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CSDA
2006
191views more  CSDA 2006»
14 years 10 months ago
Forecasting daily time series using periodic unobserved components time series models
We explore a periodic analysis in the context of unobserved components time series models that decompose time series into components of interest such as trend, seasonal and irregu...
Siem Jan Koopman, Marius Ooms
ICDE
1999
IEEE
134views Database» more  ICDE 1999»
15 years 11 months ago
On Similarity-Based Queries for Time Series Data
We study similarity queries for time series data where similarity is defined in terms of a set of linear transformations on the Fourier series representation of a sequence. We hav...
Davood Rafiei
EDBT
2006
ACM
122views Database» more  EDBT 2006»
15 years 10 months ago
TQuEST: Threshold Query Execution for Large Sets of Time Series
Effective and efficient data mining in time series databases is essential in many application domains as for instance in financial analysis, medicine, meteorology, and environmenta...
Johannes Aßfalg, Hans-Peter Kriegel, Peer Kr...
KDD
2012
ACM
205views Data Mining» more  KDD 2012»
13 years 9 days ago
Searching and mining trillions of time series subsequences under dynamic time warping
Most time series data mining algorithms use similarity search as a core subroutine, and thus the time taken for similarity search is the bottleneck for virtually all time series d...
Thanawin Rakthanmanon, Bilson J. L. Campana, Abdul...
ICDE
2003
IEEE
149views Database» more  ICDE 2003»
15 years 11 months ago
Indexing Weighted-Sequences in Large Databases
We present an index structure for managing weightedsequences in large databases. A weighted-sequence is defined as a two-dimensional structure where each element in the sequence i...
Haixun Wang, Chang-Shing Perng, Wei Fan, Sanghyun ...