Data structures for detecting rare variations in time series

  • Authors:
  • Caio Valentim;Eduardo S. Laber;David Sotelo

  • Affiliations:
  • Departamento de Informática, PUC-Rio, Brazil;Departamento de Informática, PUC-Rio, Brazil;Departamento de Informática, PUC-Rio, Brazil

  • Venue:
  • ECML PKDD'12 Proceedings of the 2012 European conference on Machine Learning and Knowledge Discovery in Databases - Volume Part II
  • Year:
  • 2012

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Abstract

In this paper we study, from both a theoretical and an experimental perspective, algorithms and data structures to process queries that help in the detection of rare variations over time intervals that occur in time series. Our research is strongly motivated by applications in financial domain.