Online Event-driven Subsequence Matching over Financial Data Streams

Summary: Online, event-driven approximate subsequence matching over massive financial streams via online segmentation and pruning to a concise piecewise-linear representation. Permutation-based similarity with a metric distance enables flexible indexing and selective, event-driven search; validated on real stock data for trend prediction. (summarized by gpt-5-nano on Feb 09 2026)

Paper ID: 3566
Venue: SIGMOD
Year: 2004
Pagerank: 6.339805e-05
Overall Rank: 5,162 | 64.59%
DOI: 10.1145/1007568.1007574

Incoming Non-self Citations Over Time

Authors

1. Huanmei Wu (Northeastern University)
2. Betty Salzberg (Northeastern University)
3. Donghui Zhang (Northeastern University)

BibTeX Citation

@inproceedings{wu_sigmod04,
        title = {{Online Event-driven Subsequence Matching over Financial Data Streams}},
        author = {Wu, Huanmei and Salzberg, Betty and Zhang, Donghui},
        series = {{SIGMOD} '04},
        booktitle = {Proceedings of the {ACM} {SIGMOD} International Conference on Management of Data},
        publisher = {Association for Computing Machinery},
        doi = {10.1145/1007568.1007574},
        url = {https://dl.acm.org/doi/10.1145/1007568.1007574},
        year = {2004}
}

Incoming Citations (Sorted by Pagerank)

Showing 5 of 5 citing papers.

Rank	Citing Paper	Year	Venue	Pagerank
1,688	Online Piece-wise Linear Approximation of Numerical Streams with Precision Guarantees	2009	VLDB	0.00010003536
1,722	Indexable PLA for Efficient Similarity Search	2007	VLDB	9.9227051e-05
6,189	Subsequence Matching on Structured Time Series Data	2005	SIGMOD	5.9483531e-05
7,400	Effective Variation Management for Pseudo Periodical Streams	2007	SIGMOD	5.6255397e-05
10,046	Contour Map Matching for Event Detection in Sensor Networks	2006	SIGMOD	5.1699018e-05

Outgoing Citations (Sorted by Pagerank)

Showing 15 of 15 cited papers.

Citations counted here include only citations to other VLDB/SIGMOD/CIDR/PODS papers in this database.

Rank	Cited Paper	Year	Venue	Pagerank
4	The R*-tree: An Efficient and Robust Access Method for Points and Rectangles	1990	SIGMOD	0.001157935
41	Fast Subsequence Matching in Time-Series Databases	1994	SIGMOD	0.00046675394
56	M-tree: An Efficient Access Method for Similarity Search in Metric Spaces	1997	VLDB	0.00040719947
190	Locally Adaptive Dimensionality Reduction for Indexing Large Time Series Databases	2001	SIGMOD	0.00026105472
311	Surfing Wavelets on Streams: One-Pass Summaries for Approximate Aggregate Queries	2001	VLDB	0.00021760621
551	On Computing Correlated Aggregates Over Continual Data Streams	2001	SIGMOD	0.00016635191
592	Distance-Based Indexing For High-Dimensional Metric Spaces	1997	SIGMOD	0.00016029789
610	Efficiently Supporting Ad Hoc Queries in Large Datasets of Time Sequences	1997	SIGMOD	0.00015783259
668	StatStream: Statistical Monitoring of Thousands of Data Streams in Real Time	2002	VLDB	0.00015166017
810	Similarity-Based Queries for Time Series Data	1997	SIGMOD	0.00013874464
907	A Framework for Clustering Evolving Data Streams	2003	VLDB	0.00013309819
1,384	Content-Based Image Indexing	1994	VLDB	0.00010957733
2,979	Indexing the Distance: An Efficient Method to KNN Processing	2001	VLDB	7.8984588e-05
3,125	General Match: A Subsequence Matching Method in Time-Series Databases Based on Generalized Windows	2002	SIGMOD	7.7344198e-05
3,920	Continually Evaluating Similarity-Based Pattern Queries on a Streaming Time Series	2002	SIGMOD	7.0171134e-05

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2	8,542	Online Windowed Subsequence Matching over Probabilistic Sequences	2012	SIGMOD
3	8,780	The Inherent Time Complexity and An Efficient Algorithm for Subsequence Matching Problem	2022	VLDB
4	6,517	Interactive Time Series Exploration Powered by the Marriage of Similarity Distances	2017	VLDB
5	3,252	Fast Time-Series Searching with Scaling and Shifting	1999	PODS
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9	371	Fast Similarity Search in the Presence of Noise, Scaling, and Translation in Time-Series Databases	1995	VLDB
10	41	Fast Subsequence Matching in Time-Series Databases	1994	SIGMOD