高级检索

时间序列相似模式的分层匹配

Hierarchical Algorithm to Match Similar Time Series Pattern

  • 摘要: 首先将时间序列经EMD分解成细节部分和趋势部分,对低频趋势部分的序列数据进行线性分段近似表示,完成对序列数据的压缩,并将其变换成一种0-1串的形式,以适应趋势序列的快速匹配;然后通过对趋势序列模式聚类,达到对序列的粗匹配;最后对粗匹配的序列进行距离计算,从而获取细匹配的模式.实验结果表明该算法是有效的.

     

    Abstract: A time series is first decomposed into a trend part and some detail parts via empirical mode decomposition. Then the trend part is represented in the form of piecewise linear segments to reduce its dimensionality and these segments are transformed further into a 0-1 string to fit the fast matching algorithm. After clustering the transformed trend series, rough similar time series will be obtained. Finally by calculating the distance of the clustered series, accurate similar series patterns are reached. Experiments show that this hierarchical approach is effective.

     

/

返回文章
返回