Time Series are ubiquitous, hence, similarity search is one of the biggest challenges in the area of mining time series data. This is due to the vast data size, number of sequence...
Time series analysis is a wide area of knowledge that studies processes in their evolution. The classical research in the area tends to find global laws underlying the behaviour o...
It has been shown that the difference of squares cost function used by standard realignment packages (SPM and AIR) can lead to the detection of spurious activations, because the mo...
We introduce robust regression-based online filters for multivariate time series and discuss their performance in real time signal extraction settings. We focus on methods that ca...
— In this paper we present a structure theory for generalized linear dynamic factor models (GDFM’s). Emphasis is laid on the so-called zeroless case. GDFM’s provide a way of ...