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A recent-pattern biased dimension-reduction framework for time series data

Phithakkitnukoon, Santi and Ratti, Carlo (2010). A recent-pattern biased dimension-reduction framework for time series data. Journal of Advances in Information Technology, 1(4) pp. 168–180.

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High-dimensional time series data need dimension-reduction strategies to improve the efficiency of computation and indexing. In this paper, we present a dimension-reduction framework for time series. Generally, recent data are much more interesting and significant for predicting future data than old ones. Our basic idea is to reduce to data dimensionality by keeping more detail on recent-pattern data and less detail on older data. We distinguish our work from other recent-biased dimension-reduction techniques by emphasizing on recent-pattern data and not just recent data. We experimentally evaluate our approach with synthetic data as well as real data. Experimental results show that our approach is accurate and effective as it outperforms other well-known techniques.

Item Type: Journal Article
Copyright Holders: 2010 Academy Publisher
ISSN: 1798-2340
Keywords: time series analysis; dimensionality reduction; data mining.
Academic Unit/Department: Mathematics, Computing and Technology > Computing & Communications
Mathematics, Computing and Technology
Item ID: 35076
Depositing User: Santi Phithakkitnukoon
Date Deposited: 31 Oct 2012 10:57
Last Modified: 26 Feb 2016 13:19
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