SFA

Abstract

Time series analysis, as an application for high dimensional data mining, is a common task in biochemistry, meteorology, climate research, bio-medicine or marketing. Similarity search in data with increasing dimensionality results in an exponential growth of the search space, referred to as Curse of Dimensionality. A common approach to postpone this effect is to apply approximation to reduce the dimensionality of the original data prior to indexing. However, approximation involves loss of information, which also leads to an exponential growth of the search space. Therefore, indexing an approximation with a high dimensionality, i. e. high quality, is desirable.