In this paper we propose a scaling-up method that is applicable to essentially any induction algorithm based on discrete search. The result of applying the method to an algorithm ...
Segmentation is a popular technique for discovering structure in time series data. We address the largely open problem of estimating the number of segments that can be reliably di...
— The paper proposes a hypernetwork-based method for stock market prediction through a binary time series problem. Hypernetworks are a random hypergraph structure of higher-order...
Elena Bautu, Sun Kim, Andrei Bautu, Henri Luchian,...
Abstract. Recently, we have proposed a novel method for the compression of time series based on mathematical models that explore dependencies between different time series. This r...
Abstract. We consider the class of applications that manage time series (TS) and propose a data model and a query language that let these applications manipulate TS data sets at a ...