Efficient Subsequence Search on Streaming Data Based on Time Warping Distance
Source: Chulalongkorn University
Many algorithms have been proposed to deal with subsequence similarity search problem in time series data stream. Dynamic Time Warping (DTW), which has been accepted as the best distance measure in time series similarity search, has been used in many research works. SPRING and its variance were proposed to solve such problem by mitigating the complexity of DTW. Unfortunately, these algorithms produce meaningless result since no normalization is taken into account before the distance calculation. Recently, GPUs and FPGAs were used in similarity search supporting subsequence normalization to reduce the computation complexity, but it is still far from practical use.