Birisi zaman serisi benzerliğini belirlemek için dinamik zaman eğrilmesini açıklayabilir mi?


14

Zaman serilerini karşılaştırmak için dinamik zaman çözgüsü ölçüsünü kavramaya çalışıyorum. Bunun gibi üç zaman serisi veri setim var:

T1 <- structure(c(0.000213652387565, 0.000535045478866, 0, 0, 0.000219346347883, 
0.000359669104424, 0.000269469145783, 0.00016051364366, 0.000181950509461, 
0.000385579332948, 0.00078170803205, 0.000747244535774, 0, 0.000622858922454, 
0.000689084895259, 0.000487983408564, 0.000224744353298, 0.000416449765747, 
0.000308388157895, 0.000198906016907, 0.000179549331179, 9.06289650172e-05, 
0.000253506844685, 0.000582896161212, 0.000386473429952, 0.000179839942451, 
0, 0.000275608635737, 0.000622665006227, 0.00036075036075, 0.00029057097196, 
0.000353232073472, 0.000394710874285, 0.000207555002076, 0.000402738622634, 
0, 0.000309693403531, 0.000506521463847, 0.000226988991034, 0.000414164423276, 
9.6590360282e-05, 0.000476689865573, 0.000377572210685, 0.000378967314069, 
9.25240562546e-05, 0.000172309813044, 0.000447627573859, 0, 0.000589333071408, 
0.000191699415317, 0.000362943471554, 0.000287549122975, 0.000311688311688, 
0.000724112961622, 0.000434656621269, 0.00122292103424, 0.00177549812586, 
0.00308008213552, 0.00164338537387, 0.00176056338028, 0.00180072028812, 
0.00258939580764, 0.00217548948513, 0.00493015612161, 0.00336344416683, 
0.00422716412424, 0.00313360554553, 0.00540144648906, 0.00425728829246, 
0.0046828437633, 0.00397219463754, 0.00501656412683, 0.00492700729927, 
0.00224424911165, 0.000634696755994, 0.00120550276557, 0.00125313283208, 
0.00164551010813, 0.00143575017947, 0.00237006940918, 0.00236686390533, 
0.00420336269015, 0.00329840900272, 0.00242005185825, 0.00326554846371, 
0.006217237596, 0.0037103784586, 0.0038714672861, 0.00455830066551, 
0.00361747518783, 0.00304147465438, 0.00476801760499, 0.00569875504121, 
0.00583855136233, 0.0050566695728, 0.0042220072126, 0.00408237321963, 
0.00255222610833, 0.00123507616303, 0.00178136133508, 0.00147434637311, 
0.00126742712294, 0.00186590371937, 0.00177226406735, 0.00249154653853, 
0.00549127279859, 0.00349072202829, 0.00348027842227, 0.00229555236729, 
0.00336862367661, 0.00383477593952, 0.00273999412858, 0.00349618180145, 
0.00376108175875, 0.00383351588171, 0.00368928059028, 0.00480028982882, 
0.00388823582602, 0.00745054380406, 0.0103754506287, 0.00822677278011, 
0.00778350981989, 0.0041831792162, 0.00537228238059, 0.00723645609231, 
0.0144428396845, 0.00893333333333, 0.0106231171714, 0.0158367059652, 
0.01811729548, 0.0207095263821, 0.0211700064641, 0.017604180993, 
0.0165804327375, 0.0188679245283, 0.0191859923629, 0.0269251008595, 
0.0351239669421, 0.0283510318573, 0.0346557651212, 0.0270022042616, 
0.0260845175767, 0.0349758630112, 0.0207069247809, 0.0106362024818, 
0.00981093510475, 0.00916507201128, 0.00887198986058, 0.0073929115025, 
0.00659077291791, 0.00716191546131, 0.00942304513143, 0.0106886280007, 
0.0123527175979, 0.0171022290546, 0.0142909490656, 0.0157642220699, 
0.0265140538974, 0.0194395354708, 0.0241685144124, 0.0229897123662, 
0.017921889568, 0.0155115839714, 0.0145263157895, 0.017609281127, 
0.0157671315949, 0.0190258751903, 0.0138453217956, 0.00958058335108, 
0.0122924304507, 0.00929741151611, 0.00885235535884, 0.00509319462505, 
