Searching Time Series with Invariance to Large Amounts of Uniform Scaling

Similarity search is arguably the most important primitive in time series data mining. Recent research has made significant progress on fast algorithms for time series similarity search under Dynamic Time Warping (DTW) and Uniform Scaling (US) distance measures. However, the current state-ofthe-art algorithms cannot support greater amounts of rescaling in many practical applications. In this paper, we introduce a novel lower bound, LBnew, to allow efficient search even in domains that exhibit more than a factor-of-two variability in scale. The effectiveness of our idea is validated on various large-scale real datasets from commercial important domains.