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Classification Of Short Time Series

Author

Listed:
  • Agostino Tarsitano

    (Dipartimento di Economia e Statistica, Università della Calabria)

Abstract

Many time series are of short duration because data acquisition has, of necessity, proceeded for but a brief term. Such data have previously often been analyzed by methods that either do not explicitly take into account time related changes or that are designed for long time series. In this paper, we consider several ways of assigning a dissimilarity between univariate time series in short term behavior. In particular, we have defined a measure that works irrespective of different baselines and scaling factors and its effectiveness has been evaluated on real and synthetic data sets.

Suggested Citation

  • Agostino Tarsitano, 2009. "Classification Of Short Time Series," Working Papers 200905, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
    • Handle: RePEc:clb:wpaper:200905
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    Keywords

    Time trajectories; Distances; PAM clustering; Representative trends;
    All these keywords.

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