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Springer, Datenbank-Spektrum: Zeitschrift für Datenbanktechnologien und Information Retrieval, 3(21), p. 225-236, 2021

DOI: 10.1007/s13222-021-00389-5

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Season- and Trend-aware Symbolic Approximation for Accurate and Efficient Time Series Matching

Journal article published in 2021 by Lars Kegel, Claudio Hartmann ORCID, Maik Thiele, Wolfgang Lehner ORCID
This paper is made freely available by the publisher.
This paper is made freely available by the publisher.

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Abstract

AbstractProcessing 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.