Generalized framework for similarity measure of time series
type: Item
instance of: scholarly article
title: Generalized framework for similarity measure of time series
zbMATH Open document ID: 1407.62334
DOI: 10.1155/2014/572124
author: Honggang Qi
author: Jingwen Xu
author: William N. N. Hung
author: Xiaoyu Song
author: Hong-Sheng Yin
published in: Mathematical Problems in Engineering
publication date: 2019-02-08T00:00:00Z
review text: Summary: Currently, there is no definitive and uniform description for the similarity of time series, which results in difficulties for relevant research on this topic. In this paper, we propose a generalized framework to measure the similarity of time series. In this generalized framework, whether the time series is univariable or multivariable, and linear transformed or nonlinear transformed, the similarity of time series is uniformly defined using norms of vectors or matrices. The definitions of the similarity of time series in the original space and the transformed space are proved to be equivalent. Furthermore, we also extend the theory on similarity of univariable time series to multivariable time series. We present some experimental results on published time series datasets tested with the proposed similarity measure function of time series. Through the proofs and experiments, it can be claimed that the similarity measure functions of linear multivariable time series based on the norm distance of covariance matrix and nonlinear multivariable time series based on kernel function are reasonable and practical.
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 7016759
Wikidata QID: Q59066116
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2014/572124
OpenAlex ID: W2133695617
cites work: An efficient \(k\) nearest neighbor search for multivariate time series
cites work: A Reproducing Kernel Hilbert Space Framework for Information-Theoretic Learning
cites work: Local feature extraction and its applications using a library of bases
description: scientific article; zbMATH DE number 7016759