基于emd与k鄄means算法的时间序列聚类.pdfVIP

第22 卷摇 第5 期摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 模式识别与人工智能摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 Vol.22摇 No.5 摇 2009年10月摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 PR AI摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 Oct摇 摇 2009 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 摇 基于EMD 与K鄄means算法的时间序列聚类* 1 2 刘慧婷 摇 摇 倪志伟 1(安徽大学 计算机科学与技术学院合肥摇 230039) 2(合肥工业大学 计算机网络系统研究所 合肥摇 230009) 摘摇 要摇 有效实现时间序列聚类的重要前提是序列的维数得到约简,序列中包含的噪声能够被滤除.文中提出一 种能够对时间序列进行有效预处理的方法.该方法先通过经验模态分解实现时间序列趋势的提取,再利用自底向 上算法对趋势序列进行分段,最后转换成由{-1,0,1}构成的齐序列.为了证明该方法既能实现降维,也可实现数据 序列中噪声的滤除,文中利用K鄄means算法对经过上述方法预处理后的序列进行聚类.实验结果表明,与直接对原 序列进行聚类相比,对预处理后的数据序列进行聚类,空间复杂度较低、准确性较高. 关键词摇 时间序列,分段序列,降维,经验模态分解,K鄄means算法 中图法分类号摇 TP391 Clustering Method of Time Series Based on EMD andK鄄means Algorithm 1 2 LIU Hui鄄Ting ,NI Zhi鄄Wei 1(School of Computer Science and Technology,Anhui University,Hefei230039) 2(Institute of Computer Network System,Hefei University of Technology,Hefei230009) ABSTRACT Dimension reduction of time series and noise in sequences filtering are important prerequisites for effective realization of time series clustering. A method is proposed to preprocess time series effectively. Firstly,the trend of a time sequence is got by using empirical mode decomposition method. Then,the trend series are divided into several segments by bottom鄄up algorithm. Finally,the piecewise series are translated into uniform sequences,and each of them is composed of -1,0 and 1. To prove that the proposed method can achieve dimensionality reduction