基于三点的时间序列关键点研究

Study on Time Series Based on the Key Point of Three Points

关键点(转折点及极值点)是刻画时间序列的最重要点,由此提出了一种新的基于三点时间序列关键点算法.首先,分析了三点组成的序列形态;其次,提出了转折点定理和三点转折定理,并给予了证明;最后,给出了算法及实验分析.实验结果表明该算法能精确定位序列中的关键点.

The key point(turning point and extreme point)is the most important point characterization of time series,This paper proposes a novel algorithm of time series based on the three key points.First,It analyzes the time series form of three points;Secondly,it presents the turning point theorem and the three turning point theorem,And proved them;Finally,it gives the algorithm and experiment analysis.The experimental results show that the algorithm can accurately positioning key points in time series.