多元时间序列模式匹配方法研究  

Research on pattern matching method for multivariate time series

作　　者：李正欣[1] 张凤鸣[1] 李克武[1] 

机构地区：[1]空军工程大学工程学院,西安710038

出　　处：《控制与决策》2011年第4期565-570,共6页Control and Decision

摘　　要：针对多元时间序列模式匹配的方法难以高效、准确地刻画序列相似程度的问题,在考虑变量的量纲和特征差异的基础上,对多元时间序列进行多维分段拟合;然后,选取各个变量维度上拟合线段的倾斜角和时间跨度作为模式的描述方式,提出一种基于动态时间弯曲(DTW)的多元时间序列趋势距离匹配方法.实验结果表明,所提出的模式匹配方法对由连续型变量组成、时间跨度较大且体现一个连续、完整动作过程的多元时间序列,具有较好的匹配效果.Common methods for matching multivariate time series can’t measure their similarity rapidly and accurately.Multivariate time series are fitted with multidimensional piecewise method on the basis of considering feature difference of different variables.Then the angle of inclination and time span of a fitting line segment in a certain variable dimension are chosen as feature pattern.A pattern matching method based on dynamic time warping（DTW） is proposed for multivariate time series.Finally,the experimental results show that the proposed method can measure the similarity of multivariate time series rapidly and accurately,which are composed of continuous variables and can present a whole action process in a comparatively long time.

关 键 词：多元时间序列 多维分段拟合 动态时间弯曲 模式匹配 

分 类 号：TP311[自动化与计算机技术—计算机软件与理论]