多元时间序列相似性度量方法

现有的多元时间序列相似性度量方法 难以平衡度量准确性和计算效率之间的矛盾.针对该问题,首先,对多元时间序列进行多维分段拟合;然后,选取各分段上序列点的均值作为特征;最后,以特征序列作为输入,利用动态时间弯曲算法实现相似性度量.实验结果表明,所提出方法参数配置简单,能够在保证度量准确性的前提下有效降低计算复杂度.     

基于分段特征及自适应加权的DTW相似性度量

利用动态时间弯曲（DTW）技术在原始多元时间序列进行相似性度量时时间复杂度较高,且DTW在追求最小弯曲距离的过程中可能会出现过渡拉伸和压缩的问题。提出一种基于分段特征及自适应加权的DTW多元时间序列相似性度量方法。对原始时间序列在各个变量维度上进行统一分段,选取分段后拟合线段的斜率、分段区间的最大值和最小值以及时间跨度作为每一段的特征,实现对原始序列的大幅降维,提高计算效率。在DTW计算最佳弯曲路径的过程中为每个点设置自适应代价权重,限制弯曲路径中点列的重复使用次数,改善时间序列因过度拉伸或压缩所导致的度量精度低的问题,以得到最优路径路线。实验结果表明,该方法能很好地度量多元时间序列之间的相似性,在多个数据集上都能取得较好的度量结果。     

基于因子模型和动态规划的多元时间序列分段方法

针对经典动态规划分段算法只适用于低维时间序列的问题,提出一种基于因子模型和动态规划的多元时间序列分段方法.首先利用增量聚类自动对变化趋势相似的变量序列进行聚类,然后引入动态因子模型使降维后的低维多元时间序列能够最大限度反映原始多元时间序列的整体变化趋势,最后利用动态规划在低维多元时间序列的架构上实现高维多元时间序列的分段.实验结果表明,所提方法对变量个数较多的多元时间序列数据具有良好的分段效果.     

时间序列相似性分析中滑动窗口宽度的确定

时间序列相似性查找作为一种非平凡问题,大多数有效的求解方法都涉及到对原数据维度的简约。在有效地保持原序列中信息量的前提下,尽可能降低计算复杂度是算法的关键所在。通过讨论滑动窗口在时间序列相似性降维算法中的实际应用情况,从中发现一种自适应确定滑动窗口宽度的新方法。通过对时序特征值分布函数挖掘,发现时间序列中的有效特征点,进而确定一组合适的滑动窗口宽度;最后根据序列的变化情况来决定最优的滑动窗口宽度,对原数据维度进行简约。     

邻域自适应的三维点云滤波算法

针对现有的点云滤波算法存在的精度丢失和收缩的不足,提出邻域自适应选择的算法,有效地改善了点云滤波中丢失精度的问题.算法首先针对原始点和均值点滤波出现的收缩问题,提出混合增采样策略.其次采用邻域自适应选择保持特征部分的滤波精度.最后定义每个采样点以对应的似然函数,并按照其梯度方向进行迭代,通过最大似然估计得到最优滤波结果...     

基于KPCA和G-G聚类的多元时间序列模糊分段

针对传统的Gath-Geva(G-G)模糊分段方法需要人为设置参数,对高维时间序列分段效率低的问题,提出一种基于核主元分析(KPCA)和G-G聚类的多元时间序列模糊分段方法.首先,该算法利用KPCA方法对多元时间序列进行特征提取,去除冗余及无关变量的影响;然后,通过近邻传播算法(AP)得到分段数目的上界;最后,将时间信息考虑在内,基于所提出的MDBI有效值指标以及G-G模糊聚类在低维多元时间序列上实现多元时间序列的最佳模糊分段.实验结果表明,所提出算法可以快速有效地检测出时间序列的某种突然和渐近变化的趋势,在准确性和运行效率方面均得到了提升.     

一种时间序列快速分段及符号化方法

作为一类重要的复杂类型数据,时间序列已成为数据挖掘领域的热点研究对象之一.针对时间序列的挖掘通常首先需要将时间序列分段并转变为种类有限的符号序列,以利于进一步进行时间序列模式挖掘.针对当前的时间序列分段方法复杂度较大,效率不高等问题,本文提出了一种简单高效的基于拐点检测的时间序列分段方法,并且采用动态时间弯曲度量计算不等长子序列的相异度,最后运用层次化聚类算法实现子序列的分类及符号化.实验表明,本文所提出的方法切实可行,实验结果具有较为明显的物理意义.     

