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Similarity Measure of Multivariate Time Series Based on Segmentation

Published: 26 May 2020 Publication History

Abstract

Similarity measure of time series is a fundamental problem in data mining tasks. However, most of the similarity methods are mainly for univariate time series, rather than multivariate time series. Among the existing approaches for multivariate time series, dynamic time warping can obtain high accuracy, but the calculation cost is expensive. To solve this challenging problem, a similarity measure of multivariate time series is proposed. We first segment multivariate time series and extract the mean value and span of each sequence as its feature. Then, a similarity measure based on dynamic time warping is proposed. Finally, extensive experiments on real-world data sets are executed. The experimental results indicate the proposed method can improve the efficiency while keeping the accuracy of similarity measure.

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Cited By

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  • (2022)A global relative similarity for inferring interactions of multi-agent systemsComplex & Intelligent Systems10.1007/s40747-022-00877-59:2(1671-1686)Online publication date: 4-Oct-2022

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  1. Similarity Measure of Multivariate Time Series Based on Segmentation

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    cover image ACM Other conferences
    ICMLC '20: Proceedings of the 2020 12th International Conference on Machine Learning and Computing
    February 2020
    607 pages
    ISBN:9781450376426
    DOI:10.1145/3383972
    Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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    • Shenzhen University: Shenzhen University

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    Association for Computing Machinery

    New York, NY, United States

    Publication History

    Published: 26 May 2020

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    Author Tags

    1. Time series
    2. computational complexity
    3. dynamic time warping
    4. segmentation
    5. similarity measure

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    • Refereed limited

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    • Natural Science Foundation of China

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    ICMLC 2020

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    • (2022)A global relative similarity for inferring interactions of multi-agent systemsComplex & Intelligent Systems10.1007/s40747-022-00877-59:2(1671-1686)Online publication date: 4-Oct-2022

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