Time series classification based on triadic time series motifs

被引:4
|
作者
Xie, Wen-Jie [1 ,2 ]
Han, Rui-Qi [3 ]
Zhou, Wei-Xing [2 ,4 ]
机构
[1] East China Univ Sci & Technol, Dept Finance, 130 Meilong Rd, Shanghai 200237, Peoples R China
[2] East China Univ Sci & Technol, Res Ctr Econophys, 130 Meilong Rd, Shanghai 200237, Peoples R China
[3] East China Univ Sci & Technol, Dept Math, Shanghai 200237, Peoples R China
[4] East China Univ Sci & Technol, Dept Math, Dept Finance, 130 Meilong Rd, Shanghai 200237, Peoples R China
来源
基金
中国国家自然科学基金;
关键词
Time series analysis; classification; time series motifs; motif profiles; dynamic time wrapping; VARIABLE-LENGTH MOTIFS; DISCOVERY; NETWORKS; VALMOD;
D O I
10.1142/S0217979219502370
中图分类号
O59 [应用物理学];
学科分类号
摘要
It is of great significance to identify the characteristics of time series to quantify their similarity and classify different classes of time series. We define six types of triadic time-series motifs and investigate the motif occurrence profiles extracted from the time series. Based on triadic time series motif profiles, we further propose to estimate the similarity coefficients between different time series and classify these time series with high accuracy. We validate the method with time series generated from nonlinear dynamic systems (logistic map, chaotic logistic map, chaotic Henon map, chaotic Ikeda map, hyperchaotic generalized Henon map and hyperchaotic folded-tower map) and retrieved from the UCR Time Series Classification Archive. Our analysis shows that the proposed triadic time series motif analysis performs better than the classic dynamic time wrapping method in classifying time series for certain datasets investigated in this work.
引用
收藏
页数:14
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