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DUST:一个不确定时间序列中相似性的广义概念

DUST: A Generalized Notion of Similarity between Uncertain Time Series
课程网址: http://videolectures.net/kdd2010_sarangi_dust/  
主讲教师: Smruti Ranjan Sarangi
开课单位: IBM公司
开课时间: 2010-10-01
课程语种: 英语
中文简介:
大规模的传感器部署和隐私保护转换的使用增加了挖掘不确定时间序列数据的兴趣。传统的距离测量方法,如欧几里得距离或动态时间扭曲,并不总能有效地分析不确定的时间序列数据。近年来,针对时间序列数据的不确定性,提出了一些解决方法。然而,本文表明,它们的适用性是有限的。具体来说,这些方法不能提供一种直观的方法来比较两个不确定的时间序列,也不容易适应多个错误函数。在本文中,我们提供了一个理论框架,概括了不确定时间序列之间的相似性概念。其次,我们提出了一种新的距离测量方法Dust,它能适应不确定性,并在距离大于误差时退化为欧氏距离。我们为以下应用程序提供了广泛的实验验证:分类、Top-K Motif搜索和Top-K最近邻查询。
课程简介: Large-scale sensor deployments and an increased use of privacy-preserving transformations have led to an increasing interest in mining uncertain time series data. Traditional distance measures such as Euclidean distance or dynamic time warping are not always effective for analyzing uncertain time series data. Recently, some measures have been proposed to account for uncertainty in time series data. However, we show in this paper that their applicability is limited. In specific, these approaches do not provide an intuitive way to compare two uncertain time series and do not easily accommodate multiple error functions. In this paper, we provide a theoretical framework that generalizes the notion of similarity between uncertain time series. Secondly, we propose DUST, a novel distance measure that accommodates uncertainty and degenerates to the Euclidean distance when the distance is large compared to the error. We provide an extensive experimental validation of our approach for the following applications: classification, top-k motif search, and top-k nearest-neighbor queries.
关 键 词: 不确定时间序列数据; 相似性; 距离度量; 欧氏距离
课程来源: 视频讲座网
最后编审: 2020-04-30:chenxin
阅读次数: 66