• Journal of Internet Computing and Services
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• v.25 no.2
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• pp.39-47
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• 2024

Time series analysis is widely employed by many organizations to solve business problems, as it extracts various information and insights from chronologically ordered data. Among its applications, measuring time series similarity is a step to identify time series with similar patterns, which is very important in time series analysis applications such as time series search and clustering. In this study, we propose an efficient method for measuring time series similarity that focuses on anomalies rather than the entire series. In this regard, we validate the proposed method by measuring and analyzing the rank correlation between the similarity measure for the set of subsets extracted by anomaly detection and the similarity measure for the whole time series. Experimental results, especially with stock time series data and an anomaly proportion of 10%, demonstrate a Spearman's rank correlation coefficient of up to 0.9. In conclusion, the proposed method can significantly reduce computation cost of measuring time series similarity, while providing reliable time series search and clustering results.

• The KIPS Transactions:PartD
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• v.14D no.7
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• pp.727-732
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• 2007

Most of previous work on indexing and searching time series focused on the similarity matching and retrieval of one-attribute time series. However, multimedia databases such as music, video need to handle the similarity search in multi-attribute time series. The limitation of the current similarity models for multi-attribute sequences is that there is no consideration for attributes' sequences. The multi-attribute sequences are composed of several attributes' sequences. Since the users may want to find the similar patterns considering attributes's sequences, it is more appropriate to consider the similarity between two multi-attribute sequences in the viewpoint of attributes' sequences. In this paper, we propose the similarity search method based on attributes's sequences in multi-attribute time series databases. The proposed method can efficiently reduce the search space and guarantees no false dismissals. In addition, we give preliminary experimental results to show the effectiveness of the proposed method.

• Proceedings of the KSRS Conference
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• 2005.10a
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• pp.294-297
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• 2005

Time series are comprehensively appeared and developed in many applications, ranging from science and technology to business and entertainrilent. Similarity search under time warping has attracted much interest between the time series in the large sequence databases. DTW (Dynamic Time Warping) is a robust distance measure and is superior to Euclidean distance for time series, allowing similarity matching although one of the sequences can elastic shift along the time axis. Nevertheless, it is more unfortunate that DTW has a quadratic time. Simultaneously the false dismissals are come forth since DTW distance does not satisfy the triangular inequality. In this paper, we propose an efficient range query algorithmbased on a new similarity search method under time warping. When our range query applies for this method, it can remove the significant non-qualify time series as early as possible before computing the accuracy DTW distance. Hence, it speeds up the calculation time and reduces the number of scanning the time series. Guaranteeing no false dismissals, the lower bounding function is advised that consistently underestimate the DTW distance and satisfy the triangular inequality. Through the experimental result, our range query algorithm outperforms the existing others.

• Proceedings of the KSRS Conference
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• 1999.11a
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• pp.429-432
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• 1999

Vegetation cover classification is examined based on a time series NOAA/AVHRR data. Time series data analysis methods including Fourier transform, Auto-Regressive (AR) model and temporal signature similarity matching are developed to extract phenological features of vegetation from a time series NDVI data from NOAA/AVHRR and to classify vegetation types. In the Fourier transform method, typical three spectral components expressing the phenological features of vegetation are selected for classification, and also in the AR model method AR coefficients are selected. In the temporal signature similarity matching method a new index evaluating the similarity of temporal pattern of the NDVI is introduced for classification.

• Journal of Korean Society for Quality Management
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• v.49 no.2
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• pp.145-159
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• 2021

Purpose: A statistical similarity evaluation to compare pharmacokinetics(PK) profile data between nonclinical and clinical experiments has become a significant issue on many drug development processes. This study proposes a new similarity index by considering important parameters, such as the area under the curve(AUC) and the time-series profile of various PK data. Methods: In this study, a new profile similarity index(PSI) by using the concept of a process capability index(Cp) is proposed in order to investigate the most similar animal PK profile compared to the target(i.e., Human PK profile). The proposed PSI can be calculated geometric and arithmetic means of all short term similarity indices at all time points on time-series both animal and human PK data. Designed simulation approaches are demonstrated for a verification purpose. Results: Two different simulation studies are conducted by considering three variances(i.e., small, medium, and large variances) as well as three different characteristic types(smaller the better, larger the better, nominal the best). By using the proposed PSI, the most similar animal PK profile compare to the target human PK profile can be obtained in the simulation studies. In addition, a case study represents differentiated results compare to existing simple statistical analysis methods(i.e., root mean squared error and quality loss). Conclusion: The proposed PSI can effectively estimate the level of similarity between animal, human PK profiles. By using these PSI results, we can reduce the number of animal experiments because we only focus on the significant animal representing a high PSI value.

