Supported by the National Natural Science Foundation of China under Grant No.10771176 (国家自然科学基金); the National 985 Project of China under Grant No.0000-X07204 (国家"九八五"工程二期基金)
Pattern Matching Method Based on Point Distribution for Multivariate Time Series
Common methods for matching multivariate time series such as the Euclid method and PCA method have difficulties in taking advantage of the global shape of time series. The Euclid method is not robust, while the PCA method is not suitable to deal with the small-scale multivariate time series. This paper proposes a pattern matching method based on point distribution for multivariate time series, which is able to characterize the shape of series. Local important points of a multivariate time series and their distribution are used to construct the pattern vector. To match pattern of multivariate time series, the Euclid norm is used to measure the similarity between the pattern vectors. The global shape characteristic is used in the method to match patterns of series. The results of experiments show that it is easy to characterize the shape of multivariate time series with this method, with which various scales can be dealt with in series data.