Dictionary-Based Compression for Long Time-Series Similarity

Willis Lang, Michael Morse, Jignesh M. Patel
2010 IEEE Transactions on Knowledge and Data Engineering  
Long time-series datasets are common in many domains, especially scientific domains. Applications in these fields often require comparing trajectories using similarity measures. Existing methods perform well for short time-series but their evaluation cost degrades rapidly for longer time-series. In this work, we develop a new time-series similarity measure called the Dictionary Compression Score (DCS) for determining time-series similarity. We also show that this method allows us to accurately
more » ... nd quickly calculate similarity for both short and long time-series. We use the well known Kolmogorov Complexity in information theory and the Lempel-Ziv compression framework as a basis to calculate similarity scores. We show that off-the-shelf compressors do not fair well for computing time-series similarity. To address this problem, we developed a novel dictionary-based compression technique to compute time-series similarity. We also develop heuristics to automatically identify suitable parameters for our method, thus removing the task of parameter tuning found in other existing methods. We have extensively compared DCS with existing similarity methods for classification. Our experimental evaluation shows that for long time-series datasets, DCS is accurate, and it is also significantly faster than existing methods.
doi:10.1109/tkde.2009.201 fatcat:q5y3wktlnbhsda7zpl4wzozpua