Furthest fitting cost: time series similarity from another angle

On time series similarity measurement, a new idea based on furthest fitting cost (FFC) is proposed, which cares the cost transforming one series to another one. This paper introduces amplitude scaling and y-axis shifting, to give a simple distance definition. Furthermore, a fast simple time warping...

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Bibliographic Details
Published in:	Proceedings of the 2004 IEEE International Conference on Information Reuse and Integration, 2004. IRI 2004 pp. 499 - 503
Main Authors:	Ye Jia-Cheng, Tang Yin, Peng Hong, Zheng Qi-Lun, Ye Sunan
Format:	Conference Proceeding
Language:	English
Published:	IEEE 2004
Subjects:	Computer science Costs Educational institutions Euclidean distance Extrapolation Fitting Least squares methods Shape Time measurement
Online Access:	Get full text
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Summary:	On time series similarity measurement, a new idea based on furthest fitting cost (FFC) is proposed, which cares the cost transforming one series to another one. This paper introduces amplitude scaling and y-axis shifting, to give a simple distance definition. Furthermore, a fast simple time warping method is proposed to deal with the time series of different lengths, to make FFC more applicable. With these models, a time series extrapolation solution is given, followed by the discussion of several issues. Experimental result shows that our approach is rather fast and reasonable.
ISBN:	0780388194 9780780388192
DOI:	10.1109/IRI.2004.1431510