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  2008, Vol. 21 Issue (3): 401-405    DOI:
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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

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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.
Key wordsDiscrete Cosine Transform      Artificial Neural Network      Time Series      Similar Pattern Discovery      Multi-Scale     
Received: 07 November 2006     
ZTFLH: TP311  
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ZHANG Peng
ZHANG Jian-Ye
DU Jun
LI Xue-Ren
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ZHANG Peng,ZHANG Jian-Ye,DU Jun等. Method for Similar Pattern Discovery in Time SeriesBased on Neural Network[J]. , 2008, 21(3): 401-405.
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