On The Marriage of Lp-norms and Edit Distance

Existing studies on time series are based on two categories of distance functions. The first category consists of the Lp-norms. They are metric distance functions but cannot support local time shifting. The second category consists of distance functions which are capable of handling local time shifting but are nonmetric. The first contribution of this paper is the proposal of a new distance function, which we call ERP (“Edit distance with Real Penalty”). Representing a marriage of L1norm and the edit distance, ERP can support local time shifting, and is a metric. The second contribution of the paper is the development of pruning strategies for large time series databases. Given that ERP is a metric, one way to prune is to apply the triangle inequality. Another way to prune is to develop a lower bound on the ERP distance. We propose such a lower bound, which has the nice computational property that it can be efficiently indexed with a standard B+tree. Moreover, we show that these two ways of pruning can be used simultaneously for ERP distances. Specifically, the false positives obtained from the B+-tree can be further minimized by applying the triangle inequality. Based on extensive experimentation with existing benchmarks and techniques, we show that this combination delivers superb pruning power and search time performance, and dominates all existing strategies. Permission to copy without fee all or part of this material is granted provided that the copies are not made or distributed for direct commercial advantage, the VLDB copyright notice and the title of the publication and its date appear, and notice is given that copying is by permission of the Very Large Data Base Endowment. To copy otherwise, or to republish, requires a fee and/or special permission from the Endowment. Proceedings of the 30th VLDB Conference, Toronto, Canada, 2004