Efficient time series matching based on HMTS algorithm

Authors:
Min Zhang;Ying Tan
Affiliations:
Electronic Engineering Institute, Hefei, China;The Chinese University of Hong Kong, Shatin, Hong Kong
Venue:
ICNC'05 Proceedings of the First international conference on Advances in Natural Computation - Volume Part II
Year:
2005

Citing 3
Cited 0

The R*-tree: an efficient and robust access method for points and rectangles

SIGMOD '90 Proceedings of the 1990 ACM SIGMOD international conference on Management of data
Efficient Similarity Search In Sequence Databases

FODO '93 Proceedings of the 4th International Conference on Foundations of Data Organization and Algorithms
Efficient Time Series Matching by Wavelets

ICDE '99 Proceedings of the 15th International Conference on Data Engineering

Quantified Score

Hi-index	0.00

Visualization

Abstract

A hierarchical matching of time series(HMTS) algorithm is proposed in this paper. The trend information of the time series is extracted using EMD(empirical mode decomposition) at first, subsequently piecewise linear segmentation is used to represent the trend of the series and the segmental line information is translated into 0-1 character, which substantially reduces the computational amount when comparing to the raw data. Finally the reduced series along with the series' details are matched. As a result, the algorithm significantly improves the efficiency and accuracy of the similarity search, and overcome the difficulties of the direct linear segmentation representation of the raw data. The experimental results illustrate the effectiveness of this algorithm.