计算机工程与应用 ›› 2008, Vol. 44 ›› Issue (25): 129-131.DOI: 10.3778/j.issn.1002-8331.2008.25.039

• 数据库、信号与信息处理 • 上一篇    下一篇

时间序列相似性定义延拓

尹洪胜1,刘秀荣2,钱建生1,华 钢1   

  1. 1.中国矿业大学 信息与电气工程学院,江苏 徐州 221008
    2.中国矿业大学 图书馆,江苏 徐州 221008
  • 收稿日期:2008-03-17 修回日期:2008-05-19 出版日期:2008-09-01 发布日期:2008-09-01
  • 通讯作者: 尹洪胜

Analytic continuation of similarity definition in time series

YIN Hong-sheng1,LIU Xiu-rong2,QIAN Jian-sheng1,HUA Gang1   

  1. 1.School of Information and Electrical Engineering,China University of Mining & Technology,Xuzhou,Jiangsu 221008,China
    2.Library of China University of Mining & Technology,Xuzhou,Jiangsu 221008,China
  • Received:2008-03-17 Revised:2008-05-19 Online:2008-09-01 Published:2008-09-01
  • Contact: YIN Hong-sheng

摘要: 时间序列相似性定义没有一个明确的、统一的表述方法,造成了研究上的困难。将研究序列分解为多个与参照序列等维的子序列,把问题转化为研究子序列与参照序列的相似性。选择满足保范同构的线性变换算子对子序列和参照序列进行变换,以降低直接计算的复杂度。利用集合理论对相似关系进行了宏观描述,用子序列与参照序列变换前后向量差的范数定义序列相似性度量函数,将相似性度量进行了统一。研究结果为基于傅立叶变换和小波变换研究时间序列的相似性提供了理论依据。

关键词: 信息处理技术, 时间序列, 相似性, 线性算子, 范数

Abstract: The similarity definition of the time series isn’t definitely and uniformly represented.That causes great difficulties to the research.The object series are disassembled into multi sub-series whose dimension is equal to the reference series.So this problem can be transformed into the study of the similarity between the object sub-series and the reference series.To reduce the calculable complexity,the sub-series and reference series are transformed by the linear operator of isometrically isomorphism.The similarity relation is macroscopically described by using the sets theory,and the measurement function of series similarity is defined by the norm of vector remainder,which is the remainder between the vector of sub-series and reference series before transformation and the vector of sub-series and reference series after transformation.Then the similarity measurement is unified.The research result provides theory evidence for the similarity research of time series based on Fourier transformation and wavelet transformation.

Key words: information processing, time series, similarity, linear operator, norm