Large Scale Searching for Time Series Queries.

Our results show that SSH is very effective for longer time sequence and prunes around 95% candidates, leading to the massive speedup in search with DTW. Empirical results on two large-scale benchmark time series data show that our proposed method can be around 20 times faster than the state-of-the-art package (UCR suite) without any significant loss in accuracy. See project page for details

Related Papers

SSH (Sketch, Shingle, & Hash) for Indexing Massive-Scale Time Series [pdf] (JMLR 2017)

Chen Luo and Anshumali Shrivastava