Distortion-free predictive streaming time-series matching

Efficient processing of streaming time-series generated by remote sensors and mobile devices has become an important research area. As in traditional time-series applications, similarity matching on streaming time-series is also an essential research issue. To obtain more accurate similarity search results in many time-series applications, preprocessing is performed on the time-series before they are compared. The preprocessing removes distortions such as offset translation, amplitude scaling, linear trends, and noise inherent in time-series. In this paper, we propose an algorithm for distortion-free predictive streaming time-series matching. Similarity matching on streaming time-series is saliently different from traditional time-series in that it is not feasible to directly apply the traditional algorithms for streaming time-series. Our algorithm is distortion-free in the sense that it performs preprocessing on streaming time-series to remove offset translation and amplitude scaling distortions at the same time. Our algorithm is also predictive, since it performs streaming time-series matching against the predicted most recent subsequences in the near future, and thus improves search performance. To the best of our knowledge, no streaming time-series matching algorithm currently performs preprocessing and predicts future search results simultaneously.