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Fast fuzzy subsequence matching algorithms on time-series
Xueyuan Gong; Simon Fong; Yain-Whar Si
2019-02
Source PublicationExpert Systems with Applications
ABS Journal Level3
ISSN0957-4174
Volume116Pages:275-284
Abstract

Subsequence matching algorithms have many applications on time-series, such as detecting specific patterns on Electrocardiogram (ECG) and temperature data. To the best of author's knowledge, there are relatively few research studies on time-series fuzzy subsequence matching yet, which better expresses the logic in real life compared to exact subsequence matching. In this paper, we firstly propose Naive Fuzzy Subsequence Matching based on Euclidean Distance (NFSM-ED) and Dynamic Time Warping (NFSM-DTW) for solving fuzzy subsequence matching problem on time-series, which can be treated as a basic benchmark of efficiency and accuracy. Then we extend it to a novel approach called UCR Fuzzy Subsequence Matching (UFSM) algorithm, which is inspired by UCRSuite. Finally, we develop it to Improved Fuzzy Subsequence Matching by kd-tree (IFSM-kd) and R*-tree (IFSM-R*), which can efficiently and effectively perform fuzzy subsequence matching on time-series. Additionally, the experiment results show that IFSM-R* and IFSM-kd are much faster than NFSM-ED, NFSM-DTW and UFSM with nearly no extra memory space required. Furthermore, IFSM-R* supports inserting and deleting indexes compared to IFSM-kd.

KeywordTime-series Subsequence Matching Fuzzy Subsequence Matching
DOI10.1016/j.eswa.2018.09.011
Indexed BySCIE
WOS Research AreaComputer Science ; Engineering ; Operations Research & Management Science
WOS SubjectComputer Science, Artificial Intelligence ; Engineering, Electrical & Electronic ; Operations Research & Management Science
WOS IDWOS:000449240500021
Scopus ID2-s2.0-85053809883
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Citation statistics
Document TypeJournal article
CollectionDEPARTMENT OF COMPUTER AND INFORMATION SCIENCE
AffiliationDepartment of Computer and Information Science, University of Macau, Macau, China
First Author AffilicationUniversity of Macau
Recommended Citation
GB/T 7714
Xueyuan Gong,Simon Fong,Yain-Whar Si. Fast fuzzy subsequence matching algorithms on time-series[J]. Expert Systems with Applications, 2019, 116, 275-284.
APA Xueyuan Gong., Simon Fong., & Yain-Whar Si (2019). Fast fuzzy subsequence matching algorithms on time-series. Expert Systems with Applications, 116, 275-284.
MLA Xueyuan Gong,et al."Fast fuzzy subsequence matching algorithms on time-series".Expert Systems with Applications 116(2019):275-284.
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