Structural periodic measures for time-series data

被引:29
作者
Vlachos, M
Yu, PS
Castelli, V
Meek, C
机构
[1] IBM Corp, TJ Watson Res Ctr, Hawthorne, NY 10532 USA
[2] Microsoft Corp, Res, Redmond, WA 98052 USA
关键词
periodicity estimation; periodogram; autocorrelation; phase-invariant matching; metric index;
D O I
10.1007/s10618-005-0016-4
中图分类号
TP18 [人工智能理论];
学科分类号
081104 [模式识别与智能系统]; 0812 [计算机科学与技术]; 0835 [软件工程]; 1405 [智能科学与技术];
摘要
This work motivates the need for more flexible structural similarity measures between time-series sequences, which are based on the extraction of important periodic features. Specifically, we present non-parametric methods for accurate periodicity detection and we introduce new periodic distance measures for time-series sequences. We combine these new measures with an effective metric tree index structure for efficiently answering k-Nearest-Neighbor queries. The goal of these tools and techniques are to assist in detecting, monitoring and visualizing structural periodic changes. It is our belief that these methods can be directly applicable in the manufacturing industry for preventive maintenance and in the medical sciences for accurate classification and anomaly detection.
引用
收藏
页码:1 / 28
页数:28
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