Generalised Interpretable Shapelets for Irregular Time Series.
Patrick KidgerJames MorrillTerry J. LyonsPublished in: CoRR (2020)
Keyphrases
- data mining tasks
- data mining
- dynamic time warping
- data mining algorithms
- irregularly shaped
- image pyramids
- multivariate time series
- stock market
- moving average
- financial time series
- data mining applications
- non stationary
- data sets
- data mining techniques
- long term
- evolutionary algorithm
- information systems
- information retrieval
- subsequence matching
- weather forecasting
- machine learning
- databases