The Lernaean Hydra of Data Series Similarity Search: An Experimental Evaluation of the State of the Art

Abstract: Increasingly large data series collections are becoming commonplace across many different domains and applications. A key operation in the analysis of data series collections is similarity search, which has attracted lots of attention and effort over the past two decades. Even though several relevant approaches have been proposed in the literature, none of the existing studies provides a detailed evaluation against the available alternatives. The lack of comparative results is further exacerbated by the non-standard use of terminology, which has led to confusion and misconceptions. In this paper, we provide definitions for the different flavors of similarity search that have been studied in the past, and present the first systematic experimental evaluation of the efficiency of data series similarity search techniques. Based on the experimental results, we describe the strengths and weaknesses of each approach and give recommendations for the best approach to use under typical use cases. Finally, by identifying the shortcomings of each method, our findings lay the ground for solid further developments in the field.