Indexing Methods

For our purposes, an index is a data structure that allows fast retrieval of time series that are close to a query time series. In index terms, because a time series is represented as a point in some space, our searches are similarity point searches in a single or multidimensional space. Of course, indexes have been extremely well studied and your favorite database text should describe B-trees and at least some multidimensional structures in great depth. Our intent is to focus on those indexes that are most useful to time series analysis as well as how to use them.