Fast time series fitting in linear time
Yipeng Zhao · 2007
A novel segmentation algorithm based on key points was presented.Three continuous data points were first selected in turn when the data points in time series were scanned.According to the angle formed by these three data and the extreme value in monotone sequence,the key points reflecting the sequence s changing feature were then recorded.With these key points,the original time series can be fitted linearly while some small noises are attenuated,and peak subsequences and jump points can be found more accurately.Theoretical analysis and experiment results show the efficiency of new method.