Fast Algorithms for Time Series with applications to Finance, Physics, Music, Biology, and other Suspects

Summary: A database-focused tutorial on high-performance time-series methods across finance, physics, music, and biology: sliding-window correlations, burst detection, hum-to-music matching, and time-ordered data management. Draws on High Performance Discovery in Time Series, with case studies and open problems for streams and scientific computing. (summarized by gpt-5-nano on Feb 09 2026)

Paper ID: 3679
Venue: SIGMOD
Year: 2004
Pagerank: 5.093636e-05
Overall Rank: 12,777 | 12.34%
DOI: 10.1145/1007568.1007726

Incoming Non-self Citations Over Time

No non-self incoming citations found for this paper in this database.

Authors

1. Alberto Lerner (IBM; New York University)
2. Dennis Shasha (New York University)
3. Zhihua Wang (New York University)
4. Xiaojian Zhao (New York University)
5. Yunyue Zhu (New York University)

BibTeX Citation

@inproceedings{lerner_sigmod04,
        title = {{Fast Algorithms for Time Series with applications to Finance, Physics, Music, Biology, and other Suspects}},
        author = {Lerner, Alberto and Shasha, Dennis and Wang, Zhihua and Zhao, Xiaojian and Zhu, Yunyue},
        series = {{SIGMOD} '04},
        booktitle = {Proceedings of the {ACM} {SIGMOD} International Conference on Management of Data},
        publisher = {Association for Computing Machinery},
        doi = {10.1145/1007568.1007726},
        url = {https://dl.acm.org/doi/10.1145/1007568.1007726},
        year = {2004}
}

Incoming Citations (Sorted by Pagerank)

Showing 1 of 1 citing papers.

Rank	Citing Paper	Year	Venue	Pagerank
2,545	Mind the Gap: An Experimental Evaluation of Imputation of Missing Values Techniques in Time Series	2020	VLDB	8.4401333e-05

Outgoing Citations (Sorted by Pagerank)

Showing 4 of 4 cited papers.

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

Rank	Cited Paper	Year	Venue	Pagerank
41	Fast Subsequence Matching in Time-Series Databases	1994	SIGMOD	0.00046675394
601	Exact Indexing of Dynamic Time Warping	2002	VLDB	0.00015870156
639	The Design and Implementation of a Sequence Database System	1996	VLDB	0.00015434427
6,379	Lots o' Ticks: real-time high performance time series queries on billions of trades and quotes	2001	SIGMOD	5.8927673e-05

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