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http://dx.doi.org/10.5392/JKCA.2010.10.9.097

Time Series Representation Combining PIPs Detection and Persist Discretization Techniques for Time Series Classification  

Park, Sang-Ho (인하대학교 컴퓨터 정보공학부)
Lee, Ju-Hong (인하대학교 컴퓨터 정보공학부)
Publication Information
The Journal of the Korea Contents Association / v.10, no.9, 2010 , pp. 97-106 More about this Journal
Abstract
Various time series representation methods have been suggested in order to process time series data efficiently and effectively. SAX is the representative time series representation method combining segmentation and discretization techniques, which has been successfully applied to the time series classification task. But SAX requires a large number of segments in order to represent the meaningful dynamic patterns of time series accurately, since it loss the dynamic property of time series in the course of smoothing the movement of time series. Therefore, this paper suggests a new time series representation method that combines PIPs detection and Persist discretization techniques. The suggested method represents the dynamic movement of high-diemensional time series in a lower dimensional space by detecting PIPs indicating the important inflection points of time series. And it determines the optimal discretizaton ranges by applying self-transition and marginal probabilities distributions to KL divergence measure. It minimizes the information loss in process of the dimensionality reduction. The suggested method enhances the performance of time series classification task by minimizing the information loss in the course of dimensionality reduction.
Keywords
Time Series Representation; PIPs Detection; KL Divergence;
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