Hypothesis Test-based Similarity Matching Algorithm of Time-series Data

摘要：

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, HypothesisTest 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.

关键词： similarity matching time-series distance measure hypothesis test

作者: Wenning Hao Enlai Zhao Hongjun Zhang Gang Chen

作者单位: Engineering Institute of Engineer Corps, PLA University of Science & Technology Nanjing, China

会议类型: 国际会议

会议名称: The 2010 International Conference on Computer Application and System Modeling(2010计算机应用与系统建模国际会议 ICCASM 2010)

会议地点: 太原

会议语种:英文

页码: 35-39

在线出版日期: 2010-10-22（万方平台首次上网日期，不代表论文的发表时间）