Time series piecewise linear representation based on trend transition point
Zhonglin Mu · Computer Engineering and Applications Journal · 2010
Piecewise Linear Representation(PLR) is an effective method to reduce the dimension of time series.A method of time series PLR algorithm is put forward based on the summarization of the characteristic of the series trends diversification.Firstly,this paper defines the trend transition points for the candidacy sets of time series'segmenting points,and uses the distances between point and area to measure the weightiness of these points,then regards the important trend transition points that are chose according to specified threshold as the segmenting point for the PLR of time series.Compared with other six segmentation algorithms,the experiments show that the proposed algorithm appears better fitting quality and suitability.Especially for the time series which have the distinct transition point,the proposed algorithm has better ability of anti-noise-jamming.