0.0061314863177, 0.0063104189044, 0.00729117134253, 0.010843373494, 
0.0217755443886, 0.0181687353841, 0.0155402963498, 0.017310022503, 
0.0214746959003, 0.026357827476, 0.0194751217195, 0.0196820590462, 
0.0184317400812, 0.0130208333333, 0.0128666035951, 0.0120045731707, 
0.0122374253228, 0.00874940561103, 0.0114368092263, 0.00922893718369, 
0.00479041916168, 0.00644107774653, 0.00775830595108, 0.00829578041786, 
0.00681348095875, 0.00573782551125, 0.00772002058672, 0.0112488083889, 
0.00908907291456, 0.0157722638969, 0.00994270306707, 0.0134179772039, 
0.0126050420168, 0.0113648781554, 0.0153894803415, 0.0126959699913, 
0.0116655865198, 0.0112065745237, 0.0122006737686, 0.010251878038, 
0.010891174691, 0.0148273273273, 0.0138516532618, 0.0136552722011, 
0.00986993819758, 0.0097852677358, 0.00889011089726, 0.00816723383568, 
0.00917641660931, 0.00884466556108, 0.0182179529646, 0.0183156760639, 
0.0217806648835, 0.0171099125907, 0.0186579938377, 0.019360390076, 
0.0144603654529, 0.0177730696798, 0.0153226598566, 0.0134016909516, 
0.0126480805202, 0.0115501519757, 0.0127156322248, 0.0124326204138, 
0.0240245215806, 0.0130234933606, 0.0144222706691, 0.00854005693371, 
0.0053560967445, 0.00504132231405, 0.00288778877888, 0.00593526847816, 
0.00455653279644, 0.00433014040152, 0.00535770564135, 0.0131095962244, 
0.0126319758673, 0.0154982879798, 0.0125940464508, 0.0169948745616, 
0.0257535512184, 0.0256175663312, 0.0265191262043, 0.0228974403622, 
0.0193122555411, 0.0165794768612, 0.015658837248, 0.0168208578638, 
0.0129912843282, 0.0119498443154, 0.0112663755459, 0.00838112042347, 
0.00925767186696, 0.0113408269771, 0.0210861519924, 0.0156036134684, 
0.0121687119728, 0.011006497812, 0.0107891491985, 0.0134615384615, 
0.0147229755909, 0.015756893641, 0.0176257128046, 0.016776075857, 
0.0169553999263, 0.0179193118984, 0.0190055672874, 0.0183088625509, 
0.0155489923558, 0.0152507401094, 0.0160748342567, 0.0161532350605, 
0.0139190952588, 0.0161469457497, 0.0118186629035, 0.0109259765092, 
0.00950587391265, 0.00928986154533, 0.00815520645549, 0.00702576112412, 
0.00709539362541, 0.00827287768869, 0.0104688211197, 0.0130375888927, 
0.0160891089109, 0.0188415910677, 0.0203265044814, 0.0183175033921, 
0.0139940353292, 0.0124648170487, 0.0131685758095, 0.00957428620277, 
0.0119647893342, 0.00835800104475, 0.0101892285298, 0.00904207699194, 
0.00772134522992, 0.00740740740741, 0.00776823249863, 0.00642254601227, 
0.00484237572883, 0.00361539964823, 0.00414811817078, 0.00358072916667, 
0.00433306007729, 0.00485008818342, 0.00905280804694, 0.00931847250137, 
0.00779271381259, 0.00779912497622, 0.00908230842006, 0.0058152538582, 
0.0102777777778, 0.00807537012113, 0.00648535564854, 0.0145492582731, 
0.00694127317563, 0.00759878419453, 0.00789242911429, 0.00635050701629, 
0.00785233530492, 0.00607964332759, 0.00531968282646, 0.00361944157187, 
0.00305157155935, 0.00276327909119, 0.00318820364651, 0.00184464029514, 
0.00412550211703, 0.00516567972786, 0.00463655399342, 0.00702897308418, 
0.0100714154917, 0.00791168353266, 0.00959190791768, 0.00736, 
0.00738007380074, 0.012573964497, 0.0117919562013, 0.00842919476398, 
0.00778887565289, 0.00623967700496, 0.0062232955601, 0.00447815755803, 
0.00511135450894, 0.00502557659517, 0.00330328263712), .Tsp = c(1, 
15.9583333333333, 24), class = "ts")

