Adaptive correlation analysis in stream time series with sliding windows

DOI10.1016/J.CAMWA.2008.10.083zbMATH Open1186.62082OpenAlexW1989618704MaRDI QIDQ971573FDOQ971573

Authors: Tiancheng Zhang, Dejun Yue, Yu Gu, Yi Wang, Ge Yu 

Publication date: 16 May 2010

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2008.10.083

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zbMATH Keywords

sliding windowscorrelation analysisadaptive updatingstream time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

• Dimensionality reduction for fast similarity search in large time series databases
• Title not available (Why is that?)
• Elastic translation invariant matching of trajectories

Cited In (3)

• Checkpoint evolution for volatile correlation computing
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• Stock data clustering and multiscale trend detection

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