Adaptive correlation analysis in stream time series with sliding windows

DOI10.1016/J.CAMWA.2008.10.083MaRDI QIDQ971573zbMATHOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3330517 (Why is no real title available?)
• Dimensionality reduction for fast similarity search in large time series databases
• Elastic translation invariant matching of trajectories

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• Stock data clustering and multiscale trend detection
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