Efficient Matching of Multivariate Time Series By Wavelets
Zhiling Zou · Journal of Southwest China Normal University · 2009
The matching of multivariate time series is a little complex because of correlation among variables.After simply reviewing studying methods of time series similarity,an efficient matching method of multivarite time series based on haar wavelet transformation and Froenius weighted square norm is put forward.The author provides experimental results which show that the method proposed is highly effective in comparing similarity among time series.