关键词: 时间序列, 极值点, 分层次分段, 相似性度量

Abstract: Time series similarity measure is the basis of time series data mining, which assure the data mining jobs’ efficiency and accuracy. This article proposes a hierarchical segmentation and similarity measure method of time series. The method spots extreme points in time series firstly, segments the time series hierarchically based on extreme points feature, and defines new distance formula to measure the time series’ similarity. Applying new similarity measure method in time series cluster calculation, the experimental result shows the method can measure the time series similarity effectively and have evident cluster efficiency. The new similarity method is equipped with favorable practicability and well application prospect.

Key words: time series, extreme points, hierarchical segmentation, similarity measure