In this paper, we introduce SPIRIT (Streaming Pattern dIscoveRy in multIple Timeseries). Given n numerical data streams, all of whose values we observe at each time tick t, SPIRIT...
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 ...
Abstract— Maintaining semantic consistency of data is a significant problem in distributed information systems, particularly those on which a business may depend. Our current wo...
Jeremy W. Bryans, John S. Fitzgerald, Alexander Ro...
An algorithm for learning a subclass of erasing regular pattern languages is presented. On extended regular pattern languages generated by patterns π of the form x0α1x1 . . . α...