IDEAL
2004
Springer
13 years 10 months ago
2004
Springer
Most financial time series processes are nonstationary and their frequency characteristics are time-dependant. In this paper we present a time series summarization and prediction ...
ICDE
2009
IEEE
14 years 6 months ago
2009
IEEE
Discovering non-trivial matching subsequences from two time series is very useful in synthesizing novel time series. This can be applied to applications such as motion synthesis wh...