ISSN 1000-1239 CN 11-1777/TP

计算机研究与发展 ›› 2014, Vol. 51 ›› Issue (8): 1802-1810.doi: 10.7544/issn1000-1239.2014.20121055

• 软件技术 • 上一篇    下一篇

不确定时间序列的相似性匹配问题

吴红花1,刘国华1,2,王 伟1   

  1. 1(东华大学计算机科学与技术学院 上海 201620);2(计算机软件新技术国家重点实验室(南京大学) 南京 210093) (whhua0707@163.com)
  • 出版日期: 2014-08-15
  • 基金资助: 
    基金项目:国家自然科学基金项目(61070032);计算机软件新技术国家重点实验室(南京大学)开放课题(KFKT2010B06)

Similarity Matching for Uncertain Time Series

Wu Honghua1, Liu Guohua1,2, Wang Wei1   

  1. 1(College of Computer Science and Technology, Donghua University, Shanghai 201620) ;2(State Key Laboratory for Novel Software Technology (Nanjing University), Nanjing 210093)
  • Online: 2014-08-15

摘要: 确定性时间序列的相似性匹配方法都没有考虑数据的不确定性,而现实世界中传感器采集到的数据往往是不确定的,现有的时间序列的相似性匹配方法不适用于这些领域.针对此问题,将不确定性时间序列做预处理,把它分为横向时间维和纵向概率维,首先把给定的不确定时间序列用Haar小波变换进行压缩变换,在此基础上,对得到的不确定性时间序列概率维作纵向处理,提出一种选代表方法,即采用概率最大法、均值法等选出一条确定的时间序列.通过这2种预处理后,对得到的确定性时间序列进行降维和索引,根据查询序列和数据库中的时间序列中的各自的不确定性进行组合,分别提出对应组合的相似性匹配算法.

关键词: 时间序列, 不确定性, 匹配, 降维, Haar小波变换

Abstract: Similarity matching techniques for certain time series do not consider the uncertainty of data, but in the real world the time series data collected by the sensors is often not certain, To solve this problem, we perform pre-processing over uncertain time series. It is divided into horizontal and vertical dimensions, that is, time dimension and probability dimension. First, an uncertain time series is compressed by the Haar wavelet transform. On this basis, we process the obtained uncertain time series longitudinally, and put forward a kind of method of electing representatives, which adopts maximum probability method and the mean method to select a certain time sequence. After pretreatment, we carry on the dimensionality reduction and indexing with generated certain time series. According to the query sequence and each time series in the database in the combination of uncertainty, we put forward the similarity matching algorithm corresponding to a combination of them respectively.

Key words: time series, uncertainty, matching, dimensionality reduction, Haar wavelet transform

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