11,580 research outputs found
Efficient Retrieval of Similar Time Sequences Using DFT
We propose an improvement of the known DFT-based indexing technique for fast
retrieval of similar time sequences. We use the last few Fourier coefficients
in the distance computation without storing them in the index since every
coefficient at the end is the complex conjugate of a coefficient at the
beginning and as strong as its counterpart. We show analytically that this
observation can accelerate the search time of the index by more than a factor
of two. This result was confirmed by our experiments, which were carried out on
real stock prices and synthetic data
Qualitative Comparison of Temporal Series. QSI
In this paper, the study of systems that evolve in time by
means of the comparison of time series is proposed. An improvement in
the form to compare temporal series with the incorporation of qualitative
knowledge by means of qualitative labels is carried out. Each label
represents a rank of values that, from a qualitative perspective, may be
considered similar. The selection of labels of a single character allows
the application of algorithms of string comparison. Finally, an index of
similarity of time series based on the similarity of the obtained strings is
defined.Comisión Interministerial de Ciencia y TecnologÃa DPI2001-4404-EComisión Interministerial de Ciencia y TecnologÃa DPI2000-0666-C02-0
Feature-based time-series analysis
This work presents an introduction to feature-based time-series analysis. The
time series as a data type is first described, along with an overview of the
interdisciplinary time-series analysis literature. I then summarize the range
of feature-based representations for time series that have been developed to
aid interpretable insights into time-series structure. Particular emphasis is
given to emerging research that facilitates wide comparison of feature-based
representations that allow us to understand the properties of a time-series
dataset that make it suited to a particular feature-based representation or
analysis algorithm. The future of time-series analysis is likely to embrace
approaches that exploit machine learning methods to partially automate human
learning to aid understanding of the complex dynamical patterns in the time
series we measure from the world.Comment: 28 pages, 9 figure
Mining Heterogeneous Multivariate Time-Series for Learning Meaningful Patterns: Application to Home Health Telecare
For the last years, time-series mining has become a challenging issue for
researchers. An important application lies in most monitoring purposes, which
require analyzing large sets of time-series for learning usual patterns. Any
deviation from this learned profile is then considered as an unexpected
situation. Moreover, complex applications may involve the temporal study of
several heterogeneous parameters. In that paper, we propose a method for mining
heterogeneous multivariate time-series for learning meaningful patterns. The
proposed approach allows for mixed time-series -- containing both pattern and
non-pattern data -- such as for imprecise matches, outliers, stretching and
global translating of patterns instances in time. We present the early results
of our approach in the context of monitoring the health status of a person at
home. The purpose is to build a behavioral profile of a person by analyzing the
time variations of several quantitative or qualitative parameters recorded
through a provision of sensors installed in the home
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