在线分割时间序列数据.pdfVIP

1000-9825/2004/15(11)1671 ©2004 Journal of Software 软 件 学 报 Vol.15, No.11 在线分割时间序列数据 1,2+ 2 李爱国 , 覃 征 1(西安科技大学 计算机科学技术系, 陕西 西安 710054) 2 (西安交通大学 计算机科学技术系, 陕西 西安 710049) On-Line Segmentation of Time-Series Data LI Ai-Guo 1,2+, QIN Zheng2 1(Department of Computer Science and Technology, Xi’an University of Science and Technology, Xi’an 710054, China) 2(Department of Computer Science and Technology, Xi’an Jiaotong University, Xi’an 710049, China) + Corresponding author: Phn: +86-29 E-mail: liag@ Received 2003-07-02; Accepted 2004-02-05 Li AG, Qin Z. On-Line segmentation time-series data. Journal of Software, 2004,15(11):1671~1679. /1000-9825/15/1671.htm Abstract: Segmentation of time series is one of the important tasks in time series data mining. Segmentation has two major uses: It may be performed either to detect when the system that creates the time series has changed or to create a high level representation of the time series for indexing, clustering, and classification. Approaches to on-line segmentation of time series are necessary when identifying and predicting temporal patterns in real-time time series databases are needed , and this is the focus of this paper. A formal description of segmenting time series problem and a criterion for the evolution of segmentation algorithms are present ed. An on-line iterative algorithm of segmenting time series, called OLS (on-line segmentation), is then proposed. OLS is independent of a priori knowledge about the segmented time series. Experimental results demonstrate that OLS can on-line detect the critical change points of time series with less ‘over fit’ than that of competitive algorithms. Key words : data mining; knowledge acquisition; time series; segmentation 摘 要: 时间序列分割是时间序列数据挖掘研究的重要任务之一.它主要有两个应用:检测生成时间序列的