基于云模型的时间序列分段聚合近似方法-控制与决策.PDFVIP

第26 卷 第10 期 控 制 与 决 策 2011 年 10 月 Vol. 26 No. 10 Control and Decision Oct. 2011 文章编号: 1001-0920 (2011) 10-1525-05 基于云模型的时间序列分段聚合近似方法 李海林, 郭崇慧 (大连理工大学系统工程研究所，辽宁大连116024) 摘 要: 针对时间序列数据的高维特性, 提出一种基于云模型的时间序列分段聚合近似方法. 利用云模型的熵评判 分段聚合后各子序列的数据稳定性, 选取稳定性最弱的子序列再分段聚合, 最终得到云模型序列, 同时给出了云模型 序列的相似性度量. 该方法对时间序列能够有效降维, 并能够自适应地识别和描述其基本特征. 实验结果表明, 数据 压缩较大时, 所提出方法能够较好地保证近似的准确性, 并提高时间序列数据挖掘的效率. 关键词: 时间序列；云模型；相似性；分段聚合近似 中图分类号: TP18 文献标识码: A Piecewise aggregate approximation method based on cloud model for time series LI Hai-lin, GUO Chong-hui (Institute of Systems Engineering，Dalian University of Technology ，Dalian 116024 ，China ．Correspondent ：LI Hai- lin ，E-mail ：hailin@) Abstract: This paper proposes a technique of piecewise aggregate approximation based on cloud model to resolve the high dimensionality of time series. The entropy of cloud model is used to evaluate the stability of data points in a subsequence and choose the subsequence with lower stability to further divide so that a series of cloud models can be obtained to approximate time series. The similarity between two cloud model series is calculated. The proposed method can reduce the dimensionality, and also can adaptively recognize and represent the essential features of time series. The results of experiments indicate that the proposed method can guarantee the accuracy of similarity and improve the efficiency of time series data mining under larger compress ratio. Key words: time series ；cloud model ；similarity；piecewise aggregate approximation 1 引引引 言言言 叶变换(DFT)[3], 离散小波变换(DWT)[4], 奇异值分 时间序列是一类与时间相关且具有高维特性的 解(SVD)[5], 分段聚合近似(PAA)[6]和分段线性近似 数据对象, 在金融、气象、经济等领