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《Journal of University of Science and Technology Beijing》 2006-04
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Time series similar pattern matching based on wavelet and dynamic time warping

QU Wenlong, ZHANG Dezheng, YANG BingruInformation Engineering School, University of Science and Technology Beijing, Beijing 100083, China  
The paper proposed a dynamic time warping (DTW) indexing and similar matching method of time series based on discrete wavelet transform, which reduced the dimensionality of time series by discrete wavelet transform and constructed multi-dimensional index structure by R~*-tree. The DTW lower bound and its discrete wavelet transform of query sequence were computed to form a query super-rectangle, thus the similar matching in original space based on DTW was converted to that in wavelet transform space based on Euclidian distance. It was proved that the method guaranteed no false dismissals and proposed the range query algorithm and nearest neighbor query algorithm. The result showed that it was a higher query precision and lower computing cost.
【Fund】: 北京市自然科学基金资助项目(No.4022008);; 国家科技攻关项目(No.2004BA616A-11)
【CateGory Index】: TP391.4
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【Secondary References】
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1 MAO Yan-hui1,TAO Hong-cai1,ZHANG Shi-chang2 (1.School of Information Science & Technology,SWJTU,Chengdu 610031,China;2.School of Light-Electronics,BISTU,Beijing 100192,China);A Web usage mining algorithm based on directed graph[J];Journal of Chengdu University of Information Technology;2009-06
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