Similarity Degree of Linguistic Expression for Time Series

DOI

Bibliographic Information

Other Title
  • 全体的傾向と局所的特徴に基づく時系列データの言葉による表現 ---言葉による表現の類似度---

Abstract

We have many kinds of data of time series such as stock prices. We have proposed a method to express their global trends in a natural language via the representative values on the fuzzy intervals in the temporal axis and their local features via the position of large differences between the original data and the data generated from the global trends. We have also proposed a method to tune the fuzzy intervals in the temporal axis. To retrieve similar time series, we have defined a degree of similarity between two time series with global trends in natural language. In this paper, we propose an integrated degree of similarity of global trend, local features and oscillation. We show that the result becomes more appropriate by the tuning of fuzzy intervals in the temporal axis.

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Keywords

Details 詳細情報について

  • CRID
    1390282680648750848
  • NII Article ID
    130005035471
  • DOI
    10.14864/fss.26.0.22.0
  • Text Lang
    ja
  • Data Source
    • JaLC
    • CiNii Articles
  • Abstract License Flag
    Disallowed

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