Predicting stock market movements is always difficult. Investors try to guess a stock's behavior, but it often backfires. Thumb rules and intuition seems to be the major indi...
A novel approach to measure the interdependence of two time series is proposed, referred to as “stochastic event synchrony” (SES); it quantifies the alignment of two point pr...
Many time series data mining problems require subsequence similarity search as a subroutine. While this can be performed with any distance measure, and dozens of distance measures ...
Doruk Sart, Abdullah Mueen, Walid A. Najjar, Eamon...
We present a Monte Carlo algorithm for testing multivariate polynomial identities over any field using fewer random bits than other methods. To test if a polynomial P(x1 ::: xn) ...
Many genomic sequences and, more generally, (multivariate) time series display tremendous variability. However, often it is reasonable to assume that the sequence is actually gene...