Abstract
We consider a problem of elastic matching of time series. We propose an algorithm that automatically determines a subsequence b′ of a target time series b that best matches a query series a. 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). Our experimental results demonstrate that the proposed algorithm outperforms the commonly used Dynamic Time Warping in retrieval accuracy.
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Latecki, L.J., Megalooikonomou, V., Wang, Q., Lakaemper, R., Ratanamahatana, C.A., Keogh, E. (2005). Elastic Partial Matching of Time Series. In: Jorge, A.M., Torgo, L., Brazdil, P., Camacho, R., Gama, J. (eds) Knowledge Discovery in Databases: PKDD 2005. PKDD 2005. Lecture Notes in Computer Science(), vol 3721. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11564126_60
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DOI: https://doi.org/10.1007/11564126_60
Publisher Name: Springer, Berlin, Heidelberg
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