An index-based approach for similarity search supporting time warping in large sequence databases

This paper proposes a new novel method for similarity search that supports time warping in large sequence databases. Time warping enables finding sequences with similar patterns even when they are of different lengths. Previous methods for processing similarity search that supports time warping fail to employ multi-dimensional indexes without false dismissal since the time warping distance does not satisfy the triangular inequality. Our primary goal is to innovate on search performance without permitting any false dismissal. To attain this goal, we devise a new distance function Dtw-lb that consistently underestimates the time warping distance and also satisfies the triangular inequality. Dtw-lb uses a 4-tuple feature vector that is extracted from each sequence and is invariant to time warping. For efficient processing of similarity search, we employ a multi-dimensional index that uses the 4-tuple feature vector as indexing attributes and Dtw-lb as a distance function. The extensive experimental results reveal that our method achieves significant speedup up to 43 times with real-world S&P 500 stock data and tip to 720 times with very large synthetic data.