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《Journal of Beijing Institute of Technology》 2004-12
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Algorithm for Finding Similar Patterns over Time-Series Data Based on Wavelets and Feedback

QIN Ji-sheng~1,WANG Shu-jing~2,SONG Han-tao~1(1.Department of Computer Science and Engineering, School of Information Science and Technology, Beijing Institute of Technology, Beijing100081, China; 2.China Aviation Accounting Center,Beijing100028, China)  
To obtain valuable similar time-series, the advantage of the wavelet transform and its performance in finding similar patterns over time-series data are analyzed. The disadvantages of existing algorithms based on wavelet transform are summarized. An algorithm for finding similar patterns over time-series data based on wavelets and feedback is put forward, besides the method for validating results based on the depth of verification. The validity and practicability of the algorithm are proved through experiments.
【Fund】: 国家部委预研项目(G1998030414)
【CateGory Index】: TP301
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