Computer Engineering and Applications ›› 2013, Vol. 49 ›› Issue (22): 139-142.

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Similarity search for multivariate time series based on B+-tree index

GUO Xiaofang1, LI Feng2, YE Hua1   

  1. 1.School of Computer Science and Engineering, Jiangsu University of Science and Technology, Zhenjiang, Jiangsu 212003, China
    2.School of Electronics and Information, Jiangsu University of Science and Technology, Zhenjiang, Jiangsu 212003, China
  • Online:2013-11-15 Published:2013-11-15

基于B+-tree索引的多元时间序列相似查询

郭小芳1,李  锋2,叶  华1   

  1. 1.江苏科技大学 计算机科学与工程学院,江苏 镇江 212003
    2.江苏科技大学 电子信息学院,江苏 镇江 212003

Abstract: To improve similarity search efficiency for multivariate time series datasets, distance -based index structure(Dbis) for similarity search is introduced. The dimension of MTS database is reduced by Principal Component Analysis(PCA) method, and the principal component of MTS are clustered, and the MTS items are mapped into one dimensional space based on clustering centre of each partition, on B+-tree indexing configuration, k MTS items are found out as most similar MTS sequences for given MTS sequence. Experimental results show that the proposed algorithm detects similar MTS more accurately and efficiently.

Key words: Multivariate Time Series, Principal Component Analysis, B+-tree indexing, similarity search

摘要: 为提高多元时间序列相似查询执行效率,采用了基于距离索引结构的相似查询算法。利用主成分分析方法对多元时间序列数据降维并在此基础上进行聚类,以聚类质心为参考点,将各类变换到一维空间,利用B+-tree结构进行索引查询,找到与查询序列最相似的[k]个MTS序列。实验表明查询效率和准确性都有比较大的提高。

关键词: 多元时间序列, 主元分析, B+-tree索引, 相似查询