On Similarity Queries for Time-Series Data: Constraint Specification and Implementation

Constraints are a natural mechanism for the specification of similarity queries on time-series data. However, to realize the expressive power of constraint programming in this context, one must provide the matching implementation technology for efficient indexing of very large data sets. In this paper, we formalize the intuitive notions of exact and approximate similarity between time-series patterns and data. Our definition of similarity extends the distance metric used in [2, 7] with invariance under a group of transformations. Our main observation is that the resulting, more expressive, set of constraint queries can be supported by a new indexing technique, which preserves all the desirable properties of the indexing scheme proposed in [2, 7].

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