Indexing time series using signatures

Abstract

This paper describes a new approach to indexing time series. Indexing time series is more problematic than indexing text since in extreme we need to find all possible subsequences in the time series sequence. We propose to use signature files to index the time series and we also propose a new method to index the signature files to speed up the search of large time series. We propose a novel index structure, the signature tree, for time series indexing. We implemented the signature tree and we discuss its performance.