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ICDM
2006
IEEE
193views Data Mining» more  ICDM 2006»
14 years 6 months ago
Local Correlation Tracking in Time Series
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