Fast subsequence matching in time-series databases
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Mining high-speed data streams
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Data mining: concepts and techniques
Data mining: concepts and techniques
Locally adaptive dimensionality reduction for indexing large time series databases
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Mining time-changing data streams
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Mining data streams under block evolution
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Near-optimal sparse fourier representations via sampling
STOC '02 Proceedings of the thiry-fourth annual ACM symposium on Theory of computing
Time Series Analysis: Forecasting and Control
Time Series Analysis: Forecasting and Control
Continuously adaptive continuous queries over streams
Proceedings of the 2002 ACM SIGMOD international conference on Management of data
Processing complex aggregate queries over data streams
Proceedings of the 2002 ACM SIGMOD international conference on Management of data
Computer Methods for Mathematical Computations
Computer Methods for Mathematical Computations
Efficient Similarity Search In Sequence Databases
FODO '93 Proceedings of the 4th International Conference on Foundations of Data Organization and Algorithms
Surfing Wavelets on Streams: One-Pass Summaries for Approximate Aggregate Queries
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Clustering Data Streams: Theory and Practice
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Approximate join processing over data streams
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Chain: operator scheduling for memory minimization in data stream systems
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Processing set expressions over continuous update streams
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Gigascope: a stream database for network applications
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Aurora: a new model and architecture for data stream management
The VLDB Journal — The International Journal on Very Large Data Bases
Efficient elastic burst detection in data streams
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StatStream: statistical monitoring of thousands of data streams in real time
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Exact indexing of dynamic time warping
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Load shedding in a data stream manager
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Adaptive, hands-off stream mining
VLDB '03 Proceedings of the 29th international conference on Very large data bases - Volume 29
Operator scheduling in a data stream manager
VLDB '03 Proceedings of the 29th international conference on Very large data bases - Volume 29
XWAVE: optimal and approximate extended wavelets
VLDB '04 Proceedings of the Thirtieth international conference on Very large data bases - Volume 30
Remembrance of streams past: overload-sensitive management of archived streams
VLDB '04 Proceedings of the Thirtieth international conference on Very large data bases - Volume 30
Approximate NN queries on streams with guaranteed error/performance bounds
VLDB '04 Proceedings of the Thirtieth international conference on Very large data bases - Volume 30
Streaming pattern discovery in multiple time-series
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Boolean representation based data-adaptive correlation analysis over time series streams
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Constructing comprehensive summaries of large event sequences
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Incremental tensor analysis: Theory and applications
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Adaptive correlation analysis in stream time series with sliding windows
Computers & Mathematics with Applications
Online pairing of VoIP conversations
The VLDB Journal — The International Journal on Very Large Data Bases
Constructing comprehensive summaries of large event sequences
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Managing massive time series streams with multi-scale compressed trickles
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DASFAA'07 Proceedings of the 12th international conference on Database systems for advanced applications
Fast approximate correlation for massive time-series data
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MG-join: detecting phenomena and their correlation in high dimensional data streams
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Continuous summarization of co-evolving data in large water distribution network
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Leadership discovery when data correlatively evolve
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Logical-shapelets: an expressive primitive for time series classification
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On dynamic data-driven selection of sensor streams
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A clustering algorithm for multiple data streams based on spectral component similarity
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Sequential Modeling of Topic Dynamics with Multiple Timescales
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DAPSS: exact subsequence matching for data streams
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TWStream: finding correlated data streams under time warping
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Efficient sentiment correlation for large-scale demographics
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Pattern discovery in data streams under the time warping distance
The VLDB Journal — The International Journal on Very Large Data Bases
Local correlation detection with linearity enhancement in streaming data
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Proceedings of the VLDB Endowment
On clustering large number of data streams
Intelligent Data Analysis
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The goal is to monitor multiple numerical streams, and determine which pairs are correlated with lags, as well as the value of each such lag. Lag correlations (and anti-correlations) are frequent, and very interesting in practice: For example, a decrease in interest rates typically precedes an increase in house sales by a few months; higher amounts of fluoride in the drinking water may lead to fewer dental cavities, some years later. Additional settings include network analysis, sensor monitoring, financial data analysis, and moving object tracking. Such data streams are often correlated (or anti-correlated), but with an unknown lag.We propose BRAID, a method to detect lag correlations between data streams. BRAID can handle data streams of semi-infinite length, incrementally, quickly, and with small resource consumption. We also provide a theoretical analysis, which, based on Nyquist's sampling theorem, shows that BRAID can estimate lag correlations with little, and often with no error at all. Our experiments on real and realistic data show that BRAID detects the correct lag perfectly most of the time (the largest relative error was about 1%); while it is up to 40,000 times faster than the naive implementation.