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基于形态距离及自适应权重的相似性度量
引用本文:曹洋洋,林 意,王智博,鲍国强. 基于形态距离及自适应权重的相似性度量[J]. 计算机应用研究, 2018, 35(9)
作者姓名:曹洋洋  林 意  王智博  鲍国强
作者单位:江南大学,江南大学,江南大学,江南大学
摘    要:针对传统的动态时间弯曲算法的性能容易受到离群点以及局部噪声点的影响,同时对于复杂数据的处理能力较差。对此,文中提出基于形态距离及自适应权重的相似性度量算法。该算法首先利用 趋势滤波对原始待比较序列进行降维,压缩;其次引入形态距离计算两时间序列的距离矩阵,最后利用自适应赋权的距离函数抽取出各个子序列所含的信息量差异并结合动态时间弯曲完成最终时间序列相似度量。实验表明该算法有更强的鲁棒性,能够更好的利用序列的形态特征完成宏观的相似性度量,同时在处理复杂数据时更加精确,高效,稳定。

关 键 词:时间序列  相似性度量  动态时间弯曲  形态距离  自适应赋权
收稿时间:2017-04-18
修稿时间:2018-08-06

Similarity measure based on morphological distance and adaptive weights
Cao Yang-yang,Lin Yi,Wang Zhi-bo and Bao Guo-qiang. Similarity measure based on morphological distance and adaptive weights[J]. Application Research of Computers, 2018, 35(9)
Authors:Cao Yang-yang  Lin Yi  Wang Zhi-bo  Bao Guo-qiang
Affiliation:Jiangnan University,,,
Abstract:The performance of the traditional dynamic time bending algorithm is susceptible to outliers and local noise points, and the processing capacity of complex data is poor. In this regard, this paper proposes a similarity measure based on morphological distance and adaptive weight. The algorithm first uses the trend filter to reduce the dimension and compression of the original comparison sequence. Secondly,the algorithm introduces morphological distance to calculate the distance matrix of two time series .Finally,the algorithm use the distance function of adaptive weight to extract the difference of information contained in each sub-sequence and complete the final time series similarity measure with dynamic time bending. Experiments show that the algorithm has stronger robustness and can make better use of the morphological features of the sequence to complete the macro similarity measure,While dealing with complex data more accurate, efficient and stable.
Keywords:time series   similarity measure   dynamic time bending   morphological distance   adaptive weight function  
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