基于关键点的时间序列模式表示

时间序列包含的数据量大、维数高、数据更新快,很难直接在原始时间序列上进行数据挖掘.借鉴时间序列线性分段的基本思想,提出了一种基于关键点的分段线性表示法,用关键点组成的直线段近似描述时间序列.将关键点作为时间序列的分割点,反映时间序列的主要特征,降低时间序列的维数,使整体误差达到最小.

Time Series Pattern Representation Based on Skeleton Points

Time series data have the characteristics of being large in size,high dimensionality and prompt update.It is hard to manipulate for data analysis and mining in its original structure.Using the basic idea of piecewise linear time series for reference,a time series segmentation algorithm is proposed based on skeleton point,which can approximately represent time series by linear composed of skeleton point.This method adopts skeleton point as segmentation point in time series reflecting mostly character of time series.The dimensionality of time series is reduced,and the error of the whole is minimized.