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» Extracting Events from Spatial Time Series
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IV
2010
IEEE
196views Visualization» more  IV 2010»
13 years 3 months ago
Extracting Events from Spatial Time Series
An important task in exploration of data about phenomena and processes that develop over time is detection of significant changes that happened to the studied phenomenon. Our rese...
Gennady L. Andrienko, Natalia V. Andrienko, Martin...
ICIP
2009
IEEE
14 years 5 months ago
Semantic Labeling Of Track Events Using Time Series Segmentation And Shape Analysis
This paper presents a novel framework for applying semantic labels to events within a track. A track is a two-dimensional (2D) or a three-dimensional (3D) signal in time where eac...
ICONIP
2008
13 years 6 months ago
An Exemplar-Based Statistical Model for the Dynamics of Neural Synchrony
Abstract. A method is proposed to determine the similarity of a collection of time series. As a first step, one extracts events from the time series, in other words, one converts e...
Justin Dauwels, François B. Vialatte, Theop...
WSDM
2012
ACM
325views Data Mining» more  WSDM 2012»
12 years 12 days ago
Correlating financial time series with micro-blogging activity
We study the problem of correlating micro-blogging activity with stock-market events, defined as changes in the price and traded volume of stocks. Specifically, we collect messa...
Eduardo J. Ruiz, Vagelis Hristidis, Carlos Castill...
CSDA
2010
111views more  CSDA 2010»
13 years 5 months ago
Robust online signal extraction from multivariate time series
We introduce robust regression-based online filters for multivariate time series and discuss their performance in real time signal extraction settings. We focus on methods that ca...
Vivian Lanius, Ursula Gather