Sciweavers

3 search results - page 1 / 1
» Fast Burst Correlation of Financial Data
Sort
View
PKDD
2005
Springer
159views Data Mining» more  PKDD 2005»
14 years 9 days 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...
DATAMINE
2008
219views more  DATAMINE 2008»
13 years 6 months ago
Correlating burst events on streaming stock market data
Abstract We address the problem of monitoring and identification of correlated burst patterns in multi-stream time series databases. We follow a two-step methodology: first we iden...
Michail Vlachos, Kun-Lung Wu, Shyh-Kwei Chen, Phil...
ITIIS
2008
84views more  ITIIS 2008»
13 years 6 months ago
A Scalable Recovery Tree Construction Scheme Considering Spatial Locality of Packet Loss
Packet losses tend to occur during short error bursts separated by long periods of relatively error-free transmission. There is also a significant spatial correlation in loss amon...
Jinsuk Baek, Jehan-François Pâris