munich 

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