Method for Similar Pattern Discovery in Time SeriesBased on Neural Network
ZHANG Peng1,ZHANG Jian-Ye2,3,DU Jun1,LI Xue-Ren3
1.Institute of Engineering, Air Force Engineering University, Xi'an 7100382. School of Automation, Northwestern Polytechnical University, Xi'an 7100723. Department of Science Research, Air Force Engineering University, Xi'an 710051
Abstract：According to the unsupervised neural network theory of clustering, a method is proposed for similar pattern discovery in time series database. Aiming at the poor capability of the neural network for handling the time change process sequence, the original data are mapped into the feature pattern space by means of fast discrete cosine transform (FDCT) for dimension reduction. The advantages of artificial neural network as similarity measurement model are analyzed and the range query algorithm is presented. The simulation results show that the proposed algorithm has the property of multi-scale, and compared with Euclidean distance and Slop distance, it can reflect similarities of time series under various resolutions.
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2008, Vol. 21 
