Pseudo Periodic Synthetic Time Series

Data Type

The data is a synthetic univariate time series.

Abstract

This data set is designed for testing indexing schemes in time series databases. The data appears highly periodic, but never exactly repeats itself. This feature is designed to challenge the indexing tasks.

Sources

Original Owner and Donor

Eamonn J. Keogh and Michael J. Pazzani
Department of Information and Computer Science
University of California, Irvine, California 92697 USA
eamonn@ics.uci.edu, pazzani@ics.uci.edu
Date Donated: February 8, 1999

Data Characteristics

This data set is designed for testing indexing schemes in time series databases. It is a much larger dataset than has been used in any published study (That we are currently aware of). It contains one million data points. The data has been split into 10 sections to facilitate testing (see below). We recommend building the index with 9 of the 100,000-datapoint sections, and randomly extracting a query shape from the 10th section. (Some previously published work seems to have used queries that were also used to build the indexing structure. This will produce optimistic results) The data are interesting because they have structure at different resolutions. Each of the 10 sections where generated by independent invocations of the function:

Where rand(x) produces a random integer between zero and x.

The data appears highly periodic, but never exactly repeats itself. This feature is designed to challenge the indexing structure. The time series are ploted below:

Data Format

The data is stored in one ASCII file. There are 10 columns, 100,000 rows. All data points are in the range -0.5 to +0.5.

Rows are separated by carriage returns, columns by spaces.

Past Usage

Eamonn J. Keogh, Michael J. Pazzani: (1999). An indexing scheme for similarity search in large time series databases. The 11th International Conference on Scientific and Statistical Database Management. Cleveland, Ohio.

Acknowledgements, Copyright Information, and Availability

Freely available for research use.

References and Further Information

Sanghyun Park, Dongwon Lee, and Wesley W. Chu. "Fast Retrieval of Similar Subsequences in Long Sequence Databases", In 3rd IEEE Knowledge and Data Engineering Exchange Workshop (KDEX), Chicago, IL, USA, November, 1999 (To Appear)


The UCI KDD Archive
Information and Computer Science
University of California, Irvine
Irvine, CA 92697-3425
Last modified: September 9, 1999