Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping
نویسندگان
چکیده
منابع مشابه
Correlation based dynamic time warping of multivariate time series
0957-4174/$ see front matter 2012 Elsevier Ltd. A http://dx.doi.org/10.1016/j.eswa.2012.05.012 ⇑ Corresponding author. Tel.: +36 88 624209. E-mail address: [email protected] (J. Ab In recent years, dynamic time warping (DTW) has begun to become the most widely used technique for comparison of time series data where extensive a priori knowledge is not available. However, it is often expe...
متن کاملTime Series Subsequence Similarity Search Under Dynamic Time Warping Distance on the Intel Many-core Accelerators
Subsequence similarity search is one of the most important problems of time series data mining. Nowadays there is empirical evidence that Dynamic Time Warping (DTW) is the best distance metric for many applications. However in spite of sophisticated software speedup techniques DTW still computationally expensive. There are studies devoted to acceleration of the DTW computation by means of paral...
متن کاملIterative Deepening Dynamic Time Warping for Time Series
Time series are a ubiquitous form of data occurring in virtually every scientific discipline and business application. There has been much recent work on adapting data mining algorithms to time series databases. For example, Das et al. attempt to show how association rules can be learned from time series [7]. Debregeas and Hebrail [8] demonstrate a technique for scaling up time series clusterin...
متن کاملAccurate Time Series Classification Using Partial Dynamic Time Warping
Dynamic Time Warping (DTW) has been widely used in time series domain as a distance function for similarity search. Several works have utilized DTW to improve the classification accuracy as it can deal with local time shiftings in time series data by non-linear warping. However, some types of time series data do have several segments that one segment should not be compared to others even though...
متن کاملImpact of Warping vs Smoothing for Time Series Similarity
Introduction. When dealing with time series, the application of a smoothing filter (to get rid of random fluctuations and better recognise the relevant structure) is usually one of the first steps. In the literature on time series similarity measures, however, the impact of smoothing is not explicitly or systematically considered – despite extensive experiments in, e.g., [2]. Instead, complex s...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computational Economics
سال: 2020
ISSN: 0927-7099,1572-9974
DOI: 10.1007/s10614-020-09986-0