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Authors: Stephan Spiegel and Sahin Albayrak

Affiliation: Technische Universität Berlin, Germany

ISBN: 978-989-8565-29-7

Keyword(s): Time Series, Distance Measure, Recurrence Plots.

Related Ontology Subjects/Areas/Topics: Artificial Intelligence ; BioInformatics & Pattern Discovery ; Business Analytics ; Clustering and Classification Methods ; Computational Intelligence ; Data Analytics ; Data Engineering ; Evolutionary Computing ; Knowledge Discovery and Information Retrieval ; Knowledge-Based Systems ; Machine Learning ; Mining High-Dimensional Data ; Soft Computing ; Symbolic Systems

Abstract: Although there has been substantial progress in time series analysis in recent years, time series distance measures still remain a topic of interest with a lot of potential for improvements. In this paper we introduce a novel Order Invariant Distance measure which is able to determine the (dis)similarity of time series that exhibit similar sub-sequences at arbitrary positions. Additionally, we demonstrate the practicality of the proposed measure on a sample data set of synthetic time series with artificially implanted patterns, and discuss the implications for real-life data mining applications.

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Paper citation in several formats:
Spiegel, S. and Albayrak, S. (2012). An Order-invariant Time Series Distance Measure - Position on Recent Developments in Time Series Analysis.In Proceedings of the International Conference on Knowledge Discovery and Information Retrieval - Volume 1: KDIR, (IC3K 2012) ISBN 978-989-8565-29-7, pages 264-268. DOI: 10.5220/0004165602640268

@conference{kdir12,
author={Stephan Spiegel. and Sahin Albayrak.},
title={An Order-invariant Time Series Distance Measure - Position on Recent Developments in Time Series Analysis},
booktitle={Proceedings of the International Conference on Knowledge Discovery and Information Retrieval - Volume 1: KDIR, (IC3K 2012)},
year={2012},
pages={264-268},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0004165602640268},
isbn={978-989-8565-29-7},
}

TY - CONF

JO - Proceedings of the International Conference on Knowledge Discovery and Information Retrieval - Volume 1: KDIR, (IC3K 2012)
TI - An Order-invariant Time Series Distance Measure - Position on Recent Developments in Time Series Analysis
SN - 978-989-8565-29-7
AU - Spiegel, S.
AU - Albayrak, S.
PY - 2012
SP - 264
EP - 268
DO - 10.5220/0004165602640268

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