Finding Relevant Sequences in Time Series Containing Crisp, Interval, and Fuzzy Interval Data
Stephen Shaoyi Liao, Heng Tang, W.-Y. Liu · IEEE Transactions on Systems Man and Cybernetics Part B (Cybernetics) · 2004
Finding similar sequences in time series has received much attention and is a widely studied topic. Most existing approaches in the time series area focus on the efficiency of algorithms but seldom provide a means to handle imprecise data. In this paper, a more general approach is proposed to measure the distance of time sequences containing crisp values, intervals, and fuzzy intervals as well. The concept of distance measurement and its associated dynamic-programming-based algorithms are described. In addition to finding the sequences with similar evolving trends, a means of finding the sequences with opposite evolving tendencies is also proposed, which is usually omitted in current related research but could be of great interest to many users.