时序数据库中相似序列的挖掘

Mining Similar Sequence in Time-Series Database

1 引言时间序列是指按时间顺序取得的一系列观测值,这里的“时间”具有广义坐标轴的含义,既可以指按时间的先后顺序排列的数据,也可以指按空间的前后顺序排列的随机数据。从经济到工程技术,从天文到地理和气象,几乎在各种领域都会遇到时间序列。例如某地区的逐月降雨量,其实际记录结果,按月份先后排列,便是一个时间序列。在科技飞速发展的今天,越来越多的时间序列信息被存储在计算机上,例如证券公司的计算机积累了大量的股票信息,商场的POS系统搜集了大量的销售信息,人造卫星观测的气象信息和科学仪器所检测到的大量生物、地矿等信息也都被存储在计算机上。

Time-series data are of growing importance in many new database applications,such as data mining or warehousing. Sequences constitute a large portion of data stored in computers. There have been several efforts to model time-sequenced data,to design languages to query such data,and to develop access structures to efficiently process such as queries. Most of the work,however,is focussed on 'exact' queries. New emerging application, particularly database mining applications, require that databases be enhanced with the capability to process 'similarity' queries. Three methods of similarity-based search are introduced,and the characteristics of these methods are also discussed.