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A Calculation Method of Time Series Similarity

A technology of time series and calculation method, applied in the field of time series similarity calculation

Inactive Publication Date: 2016-08-24
NORTH CHINA ELECTRIC POWER UNIV (BAODING)
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

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Problems solved by technology

[0005] The purpose of the present invention is to provide a time series similarity calculation method based on improved distance, which is used to solve the shortcomings of the existing time series similarity calculation method

Method used

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  • A Calculation Method of Time Series Similarity
  • A Calculation Method of Time Series Similarity
  • A Calculation Method of Time Series Similarity

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Embodiment Construction

[0031] The preferred embodiments will be described in detail below in conjunction with the accompanying drawings. It should be emphasized that the following description is only exemplary and not intended to limit the scope of the invention and its application.

[0032] figure 1 is a flow chart of the calculation method of the time series similarity provided by the present invention, such as figure 1 As shown, the calculation methods of time series similarity include:

[0033] Step 1: Separate the two time series S to be compared 1 and S 2 Divide into temporal subsequences S in the same way 1 (i) and S 2 (i); wherein, i=1,2,...,n, n is the number of time subsequences.

[0034] Judging the specific practical application requirements according to the similarity, if the local similarity of each period of the time series has the same influence on the overall similarity of the time series, the subsequence can be divided into equal parts. Divide the time series into n time sub...

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Abstract

The invention discloses a method for calculating time sequence similarity in the technical field of computer information technology processing. The method includes the steps of dividing a time sequence S1 to be compared and a time sequence S2 to be compared into time subsequences S1 (i) and time subsequences S2 (i) respectively with the same mode, setting the weight (wi) of each time subsequence S1 (i) and the weight (wi) of each time subsequence S2 (i), calculating distances between the corresponding time subsequences, and calculating the similarity of the time sequence S1 and the time sequence S2 according to the distances between the corresponding time subsequences and the weights of the time subsequences. The method can better reflect the similarity of shapes of the time sequences and is low in complexity and quick in judgment.

Description

technical field [0001] The invention belongs to the technical field of computer information technology processing, and in particular relates to a calculation method of time series similarity. Background technique [0002] Time series exist in a large number of application fields such as commerce, finance, medicine, astronomy and meteorology, aerospace, electric energy and so on. In the process of time series data analysis, how to judge the similarity of time series data is a basic problem, which is widely used in time series query, pattern matching, classification and data mining. [0003] The existing distance-based time series similarity calculation methods are mainly divided into two types, namely the method based on Euclidean distance (or similar Euclidean distance) and the method based on dynamic time warping distance. Methods based on Euclidean distance do not have morphological recognition capabilities and cannot identify pattern changes in time series at different r...

Claims

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Application Information

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Patent Type & Authority Patents(China)
IPC IPC(8): G06F19/00
Inventor 李中张铁峰张卫华
Owner NORTH CHINA ELECTRIC POWER UNIV (BAODING)
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