Search for patterns in compressed time series

Kevin B. Pratt and Eugene Fink

International Journal of Image and Graphics, 2(1), pages 89-106, 2002.


We describe a technique for fast compression of time series, indexing of compressed series, and retrieval of series similar to a given pattern. The compression procedure identifies "important" points of a series and discards the other points. We use the important points not only for compression, but also for indexing a database of time series. Experiments show the effectiveness of this technique for indexing of stock prices, weather data, and electroencephalograms.