Research on similarity measure for time series based on SAX
Guiling Li · Jisuanji yingyong yanjiu · 2012
Symbolic approximation is an effective dimensionality reduction technique for time series,its similarity measure is a basis for various mining tasks.MINDIST_PAA_iSAX is a distance function based on symbolic aggregate approximation(SAX),but it does not satisfy symmetry,so it has limitation in mining time series.This paper put forward and proved a symmetric distance measure Sym_PAA_SAX to be lower bounding to Euclidean distance.Experiments on real and synthetic data sets show its better tightness of lower bounding and lower false positives rate in similarity search.