Efficient similarity matching of Time Series Cliques with natural relations

A Time Series Clique (TSC) consists of multiple time series. In each TSC, the time series hold some natural relations with each other. In conventional time series retrieval methods, such natural relations are often ignored. In this paper, we formalize the problem of similarity search over TSC databases and develop a novel framework for similarity search on TSC data, which considers both time series patterns and relations. We conduct an extensive performance study, and the results show the effectiveness and efficiency of the proposed method.