摘要: 分析了时间序列相似匹配搜索的研究现状,提出了基于序变换的时间序列相似匹配搜索方法。该方法能够实现趋势相似的不同长度子序列的快速匹配搜索,同时具有对匹配序列的平移、时间轴的伸缩不敏感、误警率低,以及易于建立索引等优点。实验结果证明了该方法的有效性。
关键词:
时间序列,
序模式,
序变换,
相似性搜索
Abstract: This paper reviews the current research status of time series similarity search, and proposes ordinal-transformation-based similarity search method, which can achieve fast trend similarity search among sub-series of different length. In addition to insensitivity to horizontal shifting and time-axis scaling, the proposed method has a lower false alarm ratio and a higher indexing efficiency. Experimental results show the proposed method is quite competitive in terms of speed and robustness.
Key words:
time series,
ordinal pattern,
ordinal transformation,
similarity search
中图分类号:
袁晓峰;许化龙;陈淑红. 基于序变换的时间序列快速匹配搜索方法[J]. 计算机工程, 2007, 33(17): 102-104,.
YUAN Xiao-feng; XU Hua-long; CHEN Shu-hong. Ordinal-transformation-based Method for Fast Similarity Search of Time Series[J]. Computer Engineering, 2007, 33(17): 102-104,.