摘要
从一元时间序列和多元时间序列两个方面对当前提出的主要时间序列距离度量方法进行了述评。深入分析了各种算法的原理和特点,比较了算法对时间序列形变的支持情况以及时间复杂度。从客观上讲,各种算法之间并不具有绝对的优劣关系,每种算法的原理和特点各异,适用的问题领域也不一样。对于工程应用中选择时间序列距离度量方法具有指导意义,同时对于设计新的距离度量方法也具有参考价值。
Separating into unitary time series and multivariate time series, it reviews and summarizes the main presented methods of time series distance measuring. The theory and characteristic of each algorithm is analyzed, the tolerance is compared to time series trans- formations and time complexity with each other. Objectively, there is no absolute preference between the algorithms because the theory and character of each algorithm is different, then every algorithm suit different problem domain. The research of this paper can guide user to select suitable distance measuring algorithm in a specific application. It also provides reference to designing new distance measuring algorithm in time series data mining.
出处
《计算机工程与设计》
CSCD
北大核心
2010年第19期4221-4224,共4页
Computer Engineering and Design
基金
空军工程大学工程学院科研创新基金项目(XS0901017)
关键词
时间序列
多元时间序列
相似性查询
距离度量
相似性匹配
time series
multivariate time series
similarity query
distance measuring
similarity matching