ESPSA: A prediction-based algorithm for streaming time series segmentation

作者：

Highlights：

• We propose exponential smoothing prediction-based segmentation algorithm.

• The single exponential smoothing method is used to predict future data elements.

• The prediction error criterion is proposed to determine segmenting key points.

• The experiments demonstrate the effectiveness and efficiency of the proposed algorithm.

摘要

•We propose exponential smoothing prediction-based segmentation algorithm.•The single exponential smoothing method is used to predict future data elements.•The prediction error criterion is proposed to determine segmenting key points.•The experiments demonstrate the effectiveness and efficiency of the proposed algorithm.

论文关键词：Streaming time series,Segmentation,Exponential smoothing,Sliding window

论文评审过程：Available online 18 April 2014.

论文官网地址：https://doi.org/10.1016/j.eswa.2014.03.043