Adaptive dissimilarity index for measuring time series proximity

Chouakria, Ahlame Douzal and Nagabhushan, P. (2007) Adaptive dissimilarity index for measuring time series proximity. Advances in Data Analysis and Classification, 1 (1). pp. 5-21. ISSN 1862-5355

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Abstract

The most widely used measures of time series proximity are the Euclidean distance and dynamic time warping. The latter can be derived from the distance introduced by Maurice Fréchet in 1906 to account for the proximity between curves. The major limitation of these proximity measures is that they are based on the closeness of the values regardless of the similarity w.r.t. the growth behavior of the time series. To alleviate this drawback we propose a new dissimilarity index, based on an automatic adaptive tuning function, to include both proximity measures w.r.t. values and w.r.t. behavior. A comparative numerical analysis between the proposed index and the classical distance measures is performed on the basis of two datasets: a synthetic dataset and a dataset from a public health study.

Item Type:	Article
Subjects:	D Physical Science > Computer Science
Divisions:	Department of > Computer Science
Depositing User:	C Swapna Library Assistant
Date Deposited:	19 Sep 2019 06:17
Last Modified:	19 Sep 2019 06:17
URI:	http://eprints.uni-mysore.ac.in/id/eprint/8268

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