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» A PCA-based similarity measure for multivariate time series
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AUSDM
2008
Springer
274views Data Mining» more  AUSDM 2008»
13 years 9 months ago
Identifying Stock Similarity Based on Multi-event Episodes
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...
Abhi Dattasharma, Praveen Kumar Tripathi, Sridhar ...
NIPS
2007
13 years 9 months ago
Measuring Neural Synchrony by Message Passing
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...
Justin Dauwels, François B. Vialatte, Tomas...
ICDM
2010
IEEE
276views Data Mining» more  ICDM 2010»
13 years 5 months ago
Accelerating Dynamic Time Warping Subsequence Search with GPUs and FPGAs
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...
STOC
1998
ACM
135views Algorithms» more  STOC 1998»
13 years 12 months ago
Checking Polynomial Identities over any Field: Towards a Derandomization?
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) ...
Daniel Lewin, Salil P. Vadhan
RECOMB
2003
Springer
14 years 8 months ago
Finding recurrent sources in sequences
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...
Aristides Gionis, Heikki Mannila