Fast Approximate Correlation for Massive Time-series Data

Summary: Fast all-pair Pearson correlation over massive time-series using DFT and graph partitioning to cut I/O and CPU. Two approximation methods with guarantees: bounded-error similarity and thresholding with no false positives/negatives, plus batch caching; up to 17× faster than prior exact methods. (summarized by gpt-5-nano on Feb 09 2026)

Paper ID: hf74c8e871f880c96
Venue: SIGMOD
Year: 2010
Pagerank: 9.6238255e-05
Overall Rank: 1,792 | 87.96%
DOI: 10.1145/1807167.1807188

Incoming Non-self Citations Over Time

Authors

1. Abdullah Mueen (University of California Riverside)
2. Suman Nath (Microsoft)
3. Jie Liu (Microsoft)

BibTeX Citation

@inproceedings{mueen_sigmod10,
        title = {{Fast Approximate Correlation for Massive Time-series Data}},
        author = {Mueen, Abdullah and Nath, Suman and Liu, Jie},
        series = {{SIGMOD} '10},
        booktitle = {Proceedings of the {ACM} {SIGMOD} International Conference on Management of Data},
        publisher = {Association for Computing Machinery},
        doi = {10.1145/1807167.1807188},
        url = {https://dl.acm.org/doi/10.1145/1807167.1807188},
        year = {2010}
}

Incoming Citations (Sorted by Pagerank)

Showing 13 of 13 citing papers.

Rank	Citing Paper	Year	Venue	Pagerank
148	Gorilla: A Fast, Scalable, In-Memory Time Series Database	2015	VLDB	0.0002900671
3,984	Data Canopy: Accelerating Exploratory Statistical Analysis	2017	SIGMOD	6.8741188e-05
4,680	Coconut: A Scalable Bottom-Up Approach for Building Data Series Indexes	2018	VLDB	6.4722037e-05
5,375	Fast and Scalable Mining of Time Series Motifs with Probabilistic Guarantees	2022	VLDB	6.1568322e-05
6,903	Discovering Longest-lasting Correlation in Sequence Databases	2013	VLDB	5.651111e-05
7,388	Efficient Sentiment Correlation for Large-scale Demographics	2013	SIGMOD	5.5380047e-05
9,086	Multivariate Correlations Discovery in Static and Streaming Data	2022	VLDB	5.2283159e-05
9,448	DataGarage: Warehousing Massive Performance Data on Commodity Servers	2010	VLDB	5.1754762e-05
9,827	AMNES: Accelerating the computation of data correlation using FPGAs	2023	VLDB	5.1249969e-05
10,031	TSUBASA: Climate Network Construction on Historical and Real-Time Data	2022	SIGMOD	5.0925155e-05
11,075	MS-Index: Fast Top-k Subsequence Search for Multivariate Time Series under Euclidean Distance	2026	VLDB	4.9793485e-05
11,315	Improving Time Series Data Compression in Apache IoTDB	2025	VLDB	4.9793485e-05
11,730	Correlation Joins over Time Series Data Streams Utilizing Complementary Dimension Reduction and Transformation	2023	SIGMOD	4.9793485e-05

Outgoing Citations (Sorted by Pagerank)

Showing 10 of 10 cited papers.

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

Rank	Cited Paper	Year	Venue	Pagerank
42	Fast Subsequence Matching in Time-Series Databases	1994	SIGMOD	0.00045773967
193	Locally Adaptive Dimensionality Reduction for Indexing Large Time Series Databases	2001	SIGMOD	0.00025648171
566	On Computing Correlated Aggregates Over Continual Data Streams	2001	SIGMOD	0.00016295476
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
1,278	Streaming Pattern Discovery in Multiple Time-Series	2005	VLDB	0.00011231952
2,683	Identifying Similarities, Periodicities and Bursts for Online Search Queries	2004	SIGMOD	8.1393112e-05
3,452	BRAID: Stream Mining through Group Lag Correlations	2005	SIGMOD	7.2907083e-05
4,992	Managing Massive Time Series Streams with Multi-Scale Compressed Trickles	2009	VLDB	6.3237119e-05
9,448	DataGarage: Warehousing Massive Performance Data on Commodity Servers	2010	VLDB	5.1754762e-05

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