Research on Grey Incidence Measurement Method Based on Dynamic Time Warping Distance

摘要

Grey incidence measurement (GIM) method is core content of grey analysis. As the traditional GIM methods only handle sequences with the length, the sequences with different lengths must be padded by deleting data, mean statistic method or GM(1,1) model prediction. It results in the degree of grey being enlarged and loss useful information. On the basis of dynamic time warping (DTW) distance, a novel degree of grey incidence (DTW-Degree) is proposed. It measures the degree of grey incidence by the shortest path in the distance matrix of sequences and does not need to pad any data of sequences. Meanwhile, the corresponding GIM to sequences with different lengths based on DTW (DTW-GIM) is constructed. If is an effective solution to solve the problems, such as the incidence measurement between grey sequences with different length, timeline stretching and bending. Simulation results show that the DTW-GIM is correct and effective. When the GIM Methods based on Deng-Degree and generalized degree are failed, DTW-GIM still achieves a reliable quantitative analysis conclusion.