— Rapidly evolving businesses generate massive amounts of time-stamped data sequences and defy a demand for massively multivariate time series analysis. For such data the predict...
In empirical work on multivariate financial time series, it is common to postulate a Multivariate GARCH model. We show that the popular Gaussian quasi-maximum likelihood estimator...
Abstract: SumTime-Turbine produces textual summaries of archived timeseries data from gas turbines. These summaries should help experts understand large data sets that cannot be vi...
Jin Yu, Ehud Reiter, Jim Hunter, Somayajulu Sripad...
The problem of locating motifs in real-valued, multivariate time series data involves the discovery of sets of recurring patterns embedded in the time series. Each set is composed...
David Minnen, Charles Lee Isbell Jr., Irfan A. Ess...
Protein subcellular locations, as an important property of proteins, are commonly learned using fluorescence microscopy. Previous work by our group has shown that automated analys...