T2 <- structure(c(0, 0, 0, 0, 0.000109673173942, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 9.66183574879e-05, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 9.43930526713e-05, 
0, 0, 0, 8.95255147717e-05, 0, 0, 0, 0, 0.000191699415317, 0.000207792207792, 
0, 0, 0, 0.00019727756954, 0.000205338809035, 0.000205423171734, 
0.000704225352113, 0.000450180072029, 0.000493218249075, 0.000120860526952, 
0.000410846343468, 0.000384393619066, 0.000643264105863, 0.000189915487608, 
0.000915499404925, 0.000185099490976, 0.000936568752661, 0.000451385754266, 
0.000757217226692, 0.000273722627737, 0.000187020759304, 0.000211565585331, 
0.000141823854772, 9.63948332369e-05, 0.000117536436295, 0.000287150035894, 
0, 0, 0.000400320256205, 0.000388048117967, 0.000345721694036, 
0.000296868042155, 0.000609533097647, 0.000424043252412, 0.000290360046458, 
0.000546996079861, 0.000556534644282, 0.00036866359447, 0.000275077938749, 
0.000964404699281, 0.00152310035539, 0.00113339145597, 0.00061570938517, 
0.000362877619523, 0.000472634464505, 0.000102923013586, 0.000187511719482, 
0.000294869274622, 0.00011522064754, 0.000248787162582, 0, 0.00035593521979, 
0.000392233771328, 0.000551166636046, 0.000165727543918, 0.000143472022956, 
0.00012030798845, 0.000438260107374, 0.000195713866327, 0.000184009568498, 
0.000537297394108, 0.000365096750639, 0.000102480016397, 0.000452857531021, 
0.000180848177955, 0.000770745910765, 0.00219818869252, 0.000357685773048, 
0.000362023712553, 0.000660501981506, 0.000419709560984, 0.000488949735967, 
0.00177758026886, 4e-04, 0.000475661962898, 0.000879816998064, 
0.0014942099365, 0.00378173960022, 0.00274725274725, 0.00192545729611, 
0.0016462841016, 0.00176238855484, 0.00260780478718, 0.00447289949132, 
0.0034435261708, 0.00290522941294, 0.002694416055, 0.0041329904482, 
0.00729244577412, 0.0296930503689, 0.00982375036117, 0.00453023439039, 
0.00327031170158, 0.00221573169503, 0.00211237853823, 0.00108719286801, 
0.00131815458358, 0.000983008004494, 0.00132253265002, 0.00227790432802, 
0.00247054351957, 0.00307455803228, 0.0029314767314, 0.00222755311857, 
0.00492610837438, 0.00454430699318, 0.00753880266075, 0.00671845475541, 
0.00590490003108, 0.00288356368698, 0.00294736842105, 0.00248601615911, 
0.00197089144936, 0.00326157860404, 0.00302866414278, 0.00202256759634, 
0.00258788009489, 0.00169043845747, 0.00137000737696, 0.000433463372345, 
0.000908368343363, 0.000805585392052, 0.00142653352354, 0.00189328743546, 
0.00558347292016, 0.00161899622234, 0.00162631008312, 0.00276960360048, 
0.00585673524553, 0.00519169329073, 0.0045125282033, 0.00562344544176, 
0.00322815786733, 0.00330528846154, 0.00255439924314, 0.00285823170732, 
0.00240894199268, 0.00218735140276, 0.00201826045171, 0.00168701002282, 
0.000460617227084, 0.00127007166833, 0.00109529025192, 0.000819336337567, 
0.00158170093685, 0.000588494924231, 0.00120089209127, 0.00305052430887, 
