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文章基本信息

  • 标题:An Energy-Based Similarity Measure for Time Series
  • 本地全文:下载
  • 作者:Abdel-Ouahab Boudraa ; Jean-Christophe Cexus ; Mathieu Groussat
  • 期刊名称:EURASIP Journal on Advances in Signal Processing
  • 印刷版ISSN:1687-6172
  • 电子版ISSN:1687-6180
  • 出版年度:2008
  • 卷号:2008
  • DOI:10.1155/2008/135892
  • 出版社:Hindawi Publishing Corporation
  • 摘要:

    A new similarity measure, called SimilB, for time series analysis, based on the cross- Ψ B -energy operator (2004), is introduced. Ψ B is a nonlinear measure which quantifies the interaction between two time series. Compared to Euclidean distance (ED) or the Pearson correlation coefficient (CC), SimilB includes the temporal information and relative changes of the time series using the first and second derivatives of the time series. SimilB is well suited for both nonstationary and stationary time series and particularly those presenting discontinuities. Some new properties of Ψ B are presented. Particularly, we show that Ψ B as similarity measure is robust to both scale and time shift. SimilB is illustrated with synthetic time series and an artificial dataset and compared to the CC and the ED measures.

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