Abstract

Symbolic Aggregate approXimation (SAX) as a major symbolic representation has been widely used in many time series data mining applications. However, because a symbol is mapped from the average value of a segment, the SAX ignores important information in a segment, namely the trend of the value change in the segment. Such a miss may cause a wrong classification in some cases, since the SAX representation cannot distinguish different time series with similar average values but different trends. In this paper, we firstly design a measure to compute the distance of trends using the starting and the ending points of segments. Then we propose a modified distance measure by integrating the SAX distance with a weighted trend distance. We show that our distance measure has a tighter lower bound to the Euclidean distance than that of the original SAX. The experimental results on diverse time series data sets demonstrate that our proposed representation significantly outperforms the original SAX representation and an improved SAX representation for classification.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.