Using the minimum description length to discover the intrinsic cardinality and dimensionality of time series

DOI10.1007/s10618-014-0345-2zbMath1403.68190WikidataQ59412822 ScholiaQ59412822MaRDI QIDQ1711225

Bing Hu, Yuan Hao, Stefano Lonardi, Eamonn J. Keogh, Thanawin Rakthanmanon, Scott R. Evans

Publication date: 17 January 2019

Published in: Data Mining and Knowledge Discovery (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10618-014-0345-2

zbMATH Keywords

time series; dimensionality reduction; MDL

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62H30: Classification and discrimination; cluster analysis (statistical aspects)

68T05: Learning and adaptive systems in artificial intelligence

Uses Software

• vbFRET