0.00161583518481, 0.00211579149837, 0.0010111223458, 0.00346270379455, 
0.00228091236495, 0.00207627581685, 0.00295140718878, 0.0022121765894, 
0.00240718451995, 0.00224131490474, 0.0031867431485, 0.00176756517897, 
0.00233382314807, 0.00178303303303, 0.00169794459339, 0.00162778079219, 
0.000737939304492, 0.00135906496331, 0.000733205022454, 0.000875060768109, 
0.00114705207616, 0.000967385295744, 0.00182179529646, 0.00359130903214, 
0.00420328620558, 0.00446345545843, 0.00376583361862, 0.00659687365553, 
0.00433810963586, 0.00353107344633, 0.00333955407131, 0.00341788091383, 
0.0024939877082, 0.00538428137212, 0.00906989151698, 0.00773778473309, 
0.0210421671775, 0.00859720803541, 0.00511487506289, 0.00406669377796, 
0.00117164616286, 0.00206611570248, 0.00107260726073, 0.00148381711954, 
0.000741761152909, 0.00104973100643, 0.00110305704381, 0.00209753539591, 
0.00452488687783, 0.00486574157506, 0.00850507033039, 0.0101159967629, 
0.0163991223005, 0.0150452373691, 0.0156443766097, 0.0112310639039, 
0.00635593220339, 0.00627766599598, 0.00583041812427, 0.00622371740959, 
0.00624897220852, 0.00420769166036, 0.00305676855895, 0.00291133656815, 
0.00120006857535, 0.00501806503412, 0.00490575781048, 0.00593119810202, 
0.00226874291018, 0.00304999336958, 0.00339087546239, 0.00541958041958, 
0.00445563734986, 0.00431438754455, 0.0038016243304, 0.0037928519329, 
0.00491460867428, 0.00460782305959, 0.00508734881935, 0.00300725278613, 
0.00390896455872, 0.00367811967345, 0.00953591862683, 0.00529614264278, 
0.00243584167029, 0.00427167876976, 0.00291056623743, 0.00227624510607, 
0.00439422473321, 0.00232246538633, 0.00317623830372, 0.00263466042155, 
0.00180200473026, 0.00190912562047, 0.0034896070399, 0.00338638672536, 
0.00548090523338, 0.00697836706211, 0.00720230473752, 0.00746268656716, 
0.00367056664373, 0.0032167269803, 0.00523135203391, 0.00299196443837, 
0.00299119733356, 0.00287306285913, 0.00154657933042, 0.00214861235452, 
0.00163006177076, 0.00157407407407, 0.00137086455858, 0.00124616564417, 
0.000790591955727, 0.00107484854407, 0.00121408336706, 0.00108506944444, 
0.00105398758637, 0.000881834215168, 0.00184409052808, 0.00237529691211, 
0.0013637249172, 0.00190222560396, 0.00264900662252, 0.00156564526951, 
0.00263888888889, 0.00183531139117, 0.00303347280335, 0.0120768352986, 
0.00365330167139, 0.00351443768997, 0.00263080970476, 0.0029703984431, 
0.00265143789517, 0.0014185834431, 0.00150557061126, 0.00144777662875, 
0.00111890957176, 0.000716405690308, 0.000797050911627, 0.000512400081984, 
0.000868526761481, 0.00113392969636, 0.00134609632067, 0.00240013715069, 
0.00128181651712, 0.00110395584177, 0.00156958493198, 0.00208, 
0.00184501845018, 0.00110946745562, 0.000736997262582, 0.00208250694169, 
0.00229084578026, 0.00137639933933, 0.00111462010032, 0.000822518735149, 
0.00200803212851, 0.000987166831194, 0.00041291032964), .Tsp = c(1, 
15.9583333333333, 24), class = "ts")

