Title :
A novel piecewise linear segmentation for time series
Author :
Ding, Yongwei ; Yang, Xiaohu ; Kavs, Alexsander J. ; Li, Juefeng
Author_Institution :
Coll. of Comput. Sci. & Technol., Zhejiang Univ., Hangzhou, China
Abstract :
Time series representation is one of the fundamental tasks in Time Series Data Mining (TSDM). Due to the advantage of easy understanding and implementation, Piecewise Linear Representation (PLR) has been widely used in compression, indexing, and similarity measurement of time series data. In this paper, we introduce a novel online PLR segmentation method. It is based on determining the cumulative radian error for each data point. The proposed method is demonstrated by applying to real stock market indices data and shows its effectiveness and superiority.
Keywords :
data mining; stock markets; time series; cumulative radian error; online PLR segmentation method; piecewise linear representation; piecewise linear segmentation; stock market indices data; time series data mining; Computational efficiency; Computer science; Data mining; Discrete Fourier transforms; Discrete wavelet transforms; Educational institutions; Fluctuations; Piecewise linear techniques; Stock markets; Transaction databases; cumulative effect; piecewise linear representation; radian; segmentation; time series;
Conference_Titel :
Computer and Automation Engineering (ICCAE), 2010 The 2nd International Conference on
Conference_Location :
Singapore
Print_ISBN :
978-1-4244-5585-0
Electronic_ISBN :
978-1-4244-5586-7
DOI :
10.1109/ICCAE.2010.5451780
