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Definitions
- Keogh
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Preprocessing transformations
- Offset Translation
- Amplitude Scaling
- Removing Linear Trend
- Removing noise/artifacts
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Time-series representation
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Discrete Fourier Transformation (DFT)
- Faloutsos, C., Ranganathan, M., Manolopoulos, Y.: Fast Subsequence Matching in Time-Series Databases. In: SIGMOD Conference, pp. 419–429 (1994)
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Singular Value Decomposition (SVD)
- Faloutsos, C., Ranganathan, M., Manolopoulos, Y.: Fast Subsequence Matching in Time-Series Databases. In: SIGMOD Conference, pp. 419–429 (1994)
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Discrete Wavelet Transformation (DWT)
- pong Chan, K., Fu, A.W.-C.: Efficient Time Series Matching by Wavelets. In: ICDE, pp.126–133 (1999)
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Piecewise Aggregate Approximatino (PAA)
- Keogh, E.J., Chakrabarti, K., Pazzani, M.J., Mehrotra, S.: Dimensionality Reduction for Fast Similarity Search in Large Time Series Databases. Knowl. Inf. Syst. 3(3), 263–286 (2001)
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Adaptive Piecewise Constant Approx. (APCA)
- Keogh, E.J., Chakrabarti, K., Mehrotra, S., Pazzani, M.J.: Locally Adaptive Dimensionality Reduction for Indexing Large Time Series Databases. In: SIGMOD Conference, pp.151–162 (2001)
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Symbolic Aggregate approX. (SAX)
- Lin, J., Keogh, E.J., Wei, L., Lonardi, S.: Experiencing SAX: a novel symbolic representation of time series. Data Min. Knowl. Discov. 15(2), 107–144 (2007)
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Indexable Piecewise Linear Approx. (IPLA)
- Chen, Q., Chen, L., Lian, X., Liu, Y., Yu, J.X.: Indexable PLA for Efficient Similarity Search. In: VLDB, pp. 435–446 (2007)
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Spline Representation
- Kurbalija, V., Ivanović, M., Budimac, Z.: Case-Based Curve Behaviour Prediction. Software: Practice and Experience 39(1), 81–103 (2009)
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Similarity/distance measure
- Euclidean Distance
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Dynamic Time Warping (DTW)
- Keogh, E.J., Ratanamahatana, C.A.: Exact indexing of dynamic time warping. Knowl. Inf. Syst. 7(3), 358–386 (2005)
- Longest Common Subsequence (LCS)
- Edit Distance with Real peanlty (ERP)
- Edit Distance on Real Sequence (EDR)
- Sequence Weighted Alignment model (Swale)
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Tools
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A Framework for Time-Series Analysis
- Vladimir Kurbalija, Miloš Radovanović, Zoltan Geler, and Mirjana Ivanović
- Department of Mathematics and Informatics, Faculty of Science, University of Novi Sad
- paper: A Framework for Time-Series Analysis. Artificial Intelligence: Methodology, Systems, and Applications Book Series Title: Lectore Notes in Computer Science, Springer Berlin / Heidelberg
- TimeSearcher
- Calendar-based Visualisation
- Spiral
- VizTree