基于量测自适应辨识的多传感器数据融合算法

针对量测不确定条件下多传感器量测数据的合理利用和有效融合问题,提出了一种量测不确定下多传感器量测自适应数据融合算法。算法实现中考虑到传感器量测受扰动影响的具体情况,通过单个传感器的量测似然度的求解确认等效量测,并利用传感器量测数据间统计距离的构建完成对等效量测优化,进而实现不含扰动影响传感器量测数据的合理选择和融合。理论分析和仿真实验验证结果表明:新算法不仅有效改善扰动对于滤波精度的不利影响,并且相对于分布式融合方式降低计算复杂度。     

一种基于重要点的时间序列分段算法

基于重要点的时间序列线性分段算法能在较好地保留时间序列的全局特征的基础上达到较好的拟合精度。但传统的基于重要点的时间序列分段算法需要指定误差阈值等参数进行分段,这些参数与原始数据相关,用户不方便设定,而且效率和拟合效果有待于进一步提高。为了解决这一问题,提出一种基于时间序列重要点的分段算法——PLR_TSIP,该方法首先综合考虑到了整体拟合误差的大小和序列长度,接着针对优先级较高的分段进行预分段处理以期找到最优的分段;最后在分段时考虑到了分段中最大值点和最小值点的同异向关系,可以一次进行多个重要点的划分。通过多个数据集的实验分析对比,与传统的分段算法相比,减小了拟合误差,取得了更好的拟合效果;与其他重要点分段算法相比,在提高拟合效果的同时,较大地提高了分段效率。     

基于时间序列波动性的分段线性表示方法

为了解决现有时间序列的分段线性表示方法忽略时间序列的全局特征, 局限于局部最优的问题, 本文通过研究时间序列的趋势, 发现了时间序列的波动特性, 将时间序列的趋势变化分为上下两层, 在上下两层分别剔除趋势保持点. 实验结果表明, 该分段方法时间复杂度低、且易于实现, 在保持时间序列趋势特征的基础上, 得到的拟合误差更小.     

Gaussian-Process-Based Real-Time Ground Segmentation for Autonomous Land Vehicles

Ground segmentation is a key component for Autonomous Land Vehicle (ALV) navigation in an outdoor environment. This paper presents a novel algorithm for real-time segmenting three-dimensional scans of various terrains. An individual terrain scan is represented as a circular polar grid map that is divided into a number of segments. A one-dimensional Gaussian Process (GP) regression with a non-stationary covariance function is used to distinguish the ground points or obstacles in each segment. The proposed approach splits a large-scale ground segmentation problem into many simple GP regression problems with lower complexity, and can then get a real-time performance while yielding acceptable ground segmentation results. In order to verify the effectiveness of our approach, experiments have been carried out both on a public dataset and the data collected by our own ALV in different outdoor scenes. Our approach has been compared with two previous ground segmentation techniques. The results show that our approach can get a better trade-off between computational time and accuracy. Thus, it can lead to successive object classification and local path planning in real time. Our approach has been successfully applied to our ALV, which won the championship in the 2011 Chinese Future Challenge in the city of Ordos.     

A high speed 1000 fps CMOS image sensor with low noise global shutter pixels

A low read noise 8T global shutter pixel for high speed CMOS image sensor is proposed in this paper.The pixel has a pixel level sample-and-hold circuit and an in-pixel amplifier whose gain is larger than one.Using pixel level sample-and-hold circuit,the KTC noise on FD node can be effectively cancelled by correlated double sampling operation.The in-pixel amplifier with a gain larger than one is employed for reducing the pixel level sample-and-hold capacitors thermal noise and their geometric size.A high speed 1000 fps 256×256 CMOS image sensor based on the pixel is implemented in 0.18μm CMOS process.The chip active area is 5 mm×7 mm with a pixel size of 14μm×14μm.The developed sensor achieves a read noise level as low as 14.8e-while attaining a high fill factor of 40%.The full well capacity can contain 30840e-and the resulting signal dynamic range is 66 dB.     

