An improved morphological weighted dynamic similarity measurement algorithm for time series data

Abstract

Purpose

The similarity measurement of time series is an important research in time series detection, which is a basic work of time series clustering, anomaly discovery, prediction and many other data mining problems. The purpose of this paper is to design a new similarity measurement algorithm to improve the performance of the original similarity measurement algorithm. The subsequence morphological information is taken into account by the proposed algorithm, and time series is represented by a pattern, so the similarity measurement algorithm is more accurate.

Design/methodology/approach

Following some previous researches on similarity measurement, an improved method is presented. This new method combines morphological representation and dynamic time warping (DTW) technique to measure the similarities of time series. After the segmentation of time series data into segments, three parameter values of median, point number and slope are introduced into the improved distance measurement formula. The effectiveness of the morphological weighted DTW algorithm (MW-DTW) is demonstrated by the example of momentum wheel data of an aircraft attitude control system.

Findings

The improved method is insensitive to the distortion and expansion of time axis and can be used to detect the morphological changes of time series data. Simulation results confirm that this method proposed in this paper has a high accuracy of similarity measurement.

Practical implications

This improved method has been used to solve the problem of similarity measurement in time series, which is widely emerged in different fields of science and engineering, such as the field of control, measurement, monitoring, process signal processing and economic analysis.

Originality/value

In the similarity measurement of time series, the distance between sequences is often used as the only detection index. The results of similarity measurement should not be affected by the longitudinal or transverse stretching and translation changes of the sequence, so it is necessary to incorporate the morphological changes of the sequence into similarity measurement. The MW-DTW is more suitable for the actual situation. At the same time, the MW-DTW algorithm reduces the computational complexity by transforming the computational object to subsequences.

Citation

Zhou, K.Y. and Hu, S. (2018), "An improved morphological weighted dynamic similarity measurement algorithm for time series data", International Journal of Intelligent Computing and Cybernetics, Vol. 11 No. 4, pp. 486-495. https://doi.org/10.1108/IJICC-12-2016-0059