| 多元时间序列相似性度量方法 |
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| 引用本文： | 李正欣,郭建胜,毛红保,高杨军.多元时间序列相似性度量方法[J].控制与决策,2017,32(2):368-372. |
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| 作者姓名： | 李正欣 郭建胜 毛红保 高杨军 |
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| 作者单位： | 空军工程大学装备管理与安全工程学院,西安710051,空军工程大学装备管理与安全工程学院,西安710051,空军工程大学航空航天工程学院,西安710051,空军工程大学装备管理与安全工程学院,西安710051 |
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| 基金项目： | 国家自然科学基金项目(61502521). |
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| 摘 要： | 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.
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| 关 键 词： | 多元时间序列 相似性度量 特征提取 动态时间弯曲 计算复杂度 |
| 收稿时间： | 2016/3/7 0:00:00 |
| 修稿时间： | 2016/3/7 0:00:00 |
Similarity measure for multivariate time series |
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| LI Zheng-xin,GUO Jian-sheng,MAO Hong-bao and GAO Yang-jun.Similarity measure for multivariate time series[J].Control and Decision,2017,32(2):368-372. |
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| Authors: | LI Zheng-xin GUO Jian-sheng MAO Hong-bao and GAO Yang-jun |
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| Affiliation: | Equipment Management and Safety Engineering College,Air Force Engineering University,Xi''an710051,China,Equipment Management and Safety Engineering College,Air Force Engineering University,Xi''an710051,China,Aeronautics and Astronautics Engineering College,Air Force Engineering University,Xi''an710051,China and Equipment Management and Safety Engineering College,Air Force Engineering University,Xi''an710051,China |
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| Abstract: | Existing similarity measure for multivariate time series can''t calculate similarity accurately and rapidly. Firstly, multivariate time series are fitted with the multidimensional piecewise method. Then, average values of original points in every segment are computed as the feature pattern. Finally, inputted by feature series, dynamic time warping is used to measure the similarity of multivariate time series. The results of experiments show that the process of its parameter choice is simple, and the proposed method can guarantee the measure accuracy at relatively low computational cost. |
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