Constructing time series shape association measures: Minkowski distance and data standardization

Research output: Contribution to conferencePaper

12 Citations (Scopus)

Abstract

It is surprising that last two decades many works in time series data mining and clustering were concerned with measures of similarity of time series but not with measures of association that can be used for measuring possible direct and inverse relationships between time series. Inverse relationships can exist between dynamics of prices and sell volumes, between growth patterns of competitive companies, between well production data in oilfields, between wind velocity and air pollution concentration etc. The paper develops a theoretical basis for analysis and construction of time series shape association measures. Starting from the axioms of time series shape association measures it studies the methods of construction of measures satisfying these axioms. Several general methods of construction of such measures suitable for measuring time series shape similarity and shape association are proposed. Time series shape association measures based on Minkowski distance and data standardization methods are considered. The cosine similarity and the Pearson's correlation coefficient are obtained as partial cases of the proposed general methods that can be used also for construction of new association measures in data analysis. © 2013 IEEE.
Original languageAmerican English
Pages204-212
Number of pages182
DOIs
StatePublished - 1 Jan 2013
Externally publishedYes
EventProceedings - 1st BRICS Countries Congress on Computational Intelligence, BRICS-CCI 2013 -
Duration: 1 Jan 2013 → …

Conference

ConferenceProceedings - 1st BRICS Countries Congress on Computational Intelligence, BRICS-CCI 2013
Period1/01/13 → …

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standardization
Standardization
Time series
time series
data mining
Air pollution
Data mining
atmospheric pollution
wind velocity
well
method
Industry

Cite this

Batyrshin, I. (2013). Constructing time series shape association measures: Minkowski distance and data standardization. 204-212. Paper presented at Proceedings - 1st BRICS Countries Congress on Computational Intelligence, BRICS-CCI 2013, . https://doi.org/10.1109/BRICS-CCI-CBIC.2013.42
Batyrshin, Ildar. / Constructing time series shape association measures: Minkowski distance and data standardization. Paper presented at Proceedings - 1st BRICS Countries Congress on Computational Intelligence, BRICS-CCI 2013, .182 p.
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Batyrshin, I 2013, 'Constructing time series shape association measures: Minkowski distance and data standardization', Paper presented at Proceedings - 1st BRICS Countries Congress on Computational Intelligence, BRICS-CCI 2013, 1/01/13 pp. 204-212. https://doi.org/10.1109/BRICS-CCI-CBIC.2013.42

Constructing time series shape association measures: Minkowski distance and data standardization. / Batyrshin, Ildar.

2013. 204-212 Paper presented at Proceedings - 1st BRICS Countries Congress on Computational Intelligence, BRICS-CCI 2013, .

Research output: Contribution to conferencePaper

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Batyrshin I. Constructing time series shape association measures: Minkowski distance and data standardization. 2013. Paper presented at Proceedings - 1st BRICS Countries Congress on Computational Intelligence, BRICS-CCI 2013, . https://doi.org/10.1109/BRICS-CCI-CBIC.2013.42