Partial Elastic Matching of Time Series

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.

• Type: Conference
• Year: 2005
• Where: ICDM
• Authors: Longin Jan Latecki, Vasileios Megalooikonomou, Qiang Wang, Rolf Lakämper, Chotirat (Ann) Ratanamahatana, Eamonn J. Keogh
• Keywords: Data Mining, Elastic Matching, ICDM 2005, Target Time Series, Time Series