计算机工程与应用2012，Vol.48Issue(23)：111-114,119,5.DOI:10.3778/j.issn.1002-8331.2012.23.025
基于Eros的多元时间序列相似度分析
Analysis on similarity of multivariate time series based on Eros
摘要
Abstract
In order to improve the similarity search efficiency of Multivariate Time Series (MTS), Principal Component Analysis (PCA) method of Extended Frobenius norm (Eros) is used. Principal component similarity factors, which are composed of the main element and the eigen values, are used for the comparison of multivariate time series similarity matrix. In order to verify the validity of this method, experiments on real data set or synthesis experiment data set are carried out separately, the results show that, the proposed method has certain superiority than the traditional Euclidean Distance (ED), Dynamic Time Warping (DTW) similarity measure method.关键词
多元时间序列/主元分析/扩展Frobenius范数(Eros)/查全率-查准率Key words
multivariate time series/ principal component analysis/ extended Frobenius norm/ recall-precision分类
信息技术与安全科学引用本文复制引用
郭小芳,李锋..基于Eros的多元时间序列相似度分析[J].计算机工程与应用,2012,48(23):111-114,119,5.基金项目
江苏省高校自然科学研究项目(No.10JKB520006). （No.10JKB520006）
