Querying and Mining of Time Series Data Experimental时间序列数据的查询与挖掘.pptVIP

Motivation and Summary of Findings The tightness of lower bounding (?thus the pruning power, ? indexing effectiveness) of different representation methods for time series data, for the most part, makes a very little difference on various data sets. Classification error ratios of elastic measures, e.g, DTW, LCSS, EDR and ERP can be significantly more accurate than other measures With large training data set size, Euclidean distance is competitive with elastic measures such as DTW (thus getting more data helps more than fussing with distance measures in most cases ) Comparison of Time Series Representation Methods Comparison of Time Series Similarity Measures - Findings Compared 9 similarity measures: Euclidean, L1, Linf, DISSIM, TQuEST, DTW, EDR, ERP, LCSS, Swale and Spade on 38 diverse data sets Used 1-Nearest Neighbor Classification for evaluating the accuracy of underlying measures Used stratified cross-validation to minimize the impact of class distribution of the data sets Example: Impact of Training Data Set Size Visualizing Classification Accuracy Using Scatter Plot (1) Visualizing Classification Accuracy Using Scatter Plot (2) Visualizing Classification Accuracy Using Scatter Plot (3) Visualizing Classification Accuracy Using Scatter Plot (4) Conclusions Future Work We attempted to consolidate existing works on representation methods and similarity measures for time series data Future extensions include: Conducting statistical analysis to investigate relationships among different similarity measures and present correlation-based comparison. Investigate (meta) properties of the datasets that could yield favorable effectiveness of some (or other) similarity measure * 34th VLDB Conference, Auckland, New Zealand Querying and Mining of Time Series Data: Experimental Comparison of Representations and Distance Measures Hui Ding, Goce Trajcevski, Peter Scheuermann Dept. of EECS, Northwestern University hdi117,goce,peters@eecs.northweste