Abstract

We propose an improvement of the known DFTbased indexing technique for fast retrieval of similar time sequences. We use the last few Fourier coefficients in the distance computation without storing them in the index since every coefficient at the end is the complex conjugate of a coefficient at the beginning and as strong as its counterpart. We show analytically that this observation can accelerate the search time of the index by more than a factor of two. This result was confirmed by our experiments, which were carried out on real stock prices and synthetic data. Keywords similarity retrieval, time series indexing 1 Introduction Time sequences constitute a large amount of data stored in computers. Examples include stock prices, exchange rates, weather data and biomedical measurements. We are often interested in similarity queries on time-series data [APWZ95, ALSS95]. For example, we may want to find stocks that behave in approximately the same way; or years when the temperature pat...

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