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Generalized Framework For Similarity Measure Of Time Series, Hongsheng Yin, Honggang Qi, Jingwen Xu, William N. N. Hung, Xiaoyu Song

Electrical and Computer Engineering Faculty Publications and Presentations

Currently, there is no definitive and uniform description for the similarity of time series, which results in difficulties for relevant research on this topic. In this paper, we propose a generalized framework to measure the similarity of time series. In this generalized framework, whether the time series is univariable or multivariable, and linear transformed or nonlinear transformed, the similarity of time series is uniformly defined using norms of vectors or matrices.The definitions of the similarity of time series in the original space and the transformed space are proved to be equivalent. Furthermore, we also extend the theory on similarity of …