Piecewise linear representation based on information entropy of time series
Yanhui Ding · Jisuanji yingyong yanjiu · 2013
For some time series with high dimension,large amount of data and data renewal speed characteristics,resulting in the original time series data mining on difficult problems,this paper presented a method piecewise linear representation of time series method based on information entropy,which was the piecewise linear representation of time series algorithm PLR_IE.The algorithm used the information entropy as an evaluation of important points of performance indicators,from sequence to extract important segment,the important point consisted of a sequence of fitting the original time series.Experiments show that this method can efficiently extract sequence,main characteristics,fitting the original sequence.