Estimating MPdist with SAX and Machine Learning

TitleEstimating MPdist with SAX and Machine Learning
Publication TypeConference Paper
Year of Publication2024
AuthorsTsoukalos M, Chronis P, Platis N, Vassilakis C
EditorTekli J, Gamper J, Chbeir R, Manolopoulos Y, Sassi S, Ivanovic M, Vargas-Solar G, Zumpano E
Conference NameNew Trends in Database and Information Systems (Proceedings of ADBIS 2024, Short Papers, Workshops, Doctoral Consortium and Tutorials)
PublisherSpringer Cham
KeywordsDistance metric, Machine Learning, MPdist, Random Forest, SAX, Time series
Abstract

MPdist is a distance measure which considers two time series to be similar if they share many similar subsequences. However, computing MPdist can be slow, especially for large time series. We propose a technique for the approximate computation of MPdist that uses the SAX representation of the time series to quickly estimate the Nearest Neighbor (NN) distance of each subsequence, and then applies a Machine Learning model to correct the accuracy loss incurred. Our method is orders of magnitude faster than the exact computation of MPdist; at the same time, our best approximation computes the NN of a time series with high accuracy. A thorough evaluation of our technique is provided.

DOI10.1007/978-3-031-70421-5_32