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Generalized Framework for Similarity Measure of Time Series
Joint Authors
Yin, Hongsheng
Qi, Honggang
Song, Xiaoyu
Hung, William N. N.
Xu, Jingwen
Source
Mathematical Problems in Engineering
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-11-03
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract EN
Currently, there is no definitive and uniform description for the similarity of time series, which results in difficulties for relevant research on this topic.
In this paper, we propose a generalized framework to measure the similarity of time series.
In this generalized framework, whether the time series is univariable or multivariable, and linear transformed or nonlinear transformed, the similarity of time series is uniformly defined using norms of vectors or matrices.
The definitions of the similarity of time series in the original space and the transformed space are proved to be equivalent.
Furthermore, we also extend the theory on similarity of univariable time series to multivariable time series.
We present some experimental results on published time series datasets tested with the proposed similarity measure function of time series.
Through the proofs and experiments, it can be claimed that the similarity measure functions of linear multivariable time series based on the norm distance of covariance matrix and nonlinear multivariable time series based on kernel function are reasonable and practical.
American Psychological Association (APA)
Xu, Jingwen& Qi, Honggang& Yin, Hongsheng& Hung, William N. N.& Song, Xiaoyu. 2014. Generalized Framework for Similarity Measure of Time Series. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-12.
https://search.emarefa.net/detail/BIM-1044380
Modern Language Association (MLA)
Xu, Jingwen…[et al.]. Generalized Framework for Similarity Measure of Time Series. Mathematical Problems in Engineering No. 2014 (2014), pp.1-12.
https://search.emarefa.net/detail/BIM-1044380
American Medical Association (AMA)
Xu, Jingwen& Qi, Honggang& Yin, Hongsheng& Hung, William N. N.& Song, Xiaoyu. Generalized Framework for Similarity Measure of Time Series. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-12.
https://search.emarefa.net/detail/BIM-1044380
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1044380