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AUSDM
2007
Springer
145views Data Mining» more  AUSDM 2007»
13 years 11 months ago
Temporal Pattern Matching for the Prediction of Stock Prices
Time series data poses a significant variation to the traditional segmentation techniques of data mining because the observation is derived from multiple instances of the same und...
Richi Nayak, Paul te Braak
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...
SP
2008
IEEE
159views Security Privacy» more  SP 2008»
13 years 4 months ago
Inferring neuronal network connectivity from spike data: A temporal data mining approach
Abstract. Understanding the functioning of a neural system in terms of its underlying circuitry is an important problem in neuroscience. Recent developments in electrophysiology an...
Debprakash Patnaik, P. S. Sastry, K. P. Unnikrishn...
PE
2010
Springer
138views Optimization» more  PE 2010»
13 years 3 months ago
Trace data characterization and fitting for Markov modeling
We propose a trace fitting algorithm for Markovian Arrival Processes (MAPs) that can capture statistics of any order of interarrival times between measured events. By studying re...
Giuliano Casale, Eddy Z. Zhang, Evgenia Smirni