Indexing of time series by major minima and maxima

Eugene Fink, Kevin B. Pratt, and Harith Suman Gandhi

In Proceedings of the IEEