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New Time Series Data Representation ESAX for Financial Applications

ICDE Workshops, pp.115-115, (2006)

Cited by: 76|Views7
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Abstract

Efficient and accurate similarity searching for a large amount of time series data set is an important but non-trivial problem. Many dimensionality reduction techniques have been proposed for effective representation of time series data in order to realize such similarity searching, including Singular Value Decomposition (SVD), the Discre...More

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