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An Efficient and Accurate Method for Evaluating Time Series Similarity

Summary: FTSE accelerates threshold-based time-series similarity (e.g., LCSS, EDR) beyond DP and warp-limiting bounds like Sakoe-Chiba/Itakura. Swale generalizes epsilon-based scoring to arbitrary match rewards and gap penalties, yielding faster, more accurate evaluation across epsilon-threshold techniques. (summarized by gpt-5-nano on Feb 09 2026)

Paper ID
3944
Venue
SIGMOD
Year
2007
Pagerank
8.5390765e-05
Overall Rank
2,467 | 83.08%
DOI
10.1145/1247480.1247544

Incoming Non-self Citations Over Time

Authors

BibTeX Citation

@inproceedings{morse_sigmod07,
        title = {{An Efficient and Accurate Method for Evaluating Time Series Similarity}},
        author = {Morse, Michael and Patel, Jignesh M.},
        series = {{SIGMOD} '07},
        booktitle = {Proceedings of the {ACM} {SIGMOD} International Conference on Management of Data},
        publisher = {Association for Computing Machinery},
        doi = {10.1145/1247480.1247544},
        url = {https://dl.acm.org/doi/10.1145/1247480.1247544},
        year = {2007}
}

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