基于实时数据流特征提取的设备能耗异常识别算法研究

能耗设备的节能是企业节能减排中非常重要的一环,及时发现能耗设备运行中出现的异常,对减少不必要的企业能耗具有重要意义.利用采集到的设备实时能耗数据流,提出了一种基于多特征提取的设备能耗异常识别分类方法.首先,对样本数据提取了低能耗时间比、高能耗时间量、DTW距离等特征量,随后利用孤立森林算法和K-means聚类算法对每条...     

基于张量分解的数据流异常检测

本文对基于分布式的演化数据流的连续异常检测问题进行了形式化描述,提出一种在滑动窗口中基于张量分解的异常检测算法--WSTA.该算法将各分布结点上的数据流作为全局数据流的子张量,通过分布结点与中心节点的通信,在分布结点的滑动窗口中自适应抽样生成概要数据结构矩阵.对该数据矩阵进行张量分解得到特征向量,然后采用基于距离的异常检测方法发现异常点.基于大量真实数据集的实验表明,此算法具有良好的适用性和可扩展性.     

基于Hadoop的异常传感数据时间序列检测

无线传感器网络中,异常时间序列的研究具有十分重要的意义。针对传统研究在海量数据环境中时间效率低下的问题,提出了基于Hadoop的异常时间序列检测算法。首先对时间序列进行预处理,然后在Hadoop的MapReduce操作中调用动态时间弯曲距离计算算法,实现了DTW距离计算的并行化,从而大大提高检测速度。同时针对传统DTW算法计算复杂度瓶颈问题以及传统约束方法准确率较低问题,提出了基于显著特征匹配的局部约束算法,对弯曲路径进行局部限制,在确保准确性的同时进一步降低了时间、空间复杂度。Hadoop平台下实验结果表明,该方法既提高了检测速度,又保证了检测准确率。     

基于高维数据流的异常检测算法

传统基于欧氏距离的异常检测算法在高维数据检测中存在精度无法保证以及运行时间过长的问题。为此,结合高维数据流的特点运用角度方差的方法,提出一种改进的基于角度方差的数据流异常检测算法。通过构建最佳数据集网格和最近数据网格的小规模数据流计算集,以快速即时地衡量最新数据点的异常程度,将改进的算法用于无线传感器网络采集的电梯真实数据流检测,实现电梯故障检测。实验结果表明,与ABOD、HODA等算法相比,改进算法能有效识别高维数据流中的异常点,可适用于实时性要求高的传感器高维数据流。     

基于概要数据结构可溯源的异常检测方法

提出一种基于sketch概要数据结构的异常检测方法.该方法实时记录网络数据流信息到sketch数据结构,然后每隔一定周期进行异常检测.采用EWMA(exponentially weighted moving average)预测模型预测每一周期的预测值,计算观测值与预测值之间的差异sketch,然后基于差异sketch采用均值均方差模型建立网络流量变化参考.该方法能够检测DDoS、扫描等攻击行为,并能追溯异常的IP地址.通过模拟实验验证,该方法占用很少的计算和存储资源,能够检测骨干网络流量中的异常IP地址.     

音乐旋律匹配算法的改进研究

动态时间规整(DTW)算法是把时间规整和距离测度计算结合起来的一种非线性规整技术.它通过不断计算两向量的距离来求最优的匹配路径.在采用DTW算法进行音乐旋律匹配时,需要将哼唱信号的音调平移到要对比的目标乐音的音调一致才能够计算出DTW的真正值,用来作为相似度的判断标准.但是正是由于进行了这种移调处理,使得DTW算法计算量大大增加.提出了一种与音调无关的音乐旋律的表示方法,在进行DTW算法时可以避免上下平移音调,减少旋律匹配的运算量.     

基于滑动平均与分段线性回归的时间序列相似性

针对时间序列相似性度量中欧氏距离对异常数据敏感以及DTW距离算法效率低的问题,提出基于滑动平均与分段线性回归的时间序列相似性方法。首先,使用初始可变滑动平均算法以及分段线性回归对原始时间序列进行数据变换,并将分段线性回归的参数(截距与距离)集作为时间序列的特征,以实现时间序列的特征提取和数据降维;然后,利用动态时间弯曲距离进行距离计算。该方法在时间序列相似性上与DTW算法的性能相近,但是在算法效率上几乎提高了96%。实验结果验证了该方法的有效性与准确性。     

基于数学模型的网络数据流异常检测系统设计

为实现对网络数据流中异常的完全检测,提高网络数据流的安全性与可靠性,引进数学模型,从硬件与软件两个方面,设计一种针对网络数据流的异常检测系统。首先,选择HTLMK-15000型号的采集设备与F1501-G1400型号的单片机作为系统的主要硬件。其次,在硬件设备的支撑下,获取网络数据流的异常特征与属性,引进分段线性值函数(Piecewise Linear Value Function,PLVF)数学模型,对采样中的局部异常点进行强化训练,并通过对网络数据流尺度的分解,实现对数据流异常的识别与检测。最后,选择基于改进单类支持向量机(One Class Support Vector Machine,OCSVM)技术的异常检测系统作为传统系统,开展对比实验。实验结果表明,设计的系统在实际应用中可以实现对样本中全部异常点的精准检测,检测结果更加全面。     

