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» Correlating burst events on streaming stock market data
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DATAMINE
2008
219views more  DATAMINE 2008»
9 years 11 months ago
Correlating burst events on streaming stock market data
Abstract We address the problem of monitoring and identification of correlated burst patterns in multi-stream time series databases. We follow a two-step methodology: first we iden...
Michail Vlachos, Kun-Lung Wu, Shyh-Kwei Chen, Phil...
LWA
2008
10 years 28 days ago
Towards Burst Detection for Non-Stationary Stream Data
Detecting bursts in data streams is an important and challenging task, especially in stock market, traffic control or sensor network streams. Burst detection means the identificat...
Daniel Klan, Marcel Karnstedt, Christian Pöli...
PKDD
2005
Springer
159views Data Mining» more  PKDD 2005»
10 years 5 months ago
Fast Burst Correlation of Financial Data
We examine the problem of monitoring and identiļ¬cation of correlated burst patterns in multi-stream time series databases. Our methodology is comprised of two steps: a burst dete...
Michail Vlachos, Kun-Lung Wu, Shyh-Kwei Chen, Phil...
ICDE
2006
IEEE
167views Database» more  ICDE 2006»
11 years 26 days ago
Better Burst Detection
A burst is a large number of events occurring within a certain time window. As an unusual activity, it's a noteworthy phenomenon in many natural and social processes. Many da...
Xin Zhang, Dennis Shasha
ISCI
2006
145views more  ISCI 2006»
9 years 11 months ago
Processing count queries over event streams at multiple time granularities
Management and analysis of streaming data has become crucial with its applications in web, sensor data, network traffic data, and stock market. Data streams consist of mostly nume...
Aykut Ünal, Yücel Saygin, Özgü...
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