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PAA is an important algorithm in time series dimensionality reduction. However, how to determine the sliding window keeps an open issue for PAA and its derivatives. In this paper, a new optimization method to decide the PAA window is proposed based on root mean square distance measure. A rate of information loss is proposed to overcome the scalability issue, which can be used to balance information...
A new idea of interval quartering algorithm was proposed to improve the insufficiency of the conventional singular spectrum analysis iterative interpolation on parameter selection (including the number K of principal component and the embedding dimension M), and the applied test and comparative analysis recovery was carried out to the missing data. The experimental results showed that the improved...
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