作者：沈培璐1, 汪朝海2, 钱源来1, 邵帅1, 周松飞1
作者单位：1. 中化兴中石油转运（舟山）有限公司, 浙江 舟山 316000;
2. 中国计量大学计量测试工程学院, 浙江 杭州 310018
关键词：时间序列数据;协方差矩阵;特征向量;动态时间规整;尺度不变特征变换
摘要：
为实现时间序列信号特征的预处理，提出一种基于特征协方差矩阵的时间序列信号表示方法。以一维时间序列数据为输入，计算每一采样时刻的点值、邻域差值、累加值、均差值、秩以及时间索引值等特征，组成点特征向量，将不同时刻的点特征向量依次带入黎曼流形空间，从而实现从一维采样数组到二维特征矩阵的转换；利用矩阵内含的时间序列局部和全局特征信息，计算二维特征矩阵的协方差矩阵，从而建立基于协方差矩阵的时间序列信号表示方法。为验证方法在特征表示方面的有效性，文中将其用于时间序列信号的相似度度量计算，实验结果表明，相比动态时间规整（DTW）、形状变换（ST）及其尺度不变特征变换（SIFT），文中算法总体分类性能为最佳，表明具有高效的特征表示性能。
Representation method of time series signals based on feature
SHEN Peilu1, WANG Chaohai2, QIAN Yuanlai1, SHAO Shuai1, ZHOU Songfei1
1. Sinochem Xingzhong Oil Staging (Zhoushan) Co., Ltd., Zhoushan 316000, China;
2. College of Metrology & Measurement Engineering, China Jiliang University, Hangzhou 310018, China
Abstract: In order to extract the features of vibration signals and other time series data, a time series representation method using feature covariance matrix is proposed. Taking one-dimensional time series data as input, calculating feature quantities such as point value, neighborhood difference value, accumulated value, average difference value, rank and time index value at each sampling time to form point feature vectors, and sequentially bringing the point feature vectors at different times into Riemannian manifold space, thus realizing conversion from one-dimensional sampling array to two-dimensional feature matrix; Using the local and global feature information of the time series contained in the matrix, the covariance matrix of the two-dimensional feature matrix is calculated to realize feature extraction. In the paper, the similarity measurement of time series signals is taken as an example for verification. Compared with dynamic time warping (DTW), shape transformation (ST) and scale invariant feature transformation (SIFT), indicating that it has more efficient feature representation performance.
Keywords: time series data;covariance matrix;feature vector;DTW;SIFT
2020, 46(5):13-18 收稿日期: 2019-01-23;收到修改稿日期: 2019-03-04
基金项目: 国家重点研发计划项目（2018YFF0214700）；舟山市科技计划项目（2017c12036）
作者简介: 沈培璐(1986-),男,浙江舟山市人,助理工程师,硕士,主要从事储运系统信息化和设备安全监测
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