Fast estimation of Gaussian mixture models for image segmentation

The expectation maximization algorithm has been classically used to find the maximum likelihood estimates of parameters in probabilistic models with unobserved data, for instance, mixture models. A key issue in such problems is the choice of the model complexity. The higher the number of components in the mixture, the higher will be the data likelihood, but also the higher will be the computational burden and data overfitting. In this work, we propose a clustering method based on the expectation maximization algorithm that adapts online the number of components of a finite Gaussian mixture model from multivariate data or method estimates the number of components and their means and covariances sequentially, without requiring any careful initialization. Our methodology starts from a single mixture component covering the whole data set and sequentially splits it incrementally during expectation maximization steps. The coarse to fine nature of the algorithm reduce the overall number of computations to achieve a solution, which makes the method particularly suited to image segmentation applications whenever computational time is an issue. We show the effectiveness of the method in a series of experiments and compare it with a state-of-the-art alternative technique both with synthetic data and real images, including experiments with images acquired from the iCub humanoid robot.     

基于多阶抽样的高斯混合模型彩色图像分割

针对传统高斯混合模型应用于彩色图像分割时计算复杂度高等问题, 提出一种多阶抽样的高斯混合模型的彩色图像分割算法。首先,给出采样数定理及其证明,并推导出与聚类类别数和最小聚类相关的最小采样数目;其次,设计一罚函数判断抽样优劣,消除抽样对聚类模型影响,根据最小采样数数目,对像素点进行均匀采样,并利用高斯混合模型对采样像素点进行聚类;最后,定义像素点和类之间的距离,对剩余的像素点按距离最近原则进行划分。实验结果表明算法具有有效性。     

基于特征点分段的多元时间序列相似性搜索

现有的各种多元时间序列相似性搜索方法难以准确高效地完成搜索任务。提出了一种基于特征点分段的多元时间序列相似性搜索算法,提取所定义的用于分段的特征点,分段后将原时间序列转化为模式序列,该模式序列能够很好地保留原序列的全局形状特征,再用分层匹配的方法进行相似性搜索。实验结果表明,该方法能够有效刻画序列的全局形状特征,通过分层匹配保留局部的相似性,同时提高搜索准确率。     

Generalized Competitive Learning of Gaussian Mixture Models

When fitting Gaussian mixtures to multivariate data, it is crucial to select the appropriate number of Gaussians, which is generally referred to as the model selection problem. Under regularization theory, we aim to solve this model selection problem through developing an entropy regularized likelihood (ERL) learning on Gaussian mixtures. We further present a gradient algorithm for this ERL learning. Through some theoretic analysis, we have shown a mechanism of generalized competitive learning that is inherent in the ERL learning, which can lead to automatic model selection on Gaussian mixtures and also make our ERL learning algorithm less sensitive to the initialization as compared to the standard expectation-maximization algorithm. The experiments on simulated data using our algorithm verified our theoretic analysis. Moreover, our ERL learning algorithm has been shown to outperform other competitive learning algorithms in the application of unsupervised image segmentation.      

An evolutionary approach to pattern-based time series segmentation

Time series data, due to their numerical and continuous nature, are difficult to process, analyze, and mine. However, these tasks become easier when the data can be transformed into meaningful symbols. Most recent works on time series only address how to identify a given pattern from a time series and do not consider the problem of identifying a suitable set of time points for segmenting the time series in accordance with a given set of pattern templates (e.g., a set of technical patterns for stock analysis). However, the use of fixed-length segmentation is an oversimplified approach to this problem; hence, a dynamic approach (with high controllability) is preferable so that the time series can be segmented flexibly and effectively according to the needs of the users and the applications. In view of the fact that this segmentation problem is an optimization problem and evolutionary computation is an appropriate tool to solve it, we propose an evolutionary time series segmentation algorithm. This approach allows a sizeable set of pattern templates to be generated for mining or query. In addition, defining similarity between time series (or time series segments) is of fundamental importance in fitness computation. By identifying the perceptually important points directly from the time domain, time series segments and templates of different lengths can be compared and intuitive pattern matching can be carried out in an effective and efficient manner. Encouraging experimental results are reported from tests that segment both artificial time series generated from the combinations of pattern templates and the time series of selected Hong Kong stocks.