Self-similarity matrix

In data analysis, the self-similarity matrix is a graphical representation of similar sequences in a data series.

Similarity can be explained by different measures, like spatial distance (distance matrix), correlation, or comparison of local histograms or spectral properties (e.g. IXEGRAM). This technique is also applied for the search of a given pattern in a long data series as in gene matching. A similarity plot can be the starting point for dot plots or recurrence plots.

Definition

To construct a self-similarity matrix, one first transforms a data series into an ordered sequences of feature vectors $V=(v_{1},v_{2},\ldots ,v_{n})$, where each vector $v_{i}$ describes the relevant features of a data series in a given local interval. Then the self-similarity matrix is formed by computing the similarity of pairs of feature vectors

$S(j,k)=s(v_{j},v_{k})\quad j,k\in (1,\ldots ,n)$

where $s(v_{j},v_{k})$ is a function measuring the similarity of the two vectors, for instance, the inner product $s(v_{j},v_{k})=v_{j}\cdot v_{k}$. Then similar segments of feature vectors will show up as path of high similarity along diagonals of the matrix.

Example

Similarity plot, a variant of recurrence plot, obtained for different views of human actions are shown to produce similar patterns.

See also

• Recurrence plot
• Distance matrix
• Similarity matrix
• Substitution matrix

References

• N. Marwan, M. C. Romano, M. Thiel, J. Kurths (2007). "Recurrence Plots for the Analysis of Complex Systems". Physics Reports. 438 (5–6): 237. Bibcode:2007PhR...438..237M. doi:10.1016/j.physrep.2006.11.001.{{cite journal}}: CS1 maint: multiple names: authors list (link)

• J. Foote (1999). "Visualizing Music and Audio using Self-Similarity". In: Proceedings of ACM Multimedia '99, Orlando, Florida. doi:10.1145/319463.319472.

• M. A. Casey (2002). "Sound Classification and Similarity Tools". Introduction to MPEG-7: Multimedia Content Description Language. J. Wiley: 309–323. ISBN 978-0471486787. {{cite journal}}: Unknown parameter |editors= ignored (|editor= suggested) (help)

External links

• http://www.recurrence-plot.tk/related_methods.php