cient Retrieval of Similar Time Sequences Using DFTDavood

We propose an improvement of the known DFT-based indexing technique for fast retrieval of similar time sequences. We use the last few Fourier coee-cients in the distance computation without storing them in the index since every coeecient at the end is the complex conjugate of a coeecient at the beginning and as strong as its counterpart. We show analytically that this observation can accelerate the search time of the index by more than a factor of two. This result was connrmed by our experiments, which were carried out on real stock prices and synthetic data.