Some improvements for time series subsequence join based on pearson correlation coefficients.
Luong Van DoDuong Tuan AnhPublished in: SoICT (2016)
Keyphrases
- correlation coefficient
- dynamic time warping
- precision recall
- principal components
- pattern matching
- longest common subsequence
- autoregressive
- stepwise regression
- rank correlation
- correlation analysis
- non stationary
- neural network
- query optimization
- intuitionistic fuzzy sets
- distance measure
- join algorithms
- multivariate time series
- moving average
- feature extraction
- stock market
- euclidean distance
- sequential data
- chi square
- pattern recognition
- root mean squared error