On The Marriage of Lp-norms and Edit Distance

Existing studies on time series are based on two categories of distance functions. The first category consists of the Lp-norms. They are metric distance functions but cannot support local time shifting. The second category consists of distance functions which are capable of handling local time shifting but are nonmetric. The first contribution of this paper is the proposal of a new distance function, which we call ERP (“Edit distance with Real Penalty”). Representing a marriage of L1norm and the edit distance, ERP can support local time shifting, and is a metric. The second contribution of the paper is the development of pruning strategies for large time series databases. Given that ERP is a metric, one way to prune is to apply the triangle inequality. Another way to prune is to develop a lower bound on the ERP distance. We propose such a lower bound, which has the nice computational property that it can be efficiently indexed with a standard B+tree. Moreover, we show that these...

• Type: Conference
• Year: 2004
• Where: VLDB
• Authors: Lei Chen 0002, Raymond T. Ng
• Keywords: Database, Distance Function, Local Time, Time Shifting, VLDB 2004