Piecewise Trend Approximation: A Ratio-Based Time Series Representation

Jingpei Dan, Weiren Shi, Fangyan Dong and Kaoru Hirota

Abstract and Applied Analysis, 2013, vol. 2013, 1-7

Abstract:

A time series representation, piecewise trend approximation (PTA), is proposed to improve efficiency of time series data mining in high dimensional large databases. PTA represents time series in concise form while retaining main trends in original time series; the dimensionality of original data is therefore reduced, and the key features are maintained. Different from the representations that based on original data space, PTA transforms original data space into the feature space of ratio between any two consecutive data points in original time series, of which sign and magnitude indicate changing direction and degree of local trend, respectively. Based on the ratio-based feature space, segmentation is performed such that each two conjoint segments have different trends, and then the piecewise segments are approximated by the ratios between the first and last points within the segments. To validate the proposed PTA, it is compared with classical time series representations PAA and APCA on two classical datasets by applying the commonly used K-NN classification algorithm. For ControlChart dataset, PTA outperforms them by 3.55% and 2.33% higher classification accuracy and 8.94% and 7.07% higher for Mixed-BagShapes dataset, respectively. It is indicated that the proposed PTA is effective for high dimensional time series data mining.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:603629

DOI: 10.1155/2013/603629

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