Accelerating time series similarity search under Move-Split-Merge distance via dissimilarity space embedding

Abstract

The ubiquity sensory devices across scientific and industrial settings have made time-series data mining an important research topic in the IoT domain. Among all time-series mining techniques, the similarity search is considered the most essential and noteworthy because it is frequently employed as a fundamental subroutine for other procedures. The Dynamic Time Warping (DTW) was once considered the best similarity measure in time-series data mining community; however, two recent studies have demonstrated that the Move-Split-Merge (MSM) performs better than DTW in both supervised and unsupervised settings. Computing MSM between two time-series incurs costly computation because MSM has quadratic time complexity. Regrettably, there is little research on accelerating time-series similarity search under MSM. This paper provides an efficient method named DSEMSM for speeding up this procedure. DSEMSM utilizes dissimilarity space embedding to transform time-series into low-dimensional vectors. The filter-and-verification framework is subsequently employed to reduce the large number of actual MSM computations and to identify the final search results from the candidate set. The furthest prototype selection strategy and lower bound based technique are applied in DSEMSM to improve its retrieval accuracy and efficiency, respectively. We validate the effectiveness of the proposed method on a large number of datasets. The experimental results indicate that, in comparison to its relevant competitors, DSEMSM achieves a more stable speedup rate and higher retrieval accuracy.