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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
h44752c043dbd521b
Venue
SIGMOD
Year
2004
Pagerank
6.2013771e-05
Overall Rank
5,270 | 64.57%
DOI
10.1145/1007568.1007574

Incoming Non-self Citations Over Time

Authors

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
1,713 Online Piece-wise Linear Approximation of Numerical Streams with Precision Guarantees 2009 VLDB 9.8143771e-05
1,731 Indexable PLA for Efficient Similarity Search 2007 VLDB 9.7639519e-05
6,320 Subsequence Matching on Structured Time Series Data 2005 SIGMOD 5.8149919e-05
7,530 Effective Variation Management for Pseudo Periodical Streams 2007 SIGMOD 5.5009752e-05
10,239 Contour Map Matching for Event Detection in Sensor Networks 2006 SIGMOD 5.0539042e-05
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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 0.0011405675
42 Fast Subsequence Matching in Time-Series Databases 1994 SIGMOD 0.00045773967
56 M-tree: An Efficient Access Method for Similarity Search in Metric Spaces 1997 VLDB 0.00040370171
193 Locally Adaptive Dimensionality Reduction for Indexing Large Time Series Databases 2001 SIGMOD 0.00025648171
312 Surfing Wavelets on Streams: One-Pass Summaries for Approximate Aggregate Queries 2001 VLDB 0.00021311793
566 On Computing Correlated Aggregates Over Continual Data Streams 2001 SIGMOD 0.00016295476
597 Distance-Based Indexing For High-Dimensional Metric Spaces 1997 SIGMOD 0.00015766567
621 Efficiently Supporting Ad Hoc Queries in Large Datasets of Time Sequences 1997 SIGMOD 0.00015492309
678 StatStream: Statistical Monitoring of Thousands of Data Streams in Real Time 2002 VLDB 0.00014838454
829 Similarity-Based Queries for Time Series Data 1997 SIGMOD 0.00013611445
928 A Framework for Clustering Evolving Data Streams 2003 VLDB 0.00013025824
1,407 Content-Based Image Indexing 1994 VLDB 0.00010749393
3,016 Indexing the Distance: An Efficient Method to KNN Processing 2001 VLDB 7.7483267e-05
3,182 General Match: A Subsequence Matching Method in Time-Series Databases Based on Generalized Windows 2002 SIGMOD 7.561954e-05
4,003 Continually Evaluating Similarity-Based Pattern Queries on a Streaming Time Series 2002 SIGMOD 6.8604652e-05
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