Title :
Hypothesis Test-based Similarity Matching algorithm of time-series data
Author :
Hao, Wenning ; Zhao, Enlai ; Zhang, Hongjun ; Chen, Gang
Author_Institution :
Eng. Inst. of Eng. Corps, PLA Univ. of Sci. & Technol., Nanjing, China
Abstract :
There were many deficiencies in traditional sequences distance and similarity matching algorithm dealing with multivariate time-series. The paper firstly expounded the definition of time-series, furthermore proposed a new distance measure aimed at multivariate time-series. Secondly it advanced the HTbSM (Hypothesis Test-based Similarity Matching algorithm of multivariate time-series data). The algorithm included two parts: Transform, Hypothesis Test. Finally, an experiment was conducted, showing that the algorithm could do well in the multivariate time-series, as it has advantage of effectiveness, simplicity, robustness, and controllability.
Keywords :
pattern matching; testing; time series; HTbSM; hypothesis test based similarity matching algorithm; multivariate time series data; Controllability; Lead; Transforms; distance measure; hypothesis test; similarity matching; time-series;
Conference_Titel :
Computer Application and System Modeling (ICCASM), 2010 International Conference on
Conference_Location :
Taiyuan
Print_ISBN :
978-1-4244-7235-2
Electronic_ISBN :
978-1-4244-7237-6
DOI :
10.1109/ICCASM.2010.5622501