计算机工程与应用
計算機工程與應用
계산궤공정여응용
COMPUTER ENGINEERING AND APPLICATIONS
2015年
10期
142-146,190
,共6页
时间序列相似性%包络线距离法%模糊集合
時間序列相似性%包絡線距離法%模糊集閤
시간서렬상사성%포락선거리법%모호집합
time series similarity%envelop distance%fuzzy sets
针对广泛应用的时间序列相似性比较方法——包络线距离法因刚性判别边界导致的缺陷，引入模糊集合对该方法中的两个判别边界进行模糊化，减少判别结果对于边界参数值的敏感性，增加了判别方法的稳定性。实验结果表明，改进后方法的判别效果有较大改善，在宏观经济波动源的经济意义识别应用中做了有益尝试。
針對廣汎應用的時間序列相似性比較方法——包絡線距離法因剛性判彆邊界導緻的缺陷，引入模糊集閤對該方法中的兩箇判彆邊界進行模糊化，減少判彆結果對于邊界參數值的敏感性，增加瞭判彆方法的穩定性。實驗結果錶明，改進後方法的判彆效果有較大改善，在宏觀經濟波動源的經濟意義識彆應用中做瞭有益嘗試。
침대엄범응용적시간서렬상사성비교방법——포락선거리법인강성판별변계도치적결함，인입모호집합대해방법중적량개판별변계진행모호화，감소판별결과대우변계삼수치적민감성，증가료판별방법적은정성。실험결과표명，개진후방법적판별효과유교대개선，재굉관경제파동원적경제의의식별응용중주료유익상시。
This paper presents a new method of fuzzy envelop distance for comparing time series similarity to improve the widely used envelop distance with fuzzifying two clear discriminant boundaries, thus not only reducing the sensitivity of the discriminant results to boundary parameter values, but also making the discriminant method more robust. The new method is then applied to recognize the economic meaning of the macroeconomic independent factors by comparing the similarity between the independent components and economic indicators. And the results, compared with that of the original envelop distance, show that the performance of similarity mining between time series is highly improved.
