Beginners Guide to TikTok for Search - Rachel Pearson - We are Tilt __ Bright...
Similar search with trillions of time series
1. Searching and Mining
Trillions of Time Series Subsequences
under Dynamic Time Warping
Thanawin Rakthanmanon, Bilson Campana, Abdullah Mueen,
Gustavo Batista, Brandon Westover, Qiang Zhu, Jesin Zakaria, Eamonn Keogh
Hoan Nguyen – Trung Minh Nguyen
4. 4
Problem
Similarity search is an important
part of most time series data mining
algorithm.
Dynamic Time Warping is the best
measure to use but slow.
12. 12
Method
Early abandon Z-Normalization Novel approach
Early abandon with Z-normalization
1. Query is Z-normalized
2. Z-normalization of each
subsequence will be calculated on the
fly with the distance calculation.
3. If distance > best_so_far then early
abandon both calculation
20. 20
Conclusion
- The approach is very simple yet so
effective.
- These optimizations can be applied to
most measures but may not work for
some, like: Hamming distance