Inferring the Most Similar Variable-length Subsequences between Multidimensional Time Series
多维时间序列间最相似变长子序列的识别
Finding the most similar subsequences between two multidimensional time series has many applications: e.g. capturing dependency in stock market or discovering coordinated movement of baboons. Considering one pattern occurring in one time series, we might be wondering whether the same pattern occurs in another time series with some distortion that might have a different length. Nevertheless, to the best of our knowledge, there is no efficient framework that deals with this…