Most financial time series processes are nonstationary and their frequency characteristics are time-dependant. In this paper we present a time series summarization and prediction ...
Abstract— Maintaining semantic consistency of data is a significant problem in distributed information systems, particularly those on which a business may depend. Our current wo...
Jeremy W. Bryans, John S. Fitzgerald, Alexander Ro...
An algorithm for learning a subclass of erasing regular pattern languages is presented. On extended regular pattern languages generated by patterns π of the form x0α1x1 . . . α...
: A wealth of time series of microarray measurements have become available over recent years. Several two-sample tests for detecting differential gene expression in these time seri...
Oliver Stegle, Katherine J. Denby, David L. Wild, ...
Automated Web Service Composition has gained a significant momentum in facilitating fast and efficient formation of business-to-business collaborations where an important objectiv...
Oscar H. Ibarra, Bala Ravikumar, Cagdas Evren Gere...