计算机工程 ›› 2020, Vol. 46 ›› Issue (5): 131-138.doi: 10.19678/j.issn.1000-3428.0056243

• 先进计算与数据处理 • 上一篇    下一篇

有监督时间序列分割与状态识别算法

史明阳, 王鹏, 汪卫   

  1. 复旦大学 软件学院, 上海 201203
  • 收稿日期:2019-10-10 修回日期:2019-12-15 发布日期:2019-12-20
  • 作者简介:史明阳(1995-),女,硕士研究生,主研方向为数据科学;王鹏,副教授、博士生导师;汪卫,教授、博士生导师。
  • 基金项目:
    国家自然科学基金(61672163,U1509213)。

Algorithm of Supervised Time Series Segmentation and State Recognition

SHI Mingyang, WANG Peng, WANG Wei   

  1. Software School, Fudan University, Shanghai 201203, China
  • Received:2019-10-10 Revised:2019-12-15 Published:2019-12-20

摘要: 时间序列分割与状态识别是一项重要的时间序列挖掘任务,可用于识别被监测对象的运行状态,然而目前多数无监督时间序列分割算法得到的结果无法满足用户的状态识别期望。为实现符合用户意图的时间序列分割,提出一种有监督的时间序列分割算法。构造特征集合并自动训练特征概率模型参数,以此构建特征高斯概率分布模型进行相关序列的特征设计,同时利用匹配损失计算和改进的贪心策略设定特征权重约束,通过增加分割位置约束条件及增量计算2种优化方式提高分割效率。在多个真实数据集上的实验结果表明,与pHMM和AutoPlait算法相比,该算法可以全面表达状态类别,对时间序列进行更精准的分割。

关键词: 数据挖掘, 时间序列分割, 状态识别, 特征模型, 贪心策略

Abstract: Time series segmentation and state recognition is an important time series mining task that can be used to automatically identify the running state of the monitored object,but servel unsupervised time series segmentation algorithms fail to meet the state recognition expectation of users.To address the problem,this paper proposes a supervised time series segmentation algorithm.It constructs a characteristic set and on this basis trains the parameters of the characteristic probability model automatically,so as to build the characteristic Gaussian probability distribution model and design the characteristics of the related sequence.Meanwhile,the matching loss calculation and improved greedy strategy are used to design feature weight constraints,and the segmentation efficiency is increased by using two optimization methods:adding constraints of segmentation positions and incremental calculation.Experimental results on multiple real data sets show that,compared with the pHMM and AutoPlait algorithms,the proposed algorithm can fully express all categories of states and implement more accurate segmentation of time series.

Key words: data mining, time series segmentation, state recognition, feature model, greedy strategy

中图分类号: