论文标题

在计算精确的时间序列上,使用移动 - 拆分 - 合并度量

On Computing Exact Means of Time Series Using the Move-Split-Merge Metric

论文作者

Holznigenkemper, Jana, Komusiewicz, Christian, Seeger, Bernhard

论文摘要

计算一组时间序列的准确平均值是最近邻分类和时间序列聚类等应用程序的关键任务。虽然时间序列有许多距离函数,但用于计算时间序列的最流行距离函数意味着非金属动态时间扭曲(DTW)距离。 DTW-MEAN的确切计算的最新算法的运行时间为$ \ Mathcal {O}(n^{2k+1} 2^kk)$,其中$ k $表示时间序列的数量和$ n $的最大长度。在本文中,我们研究了移动分解合并(MSM)度量的平均问题,该指标不仅为时间序列分类提供了很高的实际精度,而且还具有指标属性的优势,可以实现进一步的不同应用。本文的主要贡献是MSM均值时间序列问题的精确有效算法。我们算法的运行时间为$ \ MATHCAL {O}(n^{k+3} 2^k k^3)$,因此比以前的基于DTW的算法更好。实验比较的结果证实了与DTW-Mean竞争者相比,我们算法的运行时间优势。此外,我们引入了一种启发式,以显着提高运行时间,而无需牺牲太多准确性。

Computing an accurate mean of a set of time series is a critical task in applications like nearest-neighbor classification and clustering of time series. While there are many distance functions for time series, the most popular distance function used for the computation of time series means is the non-metric dynamic time warping (DTW) distance. A recent algorithm for the exact computation of a DTW-Mean has a running time of $\mathcal{O}(n^{2k+1}2^kk)$, where $k$ denotes the number of time series and $n$ their maximum length. In this paper, we study the mean problem for the move-split-merge (MSM) metric that not only offers high practical accuracy for time series classification but also carries of the advantages of the metric properties that enable further diverse applications. The main contribution of this paper is an exact and efficient algorithm for the MSM-Mean problem of time series. The running time of our algorithm is $\mathcal{O}(n^{k+3}2^k k^3 )$, and thus better than the previous DTW-based algorithm. The results of an experimental comparison confirm the running time superiority of our algorithm in comparison to the DTW-Mean competitor. Moreover, we introduce a heuristic to improve the running time significantly without sacrificing much accuracy.

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