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High Performance Discovery in Time Series: Techniques and Case Studies Tapa dura - 2004
de New York University (Editor); New York University; Donna Ryan (Editor)
Descripción de contraportada
Time-series data--data arriving in time order, or a data stream--can be found in fields such as physics, finance, music, networking, and medical instrumentation. Designing fast, scalable algorithms for analyzing single or multiple time series can lead to scientific discoveries, medical diagnoses, and perhaps profits.
High Performance Discovery in Time Series
presents rapid-discovery techniques for finding portions of time series with many events (i.e., gamma-ray scatterings) and finding closely related time series (i.e., highly correlated price and return histories, or musical melodies). A typical time-series technique may compute a "consensus" time series--from a collection of time series--to use regression analysis for predicting future time points. By contrast, this book aims at efficient discovery in time series, rather than prediction, and its novelty lies in its algorithmic contributions and its simple, practical algorithms and case studies. It presumes familiarity with only basic calculus and some linear algebra.Topics and Features:
*Presents efficient algorithms for discovering unusual bursts of activity in large time-series databases
* Describes the mathematics and algorithms for finding correlation relationships between thousands or millions of time series across fixed or moving windows
*Demonstrates strong, relevant applications built on a solid scientific basis
*Outlines how readers can adapt the techniques for their own needs and goals
*Describes algorithms for query by humming, gamma-ray burst detection, pairs trading, and density detection
*Offers self-contained descriptions of wavelets, fast Fourier transforms, and sketches as they apply to time-series analysis
This new monograph provides a technical survey of concepts and techniques for describing and analyzing large-scale time-series data streams. It offers essential coverage of the topic for computer scientists, physicists, medical researchers, financial mathematicians, musicologists, and researchers and professionals who must analyze massive time series. In addition, it can serve as an ideal text/reference for graduate students in many data-rich disciplines.
Detalles
- Título High Performance Discovery in Time Series: Techniques and Case Studies
- Autor New York University (Editor); New York University; Donna Ryan (Editor)
- Encuadernación Tapa dura
- Edición 1st
- Páginas 190
- Volúmenes 1
- Idioma ENG
- Editorial Springer
- Fecha de publicación 2004-06-01
- Ilustrado Sí
- Features Bibliography, Illustrated
- ISBN 9780387008578 / 0387008578
- Peso 0.92 libras (0.42 kg)
- Dimensiones 9.3 x 6.1 x 0.6 pulgadas (23.62 x 15.49 x 1.52 cm)
- Library of Congress subjects Time series analysis
- Número de catálogo de la Librería del Congreso de EEUU 2002036549
- Dewey Decimal Code 519.55
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High Performance Discovery In Time Series
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High Performance Discovery In Time Series
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High Performance Discovery In Time Series
de Springer
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High Performance Discovery In Time Series (Hb 2004)
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HIGH PERFORMANCE DISCOVERY IN TIME SERIES : TECHNIQUES AND CASE STUDIES
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HIGH PERFORMANCE DISCOVERY IN TIME SERIES : TECHNIQUES AND CASE STUDIES
de DENNIS SHASHA, YUNYUE ZHU ,
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High Performance Discovery In Time Series : Techniques And Case Studies
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High Performance Discovery In Time Series : Techniques and Case Studies
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High Performance Discovery In Time Series (Hb 2004)
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