Partial elastic matching of time series

  title={Partial elastic matching of time series},
  author={Longin Jan Latecki and Vasileios Megalooikonomou and Qiang Wang and Rolf Lak{\"a}mper and Chotirat Ratanamahatana and Eamonn J. Keogh},
  journal={Fifth IEEE International Conference on Data Mining (ICDM'05)},
  pages={4 pp.-}
We consider the problem of elastic matching of time series. We propose an algorithm that determines a subsequence of a target time series that best matches a query series. In the proposed algorithm, we map the problem of the best matching subsequence to the problem of a cheapest path in a DAG (directed acyclic graph). The proposed approach allows us to also compute the optimal scale and translation of time series values, which is a nontrivial problem in the case of subsequence matching. 
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