FTW: fast similarity search under the time warping distance

Time-series data naturally arise in countless domains, such as meteorology, astrophysics, geology, multimedia, and economics. Similarity search is very popular, and DTW (Dynamic Time Warping) is one of the two prevailing distance measures. Although DTW incurs a heavy computation cost, it provides scaling along the time axis. In this paper, we propose FTW (Fast search method for dynamic Time Warping), which guarantees no false dismissals in similarity query processing. FTW efficiently prunes a significant number of the search candidates, which leads to a direct reduction in the search cost. Experiments on real and synthetic sequence data sets reveal that FTW is significantly faster than the best existing method, up to 222 times.

• Type: Conference
• Year: 2005
• Where: PODS
• Authors: Yasushi Sakurai, Masatoshi Yoshikawa, Christos Faloutsos
• Keywords: Database, Fast Search Method, PODS 2005, Similarity Query Processing, Similarity Search