Optimal multi-scale patterns in time series streams

Proceedings of the ACM SIGMOD International Conference on Management of Data

Volumn , Issue , 2006, Pages 647-658

  Papadimitriou, Spiros ^a   Yu, Philip ^a  

^a IBM T J WATSON RESEARCH CENTER   (United States)

Author keywords

Empirical orthogonal functions; Local patterns; Multi scale; Singular spectrum; Stream; SVD

Indexed keywords

APPROXIMATION THEORY; LEARNING SYSTEMS; MATHEMATICAL TRANSFORMATIONS; SINGULAR VALUE DECOMPOSITION; TIME SERIES ANALYSIS; WAVELET ANALYSIS;

EMPIRICAL ORTHOGONAL FUNCTIONS; LOCAL PATTERNS; SINGULAR SPECTRUM;

COMPUTATIONAL METHODS;

EID: 34250753732     PISSN: 07308078     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1145/1142473.1142545     Document Type: Conference Paper

References (35)

1. R. Agrawal, C. Faloutsos, and A. N. Swami. Efficient similarity search in sequence databases. In FODO, 1993.
2. E. Bingham, A. Gionis, N. Haiminen, H. Hiisilä, H. Mannila, and E. Terzi. Segmentation and dimensionality reduction. In SDM, 2006.
3. M. Brand. Fast online SVD revisions for lightweight recommender systems. In SDM, 2003.
4. K. Chakrabarti, E. Keogh, S. Mehotra, and M. Pazzani. Localy adaptive dimensionality reduction for indexing large time series databases. TODS, 27(2), 2002.
5. Y. Chen, G. Dong, J. Han, B. W. Wah, and J. Wang. Multi-dimensional regression analysis of time-series data streams. In VLDB, 2002.
6. B. Chiu, E. Keogh, and S. Lonardi. Probabilistic discovery of time series motifs. In KDD, 2003.
7. G. Das, K.-I. Lin, H. Mannila, G. Renganathan, and P. Smyth. Rule discovery from time series. In KDD, 1998.
8. A. Deligiannakis, Y. Kotidis, and N. Roussopoulos. Compressing historical information in sensor networks. In SIGMOD, 2004.
9. M. G. Elefky, W. G. Aref, and A. K. Elmagarmid. Using convolution to mine obscure periodic patterns in one pass. In EDBT, 2004.
10. M. G. Elefky, W. G. Aref, and A. K. Elmagarmid. WARP: Time warping for periodicity detection. In ICDM, 2005.
11. C. Faloutsos, M. Ranganathan, and Y. Manolopoulos. Fast subsequence matching in time-series databases. In SIGMOD, 1994.
12. M. Ghil, M. Allen, M. Dettinger, K. Ide, D. Kondrashov, M. Mann, A. Robertson, A. Saunders, Y. Tian, F. Varadi, and P. Yiou. Advanced spectral methods for climatic time series. Rev. Geophys., 40(1), 2002.
13. S. Guha, D. Gunopulos, and N. Koudas. Correlating synchronous and asynchronous data streams. In KDD, 2003.
14. M.-J. Hsieh, M.-S. Chen, and P. S. Yu. Integrating DCT and DWT for approximating cube streams. In CIKM, 2005.
15. A. Hyvärinen, P. Hoyer, and E. Oja. Sparse code shrinkage for image denoising. In WCCI, 1998.
16. T. Idé and K. Inone. Knowledge discovery from heterogeneous dynamic systems using change-point correlations. In SDM, 2005.
17. P. Indyk, N. Koudas, and S. Muthukrishnan. Identifying representative trends in massive time series data sets using sketches. In VLDB, 2000.
18. I. T. Jolliffe. Principal Component Analysis. Springer, 2nd edition, 2002.
19. J. Lin, M. Vlachos, E. J. Keogh, and D. Gunopulos. Iterative incremental clustering of time series. In EDBT, 2004.
20. S. Lin, D. Gunopulos, V. Kalogeraki, and S. Lonardi. A data compression technique for sensor networks with dynamic bandwidth allocation. In TIME, 2005.
21. V. Megalooikonomou, Q. Wang, G. Li, and C. Faloutsos. A multiresolution symbolic representation of time series. In ICDE, 2005.
22. D. D. Muresan and T. W. Parks. Adaptive principal components and image denoising. In ICIP, 2003.
23. T. Palpanas, M. Vlachos, E. J. Keogh, D. Gunopulos, and W. Truppel. Online amnesic approximation of streaming time series. In ICDE, 2004.
24. S. Papadimitriou, A. Brockwell, and C. Faloutsos. Adaptive, unsupervised stream mining. VLDB J., 13(3), 2004.
25. S. Papadimitriou, J. Sun, and C. Faloutos. Streaming pattern discovery in multiple time series. In VLDB, 2005.
26. P. Patel, E. Keogh, J. Lin, and S. Lonardi. Mining motifs in massive time series databases. In ICDM, 2002.
27. D. B. Percival and A. T. Walden. Wavelet Methods for Time Series Analysis. Cambridge Univ. Press, 2000.
28. M. R. Portnoff. Short-time Fourier analysis of sampled speech. IEEE Trans. ASSP, 29(3), 1981.
29. G. Strang. Linear Algebra and Its Applications. Brooks Cole, 3rd edition, 1998.
30. W. Sweldens and P. Schröder. Building your own wavelets at home. In Wavelets in Computer Graphics, pages 15-87. SIGGRAPH Course notes, 1996.
31. M. E. Tipping and C. M. Bishop. Probabilistic principal component analysis. J. Royal Stat. Soc. B, 61(3), 1999.
32. J. Villasenor, B. Belzer, and J. Liao. Wavelet filter evaluation for image compression. IEEE Trans. Im. Proc., 4(8), 1995.
33. M. Vlachos, C. Meek, Z. Vagena, and D. Gunopulos. Identifying similarities, periodicities and bursts for online search queries. In SIGMOD, 2004.
34. B. Yang. Projection approximation subspace tracking. IEEE Trans. Sig. Proc., 43(1), 1995.
35. P. Yiou, D. Sornette, and M. Ghil. Data-adaptive wavelets and multi-scale singular-spectrum analysis. Physica D, 142, 2000.