The invention discloses a
time sequence similarity measurement method based on self-adaptive piecewise statistical approximation. The method comprises the following steps of firstly, segmenting a
time sequence into subsequences containing complete fluctuation trends based on
time sequence coded identification turning points; secondly, extracting various statistical characteristics of each subsequence in sequence so as to configure
local pattern character vectors; and lastly, computing a distance between the
local pattern character vectors by utilizing a normalized distance so as to realize
local pattern matching, and using the local
pattern matching as a subprogram of a
dynamic programming algorithm so as to realize global
pattern matching. The time sequence similarity measurement method is better than the other measurement method in the aspects of
measurement precision and computational efficiency to a larger extent, and plays an important role in daily activities and industrial production of people, such as similarity search, classification, clustering, predication,
anomaly detection, on-line
pattern recognition and the other
processing of large-scale sampling data or high-speed
dynamic data flow in banking transaction, traffic control, air quality and
temperature monitoring, industrial flow monitoring,
medical diagnosis and the other application.