We introduce transformations from time series data to the domain of complex networks which allow us to characterise the dynamics underlying the time series in terms of topological ...
Abstract— This paper presents a novel support vector regression (SVR) network for financial time series prediction. The SVR network consists of two layers of SVR: transformation...
— In this paper, we consider burst detection within the context of privacy. In our scenario, multiple parties want to detect a burst in aggregated time series data, but none of t...
— Effective use of support vector machines (SVMs) in classification necessitates the appropriate choice of a kernel. Designing problem specific kernels involves the definition...
Steinn Gudmundsson, Thomas Philip Runarsson, Sven ...
Clipping is the process of transforming a real valued series into a sequence of bits representing whether each data is above or below the average. In this paper, we argue that clip...
Anthony J. Bagnall, Chotirat (Ann) Ratanamahatana,...