time_series:dtw

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time_series:dtw [2014/08/07 14:10] phreazertime_series:dtw [2014/12/25 01:05] – [Literatur] phreazer
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 Iterative Deepening Dynamic Time Warping for Time Series Iterative Deepening Dynamic Time Warping for Time Series
  
 +Normalisieren der Distanzen mit der Länge des Warping Path. (Siehe "Indexing Multi-Dimensional Time-Series").
 ==== PDTW ==== ==== PDTW ====
  
 Dynamic Time Warping mit Piecewise Aggregate Approximation (PAA): Dynamic Time Warping mit Piecewise Aggregate Approximation (PAA):
 Approximieren einer Zeitreihe durch Segmentierung in gleichlange Teile und Mittelwert der Datenpunkte innerhalb dieser Punkte. Approximieren einer Zeitreihe durch Segmentierung in gleichlange Teile und Mittelwert der Datenpunkte innerhalb dieser Punkte.
 +
 +==== Multidimensional DTW (MD-DTW) ====
 +Zuerst Normalisieren jeder Dimension von t und r.
 +
 +$$d(i,j) = \sum_{k=1}^K(t(k,i)-r(k,j))^2$$
 +
 +==== Multiple Multidimensional DTW ====
 +
 +Gleichzeitiges Alignment mehrerer Zeitreihen
 +
 +Quelle: Multiple Multidimensional Sequence Alignment Using Generalized Dynamic Time Warping
 +==== Literatur ====
 +=== A Scalable Method for Time Series Clustering ===
 +Ersetzen der Punkte durch globale charakteristische Measures.
 +
 +Dynamic Time Warping (DTW) has been applied in time series mining to resolve the difficulty caused when clustering time series of varying lengths in Euclidean space or containing possible out-of-phase similarities (Berndt & Clifford, 1994; Keogh, 2002; Ratanamahatana & Keogh, 2004). [...] but is not defined if a single data point is missing.
 +
 +
 +=== Indexing ===
 +
 +
 +
  • time_series/dtw.txt
  • Last modified: 2014/12/25 01:11
  • by phreazer