Elastic Product Quantization for Time Series. (arXiv:2201.01856v2 [cs.LG] UPDATED)

Analyzing numerous or long time series is difficult in practice due to the
high storage costs and computational requirements. Therefore, techniques have
been proposed to generate compact similarity-preserving representations of time
series, enabling real-time similarity search on large in-memory data
collections. However, the existing techniques are not ideally suited for
assessing similarity when sequences are locally out of phase. In this paper, we
propose the use of product quantization for efficient similarity-based
comparison of time series under time warping. The …

arxiv lg product quantization series time time series