Pattern discovery from time series is of fundamental importance. Most of the algorithms of pattern discovery in time series capture the values of time series based on some kinds of similarity measures. Affected by the...Pattern discovery from time series is of fundamental importance. Most of the algorithms of pattern discovery in time series capture the values of time series based on some kinds of similarity measures. Affected by the scale and baseline, value-based methods bring about problem when the objective is to capture the shape. Thus, a similarity measure based on shape, Sh measure, is originally proposed, andthe properties of this similarity and corresponding proofs are given. Then a time series shape pattern discovery algorithm based on Sh measure is put forward. The proposed algorithm is terminated in finite iteration with given computational and storage complexity. Finally the experiments on synthetic datasets and sunspot datasets demonstrate that the time series shape pattern algorithm is valid.展开更多
文摘Pattern discovery from time series is of fundamental importance. Most of the algorithms of pattern discovery in time series capture the values of time series based on some kinds of similarity measures. Affected by the scale and baseline, value-based methods bring about problem when the objective is to capture the shape. Thus, a similarity measure based on shape, Sh measure, is originally proposed, andthe properties of this similarity and corresponding proofs are given. Then a time series shape pattern discovery algorithm based on Sh measure is put forward. The proposed algorithm is terminated in finite iteration with given computational and storage complexity. Finally the experiments on synthetic datasets and sunspot datasets demonstrate that the time series shape pattern algorithm is valid.
