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The problem of similarity matching has been extensively studied in
the past [5, 35, 53, 22]: given a user-supplied query sequence, a sim-
ilarity search returns the most similar data series according to some
distance function. More formally, given a collection of data series C =
{S 1 ,...,S N } ,where N is the number of data series, we are interested in
evaluating the range query function RQ ( Q,C, ):
RQ ( Q,C, )= {S|S ∈ C ∧ distance ( Q,S ) ≤ } (7.1)
In the above equation, is a user-defined distance threshold. A survey
of representation and distance measures for data series can be found
elsewhere [33].
A similar problem arises also in the case of uncertain data series, and
the problem of probabilistic similarity matching has been introduced
in the last years. Formally, given a collection of uncertain data series
C =
, we are interested in evaluation the probabilistic range
query function PRQ ( Q,C,,τ ):
{
T 1 ,...,T N }
PRQ ( Q,C,,τ )= {T|T ∈ C|Pr ( distance ( Q,S ) ) ≥ τ}
(7.2)
In the above equation, and τ are the user-defined distance threshold
and the probabilistic threshold, respectively.
In the recent years three techniques have been proposed to evaluate
PRQ queries, namely MUNICH 7 [8], PROUD [105], and DUST [83]. We
discuss each one of these three techniques below, and offer some insights
in Section 4.2.
3.4.2 Proposed Techniques. MUNICH: In [8], uncer-
tainty is modeled by means of repeated observations at each times-
tamp, as depicted in Figure 7.5(a) . Assuming two uncertain data se-
ries, X and Y , MUNICH proceeds as follows. First, the two uncer-
tain sequences X,Y are materialized to all possible certain sequences:
TS X =
(where v ij is the j -th ob-
servation in timestamp i ), and similarly for Y with TS Y .Thesetofall
possible distances between X and Y is then defined as follows:
{
<v 11 ,...,v n 1 >,...,< v 1 s ,...,v ns >
}
dists ( X,Y )= {L p ( x,y ) |x ∈ TS X ,y∈ TS Y } (7.3)
The uncertain L p distance is formulated by means of counting the
feasible distances:
7 We will refer to this method as MUNICH (it was not explicitly named in the original
paper), since all the authors were a liated with the University of Munich.
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