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    ICDM
    2006
    IEEE
    193views Data Mining» more  ICDM 2006»
    Local Correlation Tracking in Time Series
    15 years 4 months ago
    Local Correlation Tracking in Time Series
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    We address the problem of capturing and tracking local correlations among time evolving time series. Our approach is based on comparing the local auto-covariance matrices (via the...
    Spiros Papadimitriou, Jimeng Sun, Philip S. Yu
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