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Reduced data similarity-based matching for time series patterns alignment

机译:减少了基于数据相似度的时间序列模式匹配

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摘要

We propose a similarity-based matching technique for the purpose of quasi-periodic time series patterns alignment. The method is based on combination of two previously published works: a modified version of the Douglas-Peucker line simplification algorithm (DPSimp) for data reduction in time series, and SEA for pattern matching of quasi-periodic time series. The previously developed SEA method was shown to be more efficient than the very popular DTW technique. The aim of the obtained ASEAL method (Approximate Shape Exchange ALgorithm) is reduction of the space and time necessary to accomplish alignments comparable to those of the SEA method. The study shows the effectiveness of the proposed ASEAL method on ECG signals taken from the Massachusetts Institute of Technology - Beth Israel Hospital (MIT-BIH) database in terms of the correlation factor and alignment quality, for savings up to 90% in used samples and processing time reduction up to 97% with respect to those of SEA. Particularly, the method is able to deal with very complex alignment situations (magnitude/time axis shift/scaling, local variabilities, difference in length, phase shift, arbitrary number of periods) in the context of quasi-periodic time series. Among other possible applications, the proposed ASEAL method is a novel step toward resolution of the 'person identification using ECG' problem.
机译:我们提出一种基于相似度的匹配技术,以实现准周期时间序列模式对齐。该方法基于两个以前发表的作品的组合:用于减少时间序列数据的Douglas-Peucker线简化算法(DPSimp)的修改版本,以及用于准周期时间序列模式匹配的SEA。事实证明,以前开发的SEA方法比非常流行的DTW技术更有效。所获得的ASEAL方法(近似形状交换算法)的目的是减少与SEA方法可比的对准所需的空间和时间。研究表明,从相关系数和比对质量的角度来看,拟议的ASEAL方法对从麻省理工学院-贝斯以色列医院(MIT-BIH)数据库获取的ECG信号的有效性,相关性和比对质量的节省高达90%。与SEA相比,处理时间最多可减少97%。特别地,该方法能够在准周期时间序列的情况下处理非常复杂的对齐情况(幅度/时间轴偏移/缩放,局部变化,长度差异,相移,任意数量的周期)。在其他可能的应用中,所提出的ASEAL方法是解决“使用ECG的人员识别”问题的新步骤。

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