Multivariate Time Series Similarity Searching
Multivariate time series (MTS) datasets are very common in various financial, multimedia, and hydrological fields. In this paper, a dimension-combination method is proposed to search similar sequences for MTS. Firstly, the similarity of single-dimension series is calculated; then the overall similar...
Saved in:
| Main Authors: | , , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2014-01-01
|
| Series: | The Scientific World Journal |
| Online Access: | http://dx.doi.org/10.1155/2014/851017 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Summary: | Multivariate time series (MTS) datasets are very common in various financial, multimedia, and hydrological fields. In this paper, a dimension-combination method is proposed to search similar sequences for MTS. Firstly, the similarity of single-dimension series is calculated; then the overall similarity of the MTS is obtained by synthesizing each of the single-dimension similarity based on weighted BORDA voting method. The dimension-combination method could use the existing similarity searching method. Several experiments, which used the classification accuracy as a measure, were performed on six datasets from the UCI KDD Archive to validate the method. The results show the advantage of the approach compared to the traditional similarity measures, such as Euclidean distance (ED), cynamic time warping (DTW), point distribution (PD), PCA similarity factor SPCA, and extended Frobenius norm (Eros), for MTS datasets in some ways. Our experiments also demonstrate that no measure can fit all datasets, and the proposed measure is a choice for similarity searches. |
|---|---|
| ISSN: | 2356-6140 1537-744X |