基于分段极值DTW距离的时间序列相似性度量

在时间序列相似性的研究中,通常采用的欧氏距离及其变形无法对在时间轴上发生伸缩或弯曲的序列进行相似性度量,本文提出了一种基于分段极值DTW距离的时间序列相似性度量方法可以解决这一问题。在动态时间弯曲(DTW)距离的基础上,本文定义了序列的分段极值DTW距离,并阐述了其完整的算法实现。与传统的DTW距离相比,分段极值DTW距离在保证度量准确性的同时大大提高了相似性计算的效率。文中最后运用MATLAB作对比实验,并给出实验结果数据,验证了该度量方法的有效性与准确性。     

基于提前终止的加速时间序列弯曲算法

动态时间弯曲(DTW)距离是时间序列相似搜索的一种重要距离度量,但其精确计算是一个性能瓶颈。针对此问题,提出一种名为EA_DTW的方法用于加速DTW距离的精确计算,该方法在计算累积距离矩阵中每个方格的距离时都判断其是否超过阈值,一旦超过则提前终止其余相关方格的距离计算;并对EA_DTW的过程进行了理论分析。实验对比表明,EA_DTW能够提高DTW的计算效率,在阈值与DTW距离相比较小时更加明显。     

Exact indexing of dynamic time warping

The problem of indexing time series has attracted much interest. Most algorithms used to index time series utilize the Euclidean distance or some variation thereof. However, it has been forcefully shown that the Euclidean distance is a very brittle distance measure. Dynamic time warping (DTW) is a much more robust distance measure for time series, allowing similar shapes to match even if they are out of phase in the time axis. Because of this flexibility, DTW is widely used in science, medicine, industry and finance. Unfortunately, however, DTW does not obey the triangular inequality and thus has resisted attempts at exact indexing. Instead, many researchers have introduced approximate indexing techniques or abandoned the idea of indexing and concentrated on speeding up sequential searches. In this work, we introduce a novel technique for the exact indexing of DTW. We prove that our method guarantees no false dismissals and we demonstrate its vast superiority over all competing approaches in the largest and most comprehensive set of time series indexing experiments ever undertaken.     

Weighted dynamic time warping for time series classification

Dynamic time warping (DTW), which finds the minimum path by providing non-linear alignments between two time series, has been widely used as a distance measure for time series classification and clustering. However, DTW does not account for the relative importance regarding the phase difference between a reference point and a testing point. This may lead to misclassification especially in applications where the shape similarity between two sequences is a major consideration for an accurate recognition. Therefore, we propose a novel distance measure, called a weighted DTW (WDTW), which is a penalty-based DTW. Our approach penalizes points with higher phase difference between a reference point and a testing point in order to prevent minimum distance distortion caused by outliers. The rationale underlying the proposed distance measure is demonstrated with some illustrative examples. A new weight function, called the modified logistic weight function (MLWF), is also proposed to systematically assign weights as a function of the phase difference between a reference point and a testing point. By applying different weights to adjacent points, the proposed algorithm can enhance the detection of similarity between two time series. We show that some popular distance measures such as DTW and Euclidean distance are special cases of our proposed WDTW measure. We extend the proposed idea to other variants of DTW such as derivative dynamic time warping (DDTW) and propose the weighted version of DDTW. We have compared the performances of our proposed procedures with other popular approaches using public data sets available through the UCR Time Series Data Mining Archive for both time series classification and clustering problems. The experimental results indicate that the proposed approaches can achieve improved accuracy for time series classification and clustering problems.     

基于动态时间弯曲的时序数据聚类算法的研究

时间序列是一类重要的复杂类型数据，时间序列知识发现正成为知识发现的研究热点之一。欧几里的距离及其扩展作为相似测度被广泛应用于时间序列的比较中，但是这种距离测度对数据没有好的鲁棒性。动态时间弯曲技术是基于非线性动态编程的一种模式匹配算法。该文提出了基于动态时间弯曲技术的相似搜索算法，通过计算时序数据之间的最短弯曲路径来获得序列的匹配。对综合控制时序数据进行基于不同距离测度的聚类分析对比结果表明该文提出的算法有很高的精度和对振幅差异、噪声和线性漂移有强的鲁棒性，具有良好的应用价值。     

