Efficient time series matching by wavelets.

• Other Authors: Chan, Kin Pong.
• Format: Others
• Language: English; Chinese
• Published: 1999
• Subjects: Time-series analysis; Wavelets (Mathematics)
• Online Access: http://library.cuhk.edu.hk/record=b5889902; http://repository.lib.cuhk.edu.hk/en/item/cuhk-322840

by Chan, Kin Pong. === Thesis (M.Phil.)--Chinese University of Hong Kong, 1999. === Includes bibliographical references (leaves 100-105). === Abstracts in English and Chinese. === Acknowledgments --- p.ii === Abstract --- p.iii === Chapter 1 --- Introduction --- p.1 === Chapter 1.1 --- Wavelet Transform --- p.4 === Chapter 1.2 --- Time Warping --- p.5 === Chapter 1.3 --- Outline of the Thesis --- p.6 === Chapter 2 --- Related Work --- p.8 === Chapter 2.1 --- Similarity Models for Time Series --- p.8 === Chapter 2.2 --- Dimensionality Reduction --- p.11 === Chapter 2.3 --- Wavelet Transform --- p.15 === Chapter 2.4 --- Similarity Search under Time Warping --- p.16 === Chapter 3 --- Dimension Reduction by Wavelets --- p.21 === Chapter 3.1 --- The Proposed Approach --- p.21 === Chapter 3.1.1 --- Haar Wavelets --- p.23 === Chapter 3.1.2 --- DFT versus Haar Transform --- p.27 === Chapter 3.1.3 --- Guarantee of no False Dismissal --- p.29 === Chapter 3.2 --- The Overall Strategy --- p.34 === Chapter 3.2.1 --- Pre-processing --- p.35 === Chapter 3.2.2 --- Range Query --- p.35 === Chapter 3.2.3 --- Nearest Neighbor Query --- p.36 === Chapter 3.3 --- Performance Evaluation --- p.39 === Chapter 3.3.1 --- Stock Data --- p.39 === Chapter 3.3.2 --- Synthetic Random Walk Data --- p.45 === Chapter 3.3.3 --- Scalability Test --- p.51 === Chapter 3.3.4 --- Other Wavelets --- p.52 === Chapter 4 --- Time Warping --- p.55 === Chapter 4.1 --- Similarity Search based on K-L Transform --- p.60 === Chapter 4.2 --- Low Resolution Time Warping --- p.63 === Chapter 4.2.1 --- Resolution Reduction of Sequences --- p.63 === Chapter 4.2.2 --- Distance Compensation --- p.67 === Chapter 4.2.3 --- Time Complexity --- p.73 === Chapter 4.3 --- Adaptive Time Warping --- p.77 === Chapter 4.3.1 --- Time Complexity --- p.79 === Chapter 4.4 --- Performance Evaluation --- p.80 === Chapter 4.4.1 --- Accuracy versus Runtime --- p.80 === Chapter 4.4.2 --- Precision versus Recall --- p.85 === Chapter 4.4.3 --- Overall Runtime --- p.91 === Chapter 4.4.4 --- Starting Up Evaluation --- p.93 === Chapter 5 --- Conclusion and Future Work --- p.95 === Chapter 5.1 --- Conclusion --- p.95 === Chapter 5.2 --- Future Work --- p.96 === Chapter 5.2.1 --- Application of Wavelets on Biomedical Signals --- p.96 === Chapter 5.2.2 --- Moving Average Similarity --- p.98 === Chapter 5.2.3 --- Clusters-based Matching in Time Warping --- p.98 === Bibliography --- p.99