• Proceedings of the Korean Information Science Society Conference
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• 2003.04a
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• pp.533-535
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• 2003

The Euclidean distance is sensitive to the absolute offsets of time sequences, so it is not a suitable similarity measure in terms of shape. In this paper. we propose an indexing scheme for efficient matching and retrieval of time sequences based on the minimum distance. The minimum distance can give a better estimation of similarity in shape between two time sequences. Our indexing scheme can match time sequences of similar shapes irrespective of their vortical positions and guarantees no false dismissals

• Environmental Sciences Bulletin of The Korean Environmental Sciences Society
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• v.10 no.S_1
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• pp.11-22
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• 2001

Observations related to the along-wind dispersion of puffs were collected from 12 field sites and from a wind tunnel experiment and used to test simple similarity relations. Because most of the date made use of concentration time series observation from fixed monitors, the basic observation was t, the standard deviation of the concentration time series. This data also allowed the travel time, t, from the source to the receptor to be estimated, from which the puff advective speed ue, could be determined. The along-wind dispersion coefficient, x, was then assumed to equal tue. The data, which extended over four orders of magnitude, supported the similarity relations t=0.1 t and x=1.8 $u^*$t, where t is the travel time and $u^*$ is the friction velocity. About 50% of the observations were within a factor of two of the predictions based on the similarity relations.

• Korean Journal of Acupuncture
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• v.28 no.4
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• pp.41-48
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• 2011

Objectives : This study aimed to explore the passive multi-channel time series analysis method by measuring bio-potentials of acupuncture point and the peripheral region Methods : Bio-potential was measured at ST36 and the peripherical region of ST36 of 5 healthy volunteers at three times. The diagram of the potential changes over time were smoothed by moving average method and similarities of ST36 and the other points were calculated. Results : In the normal weight group, bio-potential similarity tended to decrease in proportion to the distance from the acupuncture point. In the obesity group, bio-potential similarity appeared in a very wide area. Bio-potential similarity had positive correlation with BMI value. Conclusions : The passive multi-channel time series analysis method showed the possibility be appropriate for the electrical characteristics study of meridians.

• Journal of the Korea Society of Computer and Information
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• v.14 no.5
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• pp.19-28
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• 2009

Prediction problem of the time-series data has been a research issue for a long time among many researchers and a number of methods have been proposed in the literatures. In this paper, a method is proposed that similarities among time-series data are examined by use of Hidden Markov Model and Likelihood and future direction of the data movement is determined. Query sequence is modeled by Hidden Markov Modeling and then the model is examined over the pre-recorded time-series to find the subsequence which has the greatest similarity between the model and the extracted subsequence. The similarity is evaluated by likelihood. When the best subsequence is chosen, the next portion of the subsequence is used to predict the next phase of the data movement. A number of experiments with different parameters have been conducted to confirm the validity of the method. We used KOSPI to verify suggested method.

• Communications for Statistical Applications and Methods
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• v.17 no.3
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• pp.377-390
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• 2010

In the case of time-series analysis, it is often more convenient to rely on the frequency domain than the time domain. Spectral density is the core of the frequency-domain analysis that describes autocorrelation structures in a time-series process. Possible ways to estimate spectral density are to compute a periodogram or to average the periodogram over some frequencies with (un)equal weights. This can be an attractive tool to measure the similarity between time-series processes. We employ the metrics based on a smoothed periodogram proposed by Park and Kim (2008) for the classification of different classes of time-series processes. We consider several lag windows with unequal weights instead of a modified Daniel's window used in Park and Kim (2008). We evaluate the performance under various simulation scenarios. Simulation results reveal that the metrics used in this study split the time series into the preassigned clusters better than do the raw-periodogram based ones proposed by Caiado et al. 2006. Our metrics are applied to an economic time-series dataset.