Combining SAX and Piecewise Linear Approximation to improve similarity search on financial time series

被引：9

作者：

Nguyen Quoc Viet Hung ^{[1
]}

Duong Tuan Anh ^{[1
]}

机构：

[1] HoChiMinh City Univ Technol, Fac Comp Sci & Engn, Thanh Pho Chi Minh, Vietnam

来源：

2007 INTERNATIONAL SYMPOSIUM ON INFORMATION TECHNOLOGY CONVERGENCE, PROCEEDINGS | 2007年

关键词：

D O I：

10.1109/ISITC.2007.24

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Efficient and accurate similarity searching on a large time series data set is an important but non-trivial problem. In this work, we propose a new approach to improve the quality of similarity search on time series data by combining Symbolic Aggregate Approximation (SAX) and Piecewise Linear Approximation. The approach consists of three steps: transforming real valued time series sequences to symbolic strings via SAX, pattern matching on the symbolic strings and a post processing via Piecewise Linear Approximation.

引用

页码：58 / 62

页数：5

共 50 条

[1] Similarity Measure for Time Series Based on Piecewise Linear Approximation
Li, Guiling
Wang, Yuanzhen
Zhang, Liping
Zhu, Xiaolian
2009 INTERNATIONAL CONFERENCE ON WIRELESS COMMUNICATIONS AND SIGNAL PROCESSING (WCSP 2009), 2009, : 929 - +
[2] Similarity measure based on piecewise linear approximation and derivative dynamic time warping for time series mining
Li, Haili
Guo, Chonghui
Qiu, Wangren
EXPERT SYSTEMS WITH APPLICATIONS, 2011, 38 (12) : 14732 - 14743
[3] A New Method of Piecewise Linear Approximation of Non-stationary Time Series for Similarity Measurement
Satybaldiev, Daniiar
2015 TWELVE INTERNATIONAL CONFERENCE ON ELECTRONICS COMPUTER AND COMPUTATION (ICECCO), 2015, : 90 - 93
[4] Piecewise statistic approximation based similarity measure for time series
Cai, Qinglin
Chen, Ling
Sun, Jianling
KNOWLEDGE-BASED SYSTEMS, 2015, 85 : 181 - 195
[5] An Efficient Similarity Search For Financial Multivariate Time Series
Zhou, Dazhuo
Li, Minqiang
Yan, Hongcan
2008 4TH INTERNATIONAL CONFERENCE ON WIRELESS COMMUNICATIONS, NETWORKING AND MOBILE COMPUTING, VOLS 1-31, 2008, : 11161 - 11164
[6] Similarity Search on Financial Time Series based on DTW and NMF
Liu, Zunxiong
Zhou, Tianqing
PROCEEDINGS OF 2010 INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY AND INDUSTRIAL ENGINEERING, VOLS I AND II, 2010, : 1112 - 1116
[7] Adaptive error bounded piecewise linear approximation for time-series representation
Zhou, Zhou
Baratchi, Mitra
Si, Gangquan
Hoos, Holger H.
Huang, Gang
ENGINEERING APPLICATIONS OF ARTIFICIAL INTELLIGENCE, 2023, 126
[8] Mixed dissimilarity measure for piecewise linear approximation based time series applications
Banko, Zoltan
Abonyi, Janos
EXPERT SYSTEMS WITH APPLICATIONS, 2015, 42 (21) : 7664 - 7675
[9] Piecewise linear approximation for MILP leveraging piecewise convexity to improve performance
Birkelbach, Felix
Huber, David
Hofmann, Rene
COMPUTERS & CHEMICAL ENGINEERING, 2024, 183
[10] Slopewise Aggregate Approximation SAX: keeping the trend of a time series
Pappa, Lamprini
Karvelis, Petros
Georgoulas, George
Stylios, Chrysostomos
2021 IEEE SYMPOSIUM SERIES ON COMPUTATIONAL INTELLIGENCE (IEEE SSCI 2021), 2021,

← 1 2 3 4 5 →