Towards Discovering the Intrinsic Cardinality and Dimensionality of Time Series Using MDL

DOI10.1007/978-3-642-44958-1_14zbMath1403.68189MaRDI QIDQ2868412

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

Publication date: 17 December 2013

Published in: Algorithmic Probability and Friends. Bayesian Prediction and Artificial Intelligence (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-44958-1_14

zbMATH Keywords

time series; dimensionality reduction; MDL

Mathematics Subject Classification ID

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

68T05: Learning and adaptive systems in artificial intelligence

68P20: Information storage and retrieval of data