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» Fast Burst Correlation of Financial Data
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PKDD
2005
Springer
159views Data Mining» more  PKDD 2005»
13 years 10 months ago
Fast Burst Correlation of Financial Data
We examine the problem of monitoring and identification 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...
DATAMINE
2008
219views more  DATAMINE 2008»
13 years 4 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...
ITIIS
2008
84views more  ITIIS 2008»
13 years 4 months ago
A Scalable Recovery Tree Construction Scheme Considering Spatial Locality of Packet Loss
Packet losses tend to occur during short error bursts separated by long periods of relatively error-free transmission. There is also a significant spatial correlation in loss amon...
Jinsuk Baek, Jehan-François Pâris