计算机科学 ›› 2017, Vol. 44 ›› Issue (1): 247-252.doi: 10.11896/j.issn.1002-137X.2017.01.046

• 人工智能 • 上一篇    下一篇

基于二分迭代SAX的时序相似性度量算法

张建辉,王会青,孙宏伟,郭芷榕,白莹莹   

  1. 太原理工大学计算机科学与技术学院 太原030600,太原理工大学计算机科学与技术学院 太原030600,太原理工大学计算机科学与技术学院 太原030600,太原理工大学计算机科学与技术学院 太原030600,太原理工大学计算机科学与技术学院 太原030600
  • 出版日期:2018-11-13 发布日期:2018-11-13
  • 基金资助:
    本文受国家基金项目(61402318),山西省科技攻关项目(20130313012-2,201603D221037-2),校青年团队项目(2013T0490),博士点基金项目(20131402120009)资助

Similarity Measure Algorithm of Time Series Based on Binary-dividing SAX

ZHANG Jian-hui, WANG Hui-qing, SUN Hong-wei, GUO Zhi-rong and BAI Ying-ying   

  • Online:2018-11-13 Published:2018-11-13

摘要: 时序降维是解决时间序列高维问题的关键技术。符号聚集近似表示(SAX表示法)作为一种时序降维技术,具有良好的维度约简能力与性能稳定的下界距离算法,但算法中分段数的选取需根据当前时序数据的特征而人为设定。针对这一问题,引入了滑动窗口算法与统计学方法,提出了基于二分迭代SAX的时序相似性度量算法。实验结果表明,该算法不仅解决了分段数设定困难的问题,而且降低了时序降维表示的复杂度,提高了SAX算法在多种时序数据上的分类准确性。

关键词: 时序降维,符号聚集近似,滑动窗口

Abstract: Time series dimentionality reduction technology is used to resolve high dimensionality time series.Symbolic aggregate appro ximation (SAX representation) is a time series dimensionality reduction technique which benefits from its brief representation in dimensionality reduction and highperformance lower bound distance algorithm,but there is a question that the number of segments,a parameter in SAX,is set artificially based on the characteristic of individual time series.To solve this problem,similarity measure algorithm of time series based on binarydividing SAX was presented by introducing sliding window and statistical methods.The experimental results show that binarydividing SAX algorithm not only solves the difficulty to choose the number of segments,but also reduces the complexity of time series representation in dimensionality reduction and improves classification accuracy by using the SAX algorithm in a variety of time series data.

Key words: Dimensionality reduction,Symbolic aggregate approximation,Sliding window

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