全部 标题 作者
关键词 摘要

OALib Journal期刊
ISSN: 2333-9721
费用:99美元

查看量下载量

相关文章

更多...

多变量时间序列例外模式的识别*

, PP. 336-342

Keywords: 多变量时间序列(MTS),自底向上的分割算法,扩展的Frobenius范数,例外模式

Full-Text   Cite this paper   Add to My Lib

Abstract:

多变量时间序列(MTS)在金融、医学、科学、工程等领域是非常普遍的.本文提出一种在MTS中识别异常模式的方法.采用自底向上的分割算法将MTS分割成互不重叠的子序列,使用扩展的Frobenius范数来计算2个MTS子序列之间的相似性,通过K均值聚类将MTS子序列分为若干个类.根据异常模式的定义,从这若干个类中识别出异常模式.在2个实际数据集上进行实验,实验结果验证算法的有效性.

References

[1]  Yang K, Shahabi C. A PCABased Similarity Measure for Multivariate Time Series // Proc of the 2nd ACM International Workshop on Multimedia Databases. Washington, USA, 2004: 6574
[2]  Li Aiguo. Segmenting and Mining Temporal Patterns in Time Series Data. Ph.D Dissertation. Xi’an, China: Xi’an Jiaotong University. Computer Science Department, 2003 (in Chinese) (李爱国.时间序列数据分割与时态模式挖掘研究.博士学位论文.西安:西安交通大学.计算机科学系, 2003)
[3]  Abonyi J, Feil B, Nemeth S, et al. Modified GathGeva Clustering for Fuzzy Segmentation of Multivariate TimeSeries. Fuzzy Sets and Systems, 2005, 149(1): 3956
[4]  Vlachos M, Yu P S, Castelli V. On Periodicity Detection and Structural Periodic Similarity [EB/OL]. [20051211]. http://www.cs.ucr.edu/~mvlachos/pubs/sdmo5.pdf
[5]  Keogh E, Chu S, Hart D, et al. An Online Algorithm for Segmenting Time Series // Proc of the IEEE International Conference on Data Mining. San Jose, USA, 2001: 289296
[6]  Vasko K T, Toivonen H T T. Estimating the Number of Segments in Time Series Data Using Permutation Tests // Proc of the IEEE International Conference on Data Mining. Maebashi City, Japan, 2002: 466473
[7]  Singhalt A, Seborg D E. Clustering of Multivariate TimeSeries Data // Proc of the American Control Conference. Anchorage, USA, 2002: 39313936
[8]  Shahabi C, Yan D H. RealTime Pattern Isolation and Recognition over Immersive Sensor Data Streams // Proc of the 9th International Conference on MultiMedia Modeling. Taipei, China, 2003: 93113
[9]  Han Jiawei, Kamber M. Data Mining: Concepts and Techniques. Orlando, USA: Morgan Kaufmann Publishers, 2001
[10]  http://finance.sina.com.cn
[11]  Blankertz B, Curio G, Müller K R. Classifying Single Trial EEG: Towards Brain Computer Interfacing // Diettrich T G, Becker S, Ghahramani Z, eds. Advances in Neural Information Processing Systems. Cambridge, USA: MIT Press, 2002, 14: 157164

Full-Text

Contact Us

service@oalib.com

QQ:3279437679

WhatsApp +8615387084133