T3 <- structure(c(0.00192287148809, 0.00149812734082, 0.00192410475681, 
0.00151122625216, 0.00120640491336, 0.00167845582065, 0.00121261115602, 
0.000802568218299, 0.00109170305677, 0.00250626566416, 0.00273597811218, 
0.00242854474127, 0.00160915430002, 0.00124571784491, 0.00192943770673, 
0.00329388800781, 0.00191032700303, 0.00156168662155, 0.00174753289474, 
0.0014917951268, 0.00143639464943, 0.000543773790103, 0.000929525097178, 
0.00141560496294, 0.000966183574879, 0.000719359769805, 0.00190740419629, 
0.00137804317869, 0.00197177251972, 0.001443001443, 0.00203399680372, 
0.00158954433063, 0.00256562068285, 0.00228310502283, 0.00302053966975, 
0.00227352221056, 0.00263239393001, 0.00202608585539, 0.00272386789241, 
0.00269206875129, 0.0027045300879, 0.00276480122033, 0.00405890126487, 
0.00341070582662, 0.00351591413768, 0.00336004135436, 0.00358102059087, 
0.00257289879931, 0.00235733228563, 0.00239624269146, 0.00136103801833, 
0.000862647368926, 0.00145454545455, 0.00168959691045, 0.00246305418719, 
0.0020964360587, 0.00335371868219, 0.00390143737166, 0.00349219391947, 
0.00334507042254, 0.00255102040816, 0.00332922318126, 0.00386753686246, 
0.00246507806081, 0.00432442821449, 0.00312442565705, 0.00408318298357, 
0.00375354756019, 0.00416473854697, 0.00263942103023, 0.0028888688273, 
0.00321817321344, 0.00310218978102, 0.002150738732, 0.00296191819464, 
0.00134732662034, 0.00221708116445, 0.00152797367184, 0.00157932519742, 
0.00220077873709, 0.00207100591716, 0.00260208166533, 0.00310438494373, 
0.00311149524633, 0.00385928454802, 0.00292575886871, 0.00222622707516, 
0.00329074719319, 0.00282614641262, 0.00287542899545, 0.00221198156682, 
0.00311754997249, 0.00315623356128, 0.00287696733796, 0.00296425457716, 
0.00263875450787, 0.00208654631226, 0.00179601096512, 0.00164676821737, 
0.00206262891431, 0.00235895419697, 0.00241963359834, 0.0028610523697, 
0.00516910352976, 0.00160170848905, 0.00254951951363, 0.00275583318023, 
0.00298309579052, 0.00286944045911, 0.00288739172281, 0.00394434096636, 
0.00254428026226, 0.00285214831171, 0.0034924330617, 0.00246440306681, 
0.00266448042632, 0.00389457476678, 0.00253187449136, 0.00171276869059, 
0.00184647850171, 0.00134132164893, 0.00153860077835, 0.000990752972259, 
0.00117518677075, 0.00312927831019, 0.00188867903566, 0.0024, 
0.00269541778976, 0.00263945099419, 0.00242809114681, 0.00378173960022, 
0.00274725274725, 0.00165039196809, 0.00211665098777, 0.00290275761974, 
0.00149017416411, 0.00105244693913, 0.00309917355372, 0.00240432779002, 
0.00297314875035, 0.0015613519471, 0.00196335078534, 0.00227707441479, 
0.00279302706347, 0.00295450068938, 0.00316811446091, 0.00211501661799, 
0.00168990283059, 0.00195694716243, 0.00131815458358, 0.00112343771942, 
0.00214911555629, 0.00157701068863, 0.00171037628278, 0.00230591852421, 
0.00183217295713, 0.00102810143934, 0.00130396986381, 0.00151476899773, 
0.00188470066519, 0.00220449296662, 0.00238267895991, 0.00238639753406, 
0.00147368421053, 0.00113942407292, 0.0018192844148, 0.00152207001522, 
0.00151433207139, 0.00117096018735, 0.000862626698296, 0.00095087163233, 
0.00137000737696, 0.00119202427395, 0.00170319064381, 0.000805585392052, 
0.0012680297987, 0.00189328743546, 0.00186115764005, 0.000719553876597, 
0.000903505601735, 0.000865501125151, 0.00210241778045, 0.00146432374867, 
0.00130625816411, 0.0011895749973, 0.00135374362178, 0.00120192307692, 
0.00160832544939, 0.0015243902439, 0.00240894199268, 0.00218735140276, 
0.00230658337338, 0.00188548179022, 0.0016582220175, 0.00263086274154, 
0.00155166119022, 0.00204834084392, 0.00194670884536, 0.00308959835221, 
0.00154400411734, 0.00152526215443, 0.00343364976772, 0.00269282554337, 
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0.000963457435827), .Tsp = c(1, 15.9583333333333, 24), class = "ts")

