PRACTICAL TIME SERIES

Time-series Bitmaps: a Practical Visualization Tool for Working with Large Time Series Databases

The increasing interest in time series data mining in the last decade has resulted in the introduction of a variety of similarity measures, representations, and algorithms. Surprisingly, this massive research effort has had little impact on real world applications. Real world practitioners who work with time series on a daily basis rarely take advantage of the wealth of tools that the data mini...

Practical Measures of Integrated Information for Time-Series Data

A recent measure of 'integrated information', Φ(DM), quantifies the extent to which a system generates more information than the sum of its parts as it transitions between states, possibly reflecting levels of consciousness generated by neural systems. However, Φ(DM) is defined only for discrete Markov systems, which are unusual in biology; as a result, Φ(DM) can rarely be measured in practice....

Multifractal detrended fluctuation analysis: Practical applications to financial time series

To analyze financial time series exhibiting volatility clustering or other highly irregular behavior, we exploit multifractal detrended fluctuation analysis (MF-DFA). We summarize the use of local Hölder exponents, generalized Hurst exponents, and the multifractal spectrum in characterizing the way that the sample paths of a multifractal stochastic process exhibit lightor heavy-tailed fluctuati...

Algorithms for Segmenting Time Series

As with most computer science problems, representation of the data is the key to ecient and eective solutions. Piecewise linear representation has been used for the representation of the data. This representation has been used by various researchers to support clustering, classication, indexing and association rule mining of time series data. A variety of algorithms have been proposed to obtain...

The Practical Medicine Series