Affiliations: College of Computer Science and Technology, Zhejiang University, Hangzhou, Zhejiang, China
Correspondence:
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Corresponding author: Yabo Dong, College of Computer Science and Technology, Zhejiang University, Hangzhou, Zhejiang, China. E-mail: zhwlm@zju.edu.cn.
Abstract: Time series similarity search is an essential operation in time series data mining and has received much higher interest along with the growing popularity of time series data. Although many algorithms to solve this problem have been investigated, there is a challenging demand for supporting similarity search in a fast and accurate way. In this paper, we present a novel approach, TS2BC, to perform time series similarity search efficiently and effectively. TS2BC uses binary code to represent time series and measures the similarity under the Hamming Distance. Our method is able to represent original data compactly and can handle shifted time series and work with time series of different lengths. Moreover, it can be performed with reasonably low complexity due to the efficiency of calculating the Hamming Distance. We extensively compare TS2BC with state-of-the-art algorithms in classification framework using 61 online datasets. Experimental results show that TS2BC achieves better or comparative performance than other the state-of-the-art in accuracy and is much faster than most existing algorithms. Furthermore, we propose an approximate version of TS2BC to speed up the query procedure and test its efficiency by experiment.
Keywords: Time series, similarity measure, binary code representation, Hamming Distance
