Application of wavelet filter in frequent time series patterns mining
Zhan Li · Harbin Gongcheng Daxue Xuebao/Journal of Harbin Engineering University · 2008
Compared with frequent patterns mining of Boolean data,frequent time series patterns mining is more complex,and deep studies on this issue are rare. Based on the study of wavelet filter,an algorithm for frequent patterns mining of time series,named Frequent-wavelet,was proposed.The characteristic of this algorithm is to pass time series through the wavelet filter,a trous-smooth-filter,and represent the original time series using the obtained scale sequences.The algorithm can solve the problem of trivial similarity and time axis stretching of time series.The experiment shows that our algorithm is effective for frequent time series patterns mining.