时序模式发现算法研究
RESEARCH ON AN ALGORITHM FOR TIME SERIES PATTERNS DISCOVERY
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摘要: 针对时序数据 ,提出一种新的时序模式的逻辑表示法 ,通过分段线性表示法 ,将时序曲线拟合为线段序列 ,从而以相对应的线段的斜率反正切值序列作为模式的逻辑表示 .在此基础上 ,设计出时序模式发现算法 ,此算法能够自动地发现所有 (子 )模式 .有关实验结果证明算法是行之有效的 .Abstract: In this paper, a new way for logic expression of time series patterns is presented for time\|series data. By a piecewise linear approximation, the data is modeled as sequence of straight lines and the sequence of arctg. (slope) is used as logic expression of time series patterns. In this way, a new algorithm for time series patterns discovery is presented. It can find all of the patterns or sub patterns automatically. The experiment results prove that the algorithm can be put into practice.
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