NDLI: The Move-Split-Merge Metric for Time Series

Content Provider	IEEE Xplore Digital Library
Author	Stefan, A. Athitsos, V. Das, G.
Copyright Year	1989
Abstract	A novel metric for time series, called Move-Split-Merge (MSM), is proposed. This metric uses as building blocks three fundamental operations: Move, Split, and Merge, which can be applied in sequence to transform any time series into any other time series. A Move operation changes the value of a single element, a Split operation converts a single element into two consecutive elements, and a Merge operation merges two consecutive elements into one. Each operation has an associated cost, and the MSM distance between two time series is defined to be the cost of the cheapest sequence of operations that transforms the first time series into the second one. An efficient, quadratic-time algorithm is provided for computing the MSM distance. MSM has the desirable properties of being metric, in contrast to the Dynamic Time Warping (DTW) distance, and invariant to the choice of origin, in contrast to the Edit Distance with Real Penalty (ERP) metric. At the same time, experiments with public time series data sets demonstrate that MSM is a meaningful distance measure, that oftentimes leads to lower nearest neighbor classification error rate compared to DTW and ERP.
Sponsorship	IEEE IEEE Comput. Soc. Tech. Committee on Data Eng IEEE Computer Society
Starting Page	1425
Ending Page	1438
Page Count	14
File Size	2169149
File Format	PDF
ISSN	10414347
Volume Number	25
Issue Number	6
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2013-06-01
Publisher Place	U.S.A.
Access Restriction	One Nation One Subscription (ONOS)
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Time series analysis Time measurement Transforms Data visualization Indexing Error analysis distance metrics Time series similarity measures similarity search
Content Type	Text
Resource Type	Article
Subject	Information Systems Computational Theory and Mathematics Computer Science Applications

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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