Season- and Trend-aware Symbolic Approximation for Accurate and Efficient Time Series Matching
| dc.contributor.author | Kegel, Lars | |
| dc.contributor.author | Hartmann, Claudio | |
| dc.contributor.author | Thiele, Maik | |
| dc.contributor.author | Lehner, Wolfgang | |
| dc.date.accessioned | 2022-01-27T13:27:55Z | |
| dc.date.available | 2022-01-27T13:27:55Z | |
| dc.date.issued | 2021 | |
| dc.description.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. | de |
| dc.identifier.doi | 10.1007/s13222-021-00389-5 | |
| dc.identifier.pissn | 1610-1995 | |
| dc.identifier.uri | http://dx.doi.org/10.1007/s13222-021-00389-5 | |
| dc.identifier.uri | https://dl.gi.de/handle/20.500.12116/38051 | |
| dc.publisher | Springer | |
| dc.relation.ispartof | Datenbank-Spektrum: Vol. 21, No. 3 | |
| dc.relation.ispartofseries | Datenbank-Spektrum | |
| dc.subject | PAA | |
| dc.subject | SAX | |
| dc.subject | Time series analysis | |
| dc.subject | Time series databases | |
| dc.title | Season- and Trend-aware Symbolic Approximation for Accurate and Efficient Time Series Matching | de |
| dc.type | Text/Journal Article | |
| gi.citation.endPage | 236 | |
| gi.citation.startPage | 225 |