A New Method for Piecewise Linear Representation of Time Series Data
Jiajie Zhou, Gang Ye, Dan Yu · Physics Procedia · 2012
In various methods of modeling of time series, the piecewise linear representation has the advantage of being simple, straightforward and supporting dynamic incremental update of time series. This paper proposed a new method of Piecewise Linear Representation of Time Series based on Slope Change Threshold (SCT). Detailed experiments on real datasets from various fields show that STC representation, compared with several other Piecewise Linear Representations, can be easily calculated and has a high degree of fitting.