Some improvements for time series subsequence join based on pearson correlation coefficients-Reference-Cited by-同舟云学术

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Some improvements for time series subsequence join based on pearson correlation coefficients

Published:2016-12-08 Issue: Volume: Page:
ISSN:
Container-title:Proceedings of the Seventh Symposium on Information and Communication Technology
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Author:

Van Do Luong¹,Anh Duong Tuan¹

Affiliation:

1. Ho Chi Minh City University of Technology, Ho Chi Minh City, Vietnam

Publisher

ACM

Link

https://dl.acm.org/doi/pdf/10.1145/3011077.3011086

Reference16 articles.

1. Important extrema of time series

2. Representing financial time series based on data point importance

3. Online Segmentation of Time Series Based on Polynomial Least-Squares Approximations

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