Carnegie Mellon University
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Indexing of Compressed Time Series

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journal contribution
posted on 1998-06-01, 00:00 authored by Eugene Fink, Kevin B Pratt
We describe a procedure for identifying major minima and maxima of a time series, and present two applications of this procedure. The first application is fast compression of a series, by selecting major extrema and discarding the other points. The compression algorithm runs in linear time and takes constant memory. The second application is indexing of compressed series by their major extrema, and retrieval of series similar to a given pattern. The retrieval procedure searches for the series whose compressed representation is similar to the compressed pat-tern. It allows the user to control the trade-off between the speed and ac-curacy of retrieval. We show the effectiveness of the compression and retrieval for stock charts, meteorological data, and electroencephalograms.




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