Pattern Distance Of Time Series
Author(s)
D. WangDa & RongGang
Abstract
The pattern model representation (PMR) of time series is proposed in this paper.
PMR is based on a piecewise linear representation (PLR) and is effective at
describing the tendency of time series. Then, the pattern distance can be
calculated to measure the similarity of tendency. This method overcomes the
problem of time series mismatch based on point distance. According to the
numbers of series' segmentations, pattern distance has a multi-scale feature and
can reflect different similarities with various bandwidths. Because normalization
is unnecessary, the calculation consumption of pattern distance is low.
1 Introduction
Knowledge discovery of time series plays an important role in data mining. In
particular, dynamic information can be found by analysing the tendency change
of time series. Commonly, matching time series is
Keywords
Related Book
Other papers in this volume
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