基于孪生神经网络的时间序列相似性度量

在时间序列分类等数据挖掘工作中，不同数据集基于类别的相似性表现有明显不同，因此一个合理有效的相似性度量对数据挖掘非常关键。传统的欧氏距离、余弦距离和动态时间弯曲等方法仅针对数据自身进行相似度公式计算，忽略了不同数据集所包含的知识标注对于相似性度量的影响。为了解决这一问题，提出基于孪生神经网络（SNN）的时间序列相似性度量学习方法。该方法从样例标签的监督信息中学习数据之间的邻域关系，建立时间序列之间的高效距离度量。在UCR提供的时间序列数据集上进行的相似性度量和验证性分类实验的结果表明，与ED/DTW-1NN相比SNN在分类质量总体上有明显的提升。虽然基于动态时间弯曲（DTW）的1近邻（1NN）分类方法在部分数据上表现优于基于SNN的1NN分类方法，但在分类过程的相似度计算复杂度和速度上SNN优于DTW。可见所提方法能明显提高分类数据集相似性的度量效率，在高维、复杂的时间序列的数据分类上有不错的表现。     

Correlation based dynamic time warping of multivariate time series

In recent years, dynamic time warping (DTW) has begun to become the most widely used technique for comparison of time series data where extensive a priori knowledge is not available. However, it is often expected a multivariate comparison method to consider the correlation between the variables as this correlation carries the real information in many cases. Thus, principal component analysis (PCA) based similarity measures, such as PCA similarity factor (SPCA), are used in many industrial applications.In this paper, we present a novel algorithm called correlation based dynamic time warping (CBDTW) which combines DTW and PCA based similarity measures. To preserve correlation, multivariate time series are segmented and the local dissimilarity function of DTW originated from SPCA. The segments are obtained by bottom-up segmentation using special, PCA related costs. Our novel technique qualified on two databases, the database of signature verification competition 2004 and the commonly used AUSLAN dataset. We show that CBDTW outperforms the standard SPCA and the most commonly used, Euclidean distance based multivariate DTW in case of datasets with complex correlation structure.     

The Dynamic-Time-Warping-based k-means++ clustering and its application in phenoregion delineation

The phenoregion delineation facilitates more effective monitoring and more accurate forecasting of land-surface phenology (LSP), and thereby can greatly improve natural resources management. This article delineated a series of phenoregion maps by applying the Dynamic-Time-Warping (DTW)-based k-means++ clustering on normalized difference vegetation index (NDVI) time series. The DTW distance, a well-known shape-based similarity measure for time series data, was used as the distance measure instead of the traditional Euclidean distance in k-means++ clustering. These phenoregion maps were compared with the ones clustered based on the similarity of phenological forcing variables. The results demonstrated that the DTW-based k-means++ clustering can capture much more homogeneous phenological cycles within each phenoregion; the two types of phenoregion maps have a medium degree of spatial concordance, and their representativeness of vegetation types is comparable. The phenocycle-based phenoregion map with 15 phenoregions was selected as the optimal one, based on the criteria of cluster cohesion and separation.     

基于关节角度和DTW的太极拳视频配准方法

太极拳视频配准是实现太极拳线上教学的首要问题。为实现太极拳视频的自动配准,提出了一种基于关节角度和DTW算法的太极拳视频配准方法。该方法主要利用人体关节角度消除太极拳视频背景的干扰和不同太极拳视频中人体大小不同的影响,并利用动态时间规整(DTW)算法对不同时间点的视频帧进行配准。在该方法中,首先计算出练习者动作视频中关节角度的时间序列,并使用指数平滑法消除时间序列中存在的误差;然后利用上下帧之间的人体关节角度差分割时间序列;最后利用DTW算法求分割后得到的时间序列与标准动作视频中对应的时间序列之间的距离,即可得到练习者与标准动作之间的匹配度。实验结果表明:该方法中的指数平滑法对太极拳视频配准的精度有较大影响,以及如果用欧几里得距离替换DTW算法将会较大的降低配准精度。并且该方法在太极拳视频配准上与基于SIFT特征的方法相比,配准精度更高,达到81.21%。     

面向噪声数据的时间序列相似性搜索研究

为了减少噪声数据对查询最优序列的影响,避免Euclidean距离对形态的敏感性,以及要求序列等长的缺点,提出了面向噪声数据的时间序列相似性搜索算法.运用SPC方法去除序列中的噪声数据;采用DTW距离作为度量函数,使用规范化方法使序列处于相同的分辨率下;采用LB_ Keogh下界函数对候选序列集合进行筛选.仿真实验结果表明,该算法在阈值较小时,对含有噪声数据序列的匹配能力较强.     

Scaling and time warping in time series querying

The last few years have seen an increasing understanding that dynamic time warping (DTW), a technique that allows local flexibility in aligning time series, is superior to the ubiquitous Euclidean distance for time series classification, clustering, and indexing. More recently, it has been shown that for some problems, uniform scaling (US), a technique that allows global scaling of time series, may just be as important for some problems. In this work, we note that for many real world problems, it is necessary to combine both DTW and US to achieve meaningful results. This is particularly true in domains where we must account for the natural variability of human actions, including biometrics, query by humming, motion-capture/animation, and handwriting recognition. We introduce the first technique which can handle both DTW and US simultaneously, our techniques involve search pruning by means of a lower bounding technique and multi-dimensional indexing to speed up the search. We demonstrate the utility and effectiveness of our method on a wide range of problems in industry, medicine, and entertainment.