OF THE DISSERTATION Exact Primitives for Time Series Data Mining

One concern with digitization in the cultural sector is that unauthorized, digital copying will disrupt cultural supply. This paper discusses the evidence for an impact of digital copying on the commercial supply of new, copyrighted sound recordings in Germany. The method is an intervention analysis for short time series. In spite of a severe recession in the primary market for sound recordings...

We analyze time series of investor expectations of future stock market returns from six data sources between 1963 and 2011. The six measures of expectations are highly positively correlated with each other, as well as with past stock returns and with the level of the stock market. However, investor expectations are strongly negatively correlated with model-based expected returns. The evidence i...

To address the need for timely information on newly deforested areas at medium resolution scale, we introduce a Bayesian approach to combine SAR and optical time series for near real-time deforestation detection. Once a new image of either of the input time series is available, the conditional probability of deforestation is computed using Bayesian updating, and deforestation events are indicat...