We address the problem of capturing and tracking local correlations among time evolving time series. Our approach is based on comparing the local auto-covariance matrices (via the...
We consider the problem of elastic matching of time series. We propose an algorithm that determines a subsequence of a target time series that best matches a query series. In the ...
Longin Jan Latecki, Vasileios Megalooikonomou, Qia...
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...
Multivariate time series (MTS) data sets are common in various multimedia, medical and financial application domains. These applications perform several data-analysis operations ...
We connect measures of public opinion measured from polls with sentiment measured from text. We analyze several surveys on consumer confidence and political opinion over the 2008 ...