Memorias de investigación
Capítulo de libro:
Comparing Time Series Through Event Clusterin
Año:2008
Áreas de investigación
  • Inteligencia artificial
Datos
Descripción
The comparison of two time series and the extraction of subsequences that are common to the two is a complex data mining problem. Many existing techniques, like the Discrete Fourier Transform (DFT), offer solutions for comparing two whole time series. Often, however, the important thing is to analyse certain regions, known as events, rather than the whole times series. This applies to domains like the stock market, seismography or medicine. In this paper, we propose a method for comparing two time series by analysing the events present in the two. The proposed method is applied to time series generated by stabilometric and posturographic systems within a branch of medicine studying balancerelated functions in human beings.
Internacional
Si
DOI
10.1007/978-3-540-85861-4
Edición del Libro
0
Editorial del Libro
Springer Verlag
ISBN
978-3-540-85860-7
Serie
Advances in Soft Computing Series
Título del Libro
Innovations in Hybrid Intelligent Systems
Desde página
1
Hasta página
9
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Participantes
Grupos de investigación, Departamentos, Centros e Institutos de I+D+i relacionados
  • Creador: Grupo de Investigación: Grupo de Investigación en Tecnología Informática y de las Comunicaciones: CETTICO
  • Departamento: Lenguajes y Sistemas Informáticos e Ingeniería de Software