Hierarchical algorithm for time series similar pattern matching based on EMD

doi:10.3778/j.issn.1002-8331.2008.34.040

Computer Engineering and Applications ›› 2008, Vol. 44 ›› Issue (34): 129-131.DOI: 10.3778/j.issn.1002-8331.2008.34.040

• 数据库、信号与信息处理 • Previous Articles Next Articles

Hierarchical algorithm for time series similar pattern matching based on EMD

GUO Yan-qin,JIA Su-ling

Department of Economics and Management，Beihang University，Beijing 100083，China

Received:2008-05-20 Revised:2008-06-23 Online:2008-12-01 Published:2008-12-01
Contact: GUO Yan-qin

基于EMD方法的时间序列分层相似性匹配算法

郭艳琴,贾素玲

北京航空航天大学经济管理学院，北京 100083

通讯作者: 郭艳琴

Abstract

Abstract: Data mining of time series is an important part of DM（Data Mining）.This article first extracts the trend information from financial series using EMD method which is applicable for non-stationary and non-linear time series.Then the hierarchical algorithm for time series similar pattern matching is proposed based on the result of trend extraction which improves the effectiveness of similar pattern matching and decreases the redundancy.

Key words: Empirical Mode Decomposition（EMD）, trend extraction, similar pattern matching time series

摘要： 时间序列数据挖掘是时态数据挖掘的一个重要方面，针对金融时间序列非稳定、非线性的特点，使用EMD方法进行序列趋势的提取，得到了原始时间序列的长期趋势。在此基础上提出了子序列分层匹配算法，首先进行时间序列趋势的粗匹配，在结果集中进一步进行细节匹配，与传统方法相比，提高了相似性匹配的效率，减少了结果集的冗余。

关键词: 经验模式分解, 趋势提取, 时间序列相似性匹配

GUO Yan-qin,JIA Su-ling. Hierarchical algorithm for time series similar pattern matching based on EMD[J]. Computer Engineering and Applications, 2008, 44(34): 129-131.

郭艳琴,贾素玲. 基于EMD方法的时间序列分层相似性匹配算法[J]. 计算机工程与应用, 2008, 44(34): 129-131.

[1]	ZHANG Xuejun1，2, WANG Longqiang1, HUANG Wanlu1, HUANG Liya1，2, CHENG Xiefeng1，2. EEG signals feature extraction based on EMD and CSP combined WOSF [J]. Computer Engineering and Applications, 2018, 54(24): 149-155.
[2]	GUO Rui, FAN Yamin. Algorithm based on extreme learning machine to restrain the end effect of BS-EMD and its application [J]. Computer Engineering and Applications, 2017, 53(7): 256-262.
[3]	WANG Xia1, WANG Dan1, WANG Guangyan2, ZHANG Yan1. Noisy face mask speech enhancement combining compressed sensing with EMD [J]. Computer Engineering and Applications, 2017, 53(18): 137-140.
[4]	ZHANG Xuejun1，2, HUANG Wanlu1, HUANG Liya1，2, CHENG Xiefeng1，2. EEG signals feature extraction combined with empirical mode decomposition and common spatial pattern [J]. Computer Engineering and Applications, 2017, 53(13): 9-15.
[5]	TAN Yangbo, CHENG Jinjun, LIU Shuai. Liquid solenoid valve fault diagnosis based on EMD and neighborhood rough set [J]. Computer Engineering and Applications, 2017, 53(12): 255-260.
[6]	YANG Hang, GUO Xiaojin. Improved method dealing with end issue of EMD [J]. Computer Engineering and Applications, 2016, 52(8): 266-270.
[7]	ZHANG Yanfei, OUYANG Jianfei, YAO Lifeng. Physiological signals extraction based on ICA and EMD [J]. Computer Engineering and Applications, 2016, 52(6): 167-171.
[8]	JING Bo, JIN Weidong, QIN Na. Track detection of wavelet ridge method based on EMD [J]. Computer Engineering and Applications, 2016, 52(4): 266-270.
[9]	LI Ming, LI Tianrui, CHEN Zhi, YANG Yan. Empirical mode decomposition of high-speed rail data based on Spark computing framework [J]. Computer Engineering and Applications, 2016, 52(20): 103-107.
[10]	XUE Juntao, WENG Yuru, ZHANG Jun. Speech endpoint detection based on EMD and cross-entropy [J]. Computer Engineering and Applications, 2016, 52(20): 149-153.
[11]	ZHAO Taotao, YANG Hongwu. Formant extraction algorithm of speech signal by combining EMD and WMCEP [J]. Computer Engineering and Applications, 2015, 51(9): 207-212.
[12]	SONG Zhenghui1, NING Bo1, ZHANG Xinchun2. Fault diagnosis of nonlinear systems based on qualitative trend analysis [J]. Computer Engineering and Applications, 2015, 51(8): 250-254.
[13]	YUE Tingming, WANG Jinhai, WANG Huiquan. Integration of accelerometer information and EMD filtering algorithm in dynamic ECG acquisition [J]. Computer Engineering and Applications, 2015, 51(20): 192-197.
[14]	BAO Guangqing, CHANG Yong, YANG Guojin. De-noising of rolling bearing fault vibration signal based on empirical mode decomposition threshold [J]. Computer Engineering and Applications, 2015, 51(10): 205-210.
[15]	PAN Zhengrong, DAI Rui, ZHANG Ning. Improved algorithm for pitch detection [J]. Computer Engineering and Applications, 2015, 51(10): 223-226.

Hierarchical algorithm for time series similar pattern matching based on EMD

基于EMD方法的时间序列分层相似性匹配算法

PDF

Knowledge

Abstract

Cite this article

share this article

References

Related Articles 15

Recommended Articles

Metrics