计算机科学与探索 ›› 2009, Vol. 3 ›› Issue (1): 105-112.DOI: 10.3778/j.issn.1673-9418.2009.01.010

• 学术研究 • 上一篇    

时间序列相似性分析中滑动窗口宽度的确定

李 峰1+,肖建华2   

  1. 1. 湘潭大学 信息工程学院,湖南 湘潭 411105
    2. 湖南第一师范学校 信息技术系,长沙 410011
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2009-01-20 发布日期:2009-01-20
  • 通讯作者: 李 峰

How to get effective slide-window size in time series similarity search

LI Feng1+, XIAO Jianhua2   

  1. 1. Information Engineering College, Xiangtan University, Xiangtan, Hunan 411105, China
    2. Department of Information Technology, Hunan The First Normal School, Changsha 410011, China
  • Received:1900-01-01 Revised:1900-01-01 Online:2009-01-20 Published:2009-01-20
  • Contact: LI Feng

摘要: 时间序列相似性查找作为一种非平凡问题,大多数有效的求解方法都涉及到对原数据维度的简约。在有效地保持原序列中信息量的前提下,尽可能降低计算复杂度是算法的关键所在。通过讨论滑动窗口在时间序列相似性降维算法中的实际应用情况,从中发现一种自适应确定滑动窗口宽度的新方法。通过对时序特征值分布函数挖掘,发现时间序列中的有效特征点,进而确定一组合适的滑动窗口宽度;最后根据序列的变化情况来决定最优的滑动窗口宽度,对原数据维度进行简约。

关键词: 数据挖掘, 时间序列, 相似性查找, 滑动窗口

Abstract: As a non-trivial problem, the most promising solutions of similarity search in time series databases involve performing dimensionality reduction on the original data. The key to this question is how to effectively keep the original time series information while reducing computational complexity at the best effort. It discusses the slide-window practical application in this area, and then concludes how to get an effective slide-window size in similarity of time series research. To find some useful eigenvalue in time series by mining the distributing values of original series, and deduce a collection of candidate slide-window size, find the optimal slide window size by adapting to the series eigenvalue variable motion movement.

Key words: data mining, time series, similarity match, slide-window