A new method of piecewise linear approximation of non-stationary time series
Alexander Milnikov, Cihan Mert, Daniyar SATYBALDIEV · Journal of Technical Science and Technologies · 2015
Recently, in data science one of the most important issues has been discovering actionable information, interpretable patterns and relationshipsin large volumes of data. This process is called data mining and is commonly being used in science, engineering, business and security.One of the main methods of data mining is similarity search of time series. The approach that is discussed in this article is based on PiecewiseLinear Representation of time series that imply two steps of measuring time series similarity. A new method of piecewise linear approximationof non-stationary time series is developed.