T1 ve T2'nin birbiriyle ilişkili olduğunu biliyorum ve bunları gerçek gerçeği olarak görüyorum, böylece herhangi bir mesafe ölçüsü (T1, T2) 'nin (T2, T3) ve (T1, T3)' den daha yakın olduğunu söylemelidir. Ancak, dtwR'de kullanırken , aşağıdakileri alıyorum:

> dtw(T1, T2, k = TRUE)$distance; dtw(T1, T3, k = TRUE)$distance; dtw(T3, T2, k = TRUE)$distance
[1] 1.107791
[1] 1.568011
[1] 0.4102962

Birisi en yakın komşu sorgular için Dinamik Zaman Çözümü'nü nasıl kullanacağını açıklayabilir mi?


1
Bu bağlamda "en yakın komşu sorgu" ile ne demek istediğinizi ve bunun dtw ile nasıl ilişkili olduğunu açıklayabilir misiniz?
whuber

1
@whuber: DTW hakkındaki izlenimim, bunun zaman serileri için bir mesafe ölçütü olmasıydı. Ve bunu gösteren bir makale var: Faster Retrieval with a Two-Pass Dynamic-Time-Warping Lower BoundDaniel Lemire ve ark. code.google.com/p/lbimproved adresinde sağlanan kodla al Ancak, kullanmadan önce bu metriği anlamaya çalışıyorum.
Efsane

Yanıtlar:


23

Dinamik zaman atlama , veri kümenizde belirli bir varsayım yapar: bir vektör, diğerinin doğrusal olmayan zamana bağlı serisidir. Ancak gerçek değerlerin aynı ölçekte olduğunu varsayar.

Diyelim ki: , , , .a ( x ) = 1 günah ( 0.01 x ) b ( x ) = 1 günah ( 0.01234 x ) c ( x ) = 1000 günah ( 0.01 x )x=1..10000a(x)=1sin(0.01x)b(x)=1sin(0.01234x)c(x)=1000sin(0.01x)

Daha sonra DTW için ve son derece benzer olurken, ve neredeyse Manhattan mesafesiyle aynıdır. Bununla birlikte, bir frekans analizi yaparsanız, ve frekansları ile aynı olur ve sadece büyüklük bakımından farklılık gösterirken, ve açıkça farklı bir frekansa sahiptir.b a c a c a babacacab

DTW, tüm zaman serisi eşleştirme ihtiyaçlarınızı çözmek için sihirli silahınız değildir. İlgilendiğiniz benzerlik konusunda özel varsayımlar yapar . Bu, verilerinizle eşleşmezse iyi çalışmaz. Paylaştığınız veri serisinden yola çıkarak, zamansal hizalamaya (DTW'nin yaptığı) değil, aslında bazı uygun normalizasyona ve belki de dört katlı dönüşümlere ihtiyacınız yoktur. Çaydanlık geçiş mesafeleri de sizin için iyi sonuç verebilir, örneğin bakınız:

  • Eşik Sorgularına Dayalı Zaman Serisinde Benzerlik Araması
    Johannes Aßfalg, Hans-Peter Kriegel, Peer Kröger, Peter Kunath, Alexey Pryakhin ve Matthias Renz, EDBT 2006

+1 Önerileriniz için teşekkür ederiz. Beni Fourier dönüşümleri üzerine biraz çalışmaya yönlendirebilir misiniz? Ve son olarak, merak ediyordum - orada deneyebileceğim herhangi bir pratik uygulama var mı? Yani, bunu gerçekte uygulayan bazı veritabanları.
Efsane

1
Bu konuda daha fazla araştırma yaparken, Keogh ve diğerlerinin SAX sembolik temsil çalışmasına rastladım. Üniv. Riverside. Bununla ilgili bir yorumunuz olur mu?
Efsane

