Discovering the Intrinsic Cardinality and Dimensionality of Time Series Using MDL.
Bing HuThanawin RakthanmanonYuan HaoScott EvansStefano LonardiEamonn J. KeoghPublished in: ICDM (2011)
Keyphrases
- intrinsic dimension
- high dimensional
- minimum description length
- model selection
- dimensionality reduction
- non stationary
- intrinsic dimensionality
- high dimensionality
- dynamic time warping
- feature space
- moving average
- weather forecasting
- stock market
- multivariate time series
- mdl principle
- automatically discovering
- abnormal patterns
- data sets
- reduced dimensionality
- turning points
- subsequence matching
- high dimensional spaces
- dimensional data
- stock price
- multi dimensional