计算机工程与应用Issue(10)：142-146,190,6.DOI:10.3778/j.issn.1002-8331.1306-0148
模糊包络线距离法及用于宏观经济波动源识别
Fuzzy envelop distance and its application to recognizing macroeconomic independent factors
摘要
Abstract
This paper presents a new method of fuzzy envelop distance for comparing time series similarity to improve the widely used envelop distance with fuzzifying two clear discriminant boundaries, thus not only reducing the sensitivity of the discriminant results to boundary parameter values, but also making the discriminant method more robust. The new method is then applied to recognize the economic meaning of the macroeconomic independent factors by comparing the similarity between the independent components and economic indicators. And the results, compared with that of the original envelop distance, show that the performance of similarity mining between time series is highly improved.关键词
时间序列相似性/包络线距离法/模糊集合Key words
time series similarity/envelop distance/fuzzy sets分类
信息技术与安全科学引用本文复制引用
杜元,杨一文..模糊包络线距离法及用于宏观经济波动源识别[J].计算机工程与应用,2015,(10):142-146,190,6.基金项目
国家社会科学基金一般项目（No.13BJY012）；教育部人文社会科学研究基金规划项目（No.09YJAZH073）。 （）