Bir arkadaş SAX ile hareket zamanı serilerini denedi (yani hareket sınıflandırması). Onun için işe yaramadı. Bu yüzden önermedim. Keogh deli gibi kağıtlar üretir, ancak IMHO'yu pek ikna etmezler. Zaman serisi için elbette birbirinden daha iyi performans gösteren en az 10 mesafe fraksiyonu önermiş olmalı.
ÇIKIŞ - Anony-Mousse

2
@Anony, “Keogh deli gibi kağıtlar üretir, ancak çok ikna edici IMHO değildir. Zaman serisi için elbette birbirinden daha iyi performans gösteren en az 10 mesafe fonksiyonu önermiş olmalı. ” “Zaman serileri için en az 10 mesafe fonksiyonu” önermedim. Zaman serileri için 2 mesafe fonksiyonunu şiddetle savunuyorum 1) Öklid mesafesi (ED): iki bin yaşında 2) DTW: 50 yıl Bu iki önlem belgelerimin% 90'ında kullanılıyor ve ben de teklif etmedim veya icat etmedim. Hem ED'de hem de DTW'de küçük değişiklikler önerdim. “İkna edici IMHO değiller” diyorsunuz. ...

2
Dünyadaki her kamu veri kümesinde tekrarlanabilir deneylerle test ediyorum ve tüm kodumu veriyorum. Belki buradaki bazı insanlar fikirlerimden birini kullanmakta zorlanıyorlar, ancak 2.000'den fazla kişi fikirlerimden birini başarılı bir şekilde kullandı (Google'ı vurdu), belki de sorun fikirlerle ilgili değildir.

4

1980'lerde dinamik zaman çarpıtma, konuşma tanımada şablon eşleştirme için kullanılan yöntemdi. Amaç, analiz edilen konuşmanın zaman serilerini genellikle tam kelimelerin yer aldığı kayıtlı şablonlarla eşleştirmeye çalışmaktı. Zorluk, insanların farklı oranlarda konuşmasıdır. DTW, bilinmeyen kalıbı şablona kaydetmek için kullanıldı. Buna "lastik levha" eşleşmesi deniyordu. Temel olarak, küresel uyumu optimize etmek için zaman serilerinin yerel olarak nasıl genişletilebileceğine dair bazı kısıtlı olasılıkları araştırırsınız. Bu yaklaşımın, gizli Markov modelleri ile hemen hemen aynı şey olduğu gösterilmiştir.


4

İlk olarak, "dinamik zaman bükme metriği" diyorsunuz, ancak DTW bir mesafe ölçüsüdür, ancak bir metrik değildir (üçgen eşitsizliğine uymaz).

Kağıt [a] DTW'yi 43 veri kümesindeki 12 alternatifle karşılaştırır, DTW çoğu sorun için gerçekten iyi çalışır.

DTW hakkında daha fazla bilgi edinmek istiyorsanız, http://www.cs.ucr.edu/~eamonn/Keogh_Time_Series_CDrom.zip Keoghs öğreticisine göz atabilirsiniz (500 meg uyarısı)

Geçiş peggy.

Ayrıca SAX hakkında bir eğitim var http://www.cs.ucr.edu/~eamonn/SIGKDD_2007.ppt

[a] Xiaoyue Wang, Hui Ding, Goce Trajcevski, Peter Scheuermann, Eamonn J. Keogh: Zaman Serisi Verileri için Temsil Yöntemleri ve Mesafe Ölçümlerinin Deneysel Karşılaştırması CoRR abs / 1012.2789: (2010)


+1 Cevabınız için çok teşekkür ederim. Soruma düzeltmeler yaptım. Şimdiye kadar, zaman serilerinde bir öncü olduğunuzu anlıyorum. Yorumlardan birine koyduğum özel durumum hakkında bazı önerileriniz varsa harika olurdu: Sahip olduğum zaman serisi verileri, twitter benzeri bir ağa ait ve serinin kendisi belirli bir mesajda oluşturulan mesaj sayısını temsil ediyor konu. Verilen zaman çizelgesine benzeyen başka konular bulmak istiyorum. Zaman ayırdığınız için bir kez daha teşekkür ederim.
Efsane
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