Given multivariate time series, we study the problem of forming portfolios with maximum mean reversion while constraining the number of assets in these portfolios. We show that it...
We consider the problem of nding rules relating patterns in a time series to other patterns in that series, or patterns in one series to patterns in another series. A simple examp...
Gautam Das, King-Ip Lin, Heikki Mannila, Gopal Ren...
Time-series data is a common target for visual analytics, as they appear in a wide range of application domains. Typical tasks in analyzing time-series data include identifying cy...
Abstract—In the analysis of spatially-referenced timedependent
data, gaining an understanding of the spatiotemporal
distributions and relationships among the attributes
in the...
We use concepts from chaos theory in order to model
nonlinear dynamical systems that exhibit deterministic behavior.
Observed time series from such a system can be embedded
into...