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Similar time series detection method and apparatus, program and recording medium

  • US 7,035,775 B2
  • Filed: 07/03/2003
  • Issued: 04/25/2006
  • Est. Priority Date: 07/09/2002
  • Status: Active Grant
First Claim
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1. A method for detecting similar time series of a pair of time series patterns, with the time series patterns being a time series of vectors, said method comprising:

  • a vector decision step of calculating a degree of similarity between a pair of vectors of said paired time series patterns and providing a decision as to whether or not said paired vectors are similar to each other, based on said degree of similarity; and

    a time series decision step of counting the number of similar vectors decided to be similar and/or dissimilar vectors decided to be dissimilar in said vector decision step and providing a decision as to whether or not the paired time series patterns are similar, based on the results of the counting,wherein,said degree of similarity is the distance between said paired vectors; and

    said vector decision step includes (a) a hierarchical distance calculating step of hierarchically calculating the distance between said paired vectors, (b) a threshold value comparing step of comparing an integrated distance value calculated in each hierarchy of said hierarchical distance calculating step to a first threshold value pertinent to the distance, and (c) a decision step of determining whether or not said paired vectors are similar to each other in response to the results of comparison in said threshold comparing stepif, in said threshold comparing step, the integrated distance value calculated up to the last hierarchy is smaller than said first threshold value, said paired vectors are determined to be similar in said decision step, andif said integrated distance value calculated up to a given hierarchy exceeds said first threshold value, said paired vectors are determined to be dissimilar, and the distance calculations are discontinued for the remaining hierarchies.

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