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PKDD
2005
Springer
159views Data Mining» more  PKDD 2005»
15 years 6 months ago
Fast Burst Correlation of Financial Data
We examine the problem of monitoring and identification of correlated burst patterns in multi-stream time series databases. Our methodology is comprised of two steps: a burst dete...
Michail Vlachos, Kun-Lung Wu, Shyh-Kwei Chen, Phil...
109
Voted
CIKM
2008
Springer
15 years 2 months ago
REDUS: finding reducible subspaces in high dimensional data
Finding latent patterns in high dimensional data is an important research problem with numerous applications. The most well known approaches for high dimensional data analysis are...
Xiang Zhang, Feng Pan, Wei Wang 0010
ADC
2007
Springer
145views Database» more  ADC 2007»
15 years 6 months ago
The Privacy of k-NN Retrieval for Horizontal Partitioned Data -- New Methods and Applications
Recently, privacy issues have become important in clustering analysis, especially when data is horizontally partitioned over several parties. Associative queries are the core retr...
Artak Amirbekyan, Vladimir Estivill-Castro
MM
1994
ACM
143views Multimedia» more  MM 1994»
15 years 4 months ago
Quad-Tree Segmentation for Texture-Based Image Query
In this paper we propose a technique for segmenting images by texture content with application to indexing images in a large image database. Using a quad-tree decomposition, textu...
Jonathan M. Smith, Shih-Fu Chang
115
Voted
KDD
2007
ACM
209views Data Mining» more  KDD 2007»
16 years 1 months ago
Temporal causal modeling with graphical granger methods
The need for mining causality, beyond mere statistical correlations, for real world problems has been recognized widely. Many of these applications naturally involve temporal data...
Andrew Arnold, Yan Liu, Naoki Abe