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Continuous growth in sensor data and other temporal data increases the importance of retrieval and similarity search in time series data. Efficient time series query processing is crucial for interactive applications. Existing multidimensional indexes like the R-tree provide efficient querying for only relatively few dimensions. Time series are typically long which corresponds to extremely high dimensional data in multidimensional indexes. Due to massive overlap of index descriptors, multidimensional indexes degenerate for high dimensions and access the entire data by random I/O. Consequently, the efficiency benefits of indexing are lost.
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Assent et al. (2008) studied this question.
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