An efficient index structure for shift and scale invariant search of mufti-attribute time sequences

Abstract

We consider the problem of shift and scale invariant search for multi-attribute time sequences. Our work fills a void in the existing literature for time sequence similarity since the existing techniques do not consider the general symmetric formulation of the problem. We define a new distance function for mufti-attribute time sequences that is symmetric: the distance between two time sequences is defined to be the smallest Euclidean distance after scaling and shifting either one of the sequences to be as close to the other. We define two models for comparing mufti-attribute time sequences: in the first model, the scaling and shifting of the component sequences are dependent, and in the second model they are independent. We propose a novel index structure called CS-Index (cone slice) for shift and scale invariant comparison of time sequences.