Research on dynamic time warping multivariate time series similarity matching based on shape feature and inclination angle
Danyang Cao, Jie Liu · Journal of Cloud Computing Advances Systems and Applications · 2016
Different sets of research mainly focus on one variable time series now, while researches involving multivariate time series have been insufficient. In this paper, combined linear segments and fitting error for multivariate time series, we present a new method to reduce the time complexity of DTW distance metric algorithm. Based on the shape feature and the tilt angle, we propose a new approach for similarity matching of DTW multivariate time series. Experimental results demonstrate that this method is helpful for ensuring accuracy and for reducing the time complexity of similarity matching.