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计算机应用研究 2007
Research of New Similarity Measure Method on Time Series Data
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Abstract:
Based on the feature of symbolic time series data,a new similarity measure method (SAX Statistical Vector Space,SSVS)was cleatively brought. The stock data from the Standard & Poor 500 index was obtained, and the behavior of kinds of similarity measure methods in clustering research was compared.The experiment results showed that the new method could efficiently measure the similarity according to the whole trend by comparing with the classic methods.