Important extrema of time series: Theory and applications

Harith Suman Gandhi

Masters Thesis, Computer Science and Engineering Department, University of South Florida, 2004.


We describe techniques for fast compression of time series and hierarchical indexing of compressed series based on the assignment of importance levels to the extrema of time series and their derivatives. We formalize the distance functions used in compression and retrieval techniques. We then describe efficient retrieval of series similar to a given pattern based on the developed compression and indexing techniques.