Efficient time series matching by wavelets.

by Chan, Kin Pong.Thesis (M.Phil.)--Chinese University of Hong Kong, 1999.Includes bibliographical references (leaves 100-105).Abstracts in English and Chinese.Acknowledgments --- p.iiAbstract --- p.iiiChapter 1 --- Introduction --- p.1Chapter 1.1 --- Wavelet Transform --- p.4Chapter 1.2 --- Time Warping --- p.5Chapter 1.3 --- Outline of the Thesis --- p.6Chapter 2 --- Related Work --- p.8Chapter 2.1 --- Similarity Models for Time Series --- p.8Chapter 2.2 --- Dimensionality Reduction --- p.11Chapter 2.3 --- Wavelet Transform --- p.15Chapter 2.4 --- Similarity Search under Time Warping --- p.16Chapter 3 --- Dimension Reduction by Wavelets --- p.21Chapter 3.1 --- The Proposed Approach --- p.21Chapter 3.1.1 --- Haar Wavelets --- p.23Chapter 3.1.2 --- DFT versus Haar Transform --- p.27Chapter 3.1.3 --- Guarantee of no False Dismissal --- p.29Chapter 3.2 --- The Overall Strategy --- p.34Chapter 3.2.1 --- Pre-processing --- p.35Chapter 3.2.2 --- Range Query --- p.35Chapter 3.2.3 --- Nearest Neighbor Query --- p.36Chapter 3.3 --- Performance Evaluation --- p.39Chapter 3.3.1 --- Stock Data --- p.39Chapter 3.3.2 --- Synthetic Random Walk Data --- p.45Chapter 3.3.3 --- Scalability Test --- p.51Chapter 3.3.4 --- Other Wavelets --- p.52Chapter 4 --- Time Warping --- p.55Chapter 4.1 --- Similarity Search based on K-L Transform --- p.60Chapter 4.2 --- Low Resolution Time Warping --- p.63Chapter 4.2.1 --- Resolution Reduction of Sequences --- p.63Chapter 4.2.2 --- Distance Compensation --- p.67Chapter 4.2.3 --- Time Complexity --- p.73Chapter 4.3 --- Adaptive Time Warping --- p.77Chapter 4.3.1 --- Time Complexity --- p.79Chapter 4.4 --- Performance Evaluation --- p.80Chapter 4.4.1 --- Accuracy versus Runtime --- p.80Chapter 4.4.2 --- Precision versus Recall --- p.85Chapter 4.4.3 --- Overall Runtime --- p.91Chapter 4.4.4 --- Starting Up Evaluation --- p.93Chapter 5 --- Conclusion and Future Work --- p.95Chapter 5.1 --- Conclusion --- p.95Chapter 5.2 --- Future Work --- p.96Chapter 5.2.1 --- Application of Wavelets on Biomedical Signals --- p.96Chapter 5.2.2 --- Moving Average Similarity --- p.98Chapter 5.2.3 --- Clusters-based Matching in Time Warping --- p.98Bibliography --- p.9

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