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题名: Similarity Search Based on Random Projection for High Frequency Time Series
作者: Wu W(吴薇) ; Hu JT(胡静涛)
作者部门: 工业控制系统研究室
会议名称: IEEE International Conference on Cybernetic Intelligent Systems (CIS 2008)
会议日期: September 21-24, 2008
会议地点: Chengdu, China
会议主办者: IEEE Syst, Man & Cybernet Soc, Singapore Chapter
会议录: 2008 IEEE CONFERENCE ON CYBERNETICS AND INTELLIGENT SYSTEMS, VOLS 1 AND 2
会议录出版者: IEEE
会议录出版地: NEW YORK
出版日期: 2008
页码: 287-292
收录类别: CPCI(ISTP) ; EI
ISBN号: 978-1-4244-1673-8
关键词: similarity search ; random projection ; high frequency time series ; data mining
摘要: Similarity search in high frequency time series of domains as diverse as finance, marketing and industry has attracted much research attention recently. The main notions used in similarity search for time series are defined in a formal way. And a fast algorithm of similarity search based on random projection for high frequency time series is proposed. In order to achieve the high-level representation of time series, this algorithm uses the random projection method to map the original time series to the lower space. Then, the spatial data index structure such as R* tree is built using the high-level representation of the original time series, and the Euclidean distance is used as the similarity measurement. It is a fast similarity searching algorithm with high accuracy for high frequency time series. The experimental results demonstrate that the method is effective and efficient.
产权排序: 1
内容类型: 会议论文
URI标识: http://ir.sia.cn/handle/173321/8128
Appears in Collections:工业信息学研究室_工业控制系统研究室_会议论文

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