IDEAL
2004
Springer
14 years 5 months ago
2004
Springer
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 ...
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ICDE
2009
IEEE
15 years 2 months ago
2009
IEEE
Discovering non-trivial matching subsequences from two time series is very useful in synthesizing novel time series. This can be applied to applications such as motion synthesis wh...