In real life, data collected day by day often appear in sequences and this
type of data is called sequence data. The technique of searching for simila
r patterns among sequence data is very important in many applications. We f
irst point out that there are some deficiencies in the existing definitions
of sequence similarity. We then introduce a definition of sequence similar
ity based on the shape of sequences. The definition is also extended to han
dle sequence matching with linear scaling in both amplitude and time dimens
ions. A fast sequence searching algorithm based on extendable hashing is al
so proposed, The algorithm can match linearly scaled sequences and guarante
e that no qualified data subsequence is falsely rejected. Several experimen
ts are performed on real data (stock price movement) and synthetic data to
measure the performance of the algorithm in different aspects.