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| Online Series Pattern Detection Based on Advanced Segmental SemiMarkov Model |
| LING GuangJie, QIAN YunTao, JIA Sen |
| College of Computer Science, Zhejiang University, Hangzhou 310027 |
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Abstract Efficient online detection of similar patterns under arbitrary time scaling is a challenging problem in time series data mining. A modelmatching based segmental semiMarkov model is improved by introducing offset distribution, amplitude difference distribution and prepattern state. It overcomes the parameter estimation difficulty and the lack of robustness. The experimental results demonstrate that the advanced segmental semiMarkov model could rapidly and precisely detect scaling similar patterns under arbitrary time.
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Received: 20 February 2006
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2007, Vol. 20 
