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Multivariate time series (MTS) datasets are very common in various financial, multimedia, and hydrological fields. In this paper, a dimension-combination method is proposed to search similar sequences for MTS. Firstly, the similarity of single-dimension series is calculated; then the overall similarity of the MTS is obtained by synthesizing each of the single-dimension similarity based on weighted BORDA voting method. The dimension-combination method could use the existing similarity searching method. Several experiments, which used the classification accuracy as a measure, were performed on six datasets from the UCI KDD Archive to validate the method. The results show the advantage of the approach compared to the traditional similarity measures, such as Euclidean distance (ED), cynamic time warping (DTW), point distribution (PD), PCA similarity factor (SPCA), and extended Frobenius norm (Eros), for MTS datasets in some ways. Our experiments also demonstrate that no measure can fit all datasets, and the proposed measure is a choice for similarity searches.
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PMID:Multivariate time series similarity searching. 2489 65

In the analysis of gene expression data, dimension reduction techniques have been extensively adopted. The most popular one is perhaps the PCA (principal component analysis). To generate more reliable and more interpretable results, the SPCA (sparse PCA) technique has been developed. With the "small sample size, high dimensionality" characteristic of gene expression data, the analysis results generated from a single dataset are often unsatisfactory. Under contexts other than dimension reduction, integrative analysis techniques, which jointly analyze the raw data of multiple independent datasets, have been developed and shown to outperform "classic" meta-analysis and other multidatasets techniques and single-dataset analysis. In this study, we conduct integrative analysis by developing the iSPCA (integrative SPCA) method. iSPCA achieves the selection and estimation of sparse loadings using a group penalty. To take advantage of the similarity across datasets and generate more accurate results, we further impose contrasted penalties. Different penalties are proposed to accommodate different data conditions. Extensive simulations show that iSPCA outperforms the alternatives under a wide spectrum of settings. The analysis of breast cancer and pancreatic cancer data further shows iSPCA's satisfactory performance.
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PMID:Integrative sparse principal component analysis of gene expression data. 2911 20