计算机科学 ›› 2012, Vol. 39 ›› Issue (5): 183-186.

• 数据库与数据挖掘 • 上一篇    下一篇

时间序列重要点分割的异常子序列检测

张力生,杨美洁,雷大江   

  1. (重庆邮电大学软件学院 重庆 400065) (重庆邮电大学计算机学院 重庆 400065)
  • 出版日期:2018-11-16 发布日期:2018-11-16

Outlier Sub-sequences Detection for Importance Points Segmentation of Time Series

  • Online:2018-11-16 Published:2018-11-16

摘要: 时间序列具有数据量大的特点,直接对其检测复杂度高。因此提出了一种基于时间序列重要点的异常子序列检测算法。子序列的异常检测弥补了点异常检测的局限性。该算法首先获得了一系列平滑后的重要点,然后根据其进行子序列划分,并提取每个子序列的4个特征值:长度、高度、均值和标准差,将其运用到欧氏距离中,最后通过KNN算法来检测异常子序列。实验证明了该算法的有效性和可行性。

关键词: 重要点分割,平滑处理,特征值,KNN算法

Abstract: Because the time series has a large amount of data, detecting it directly will has a high complexity. And this paper proposed an outlier sub-sectuences detection algorithm based on importance points segmentation of time series to relieve the problem. Outlier detection of sub-sectuences can offset the limitations of the outlier detection of points. This algorithm firstly obtains a series of smoothed important points, and then divides the sequences according to them, mcanwhile extracts the four characteristic values of each sub-sequence: length, height, mean and standard deviation, and applies these four characteristic values to the curopean euclidcan distance. Finally, it detects the outlier sulrsequences with the KNN algorithm Experimental results show that the algorithm is effective and reasonable.

Key words: Importance points segmentation, Smooth process, Characteristic values, KNN algorithm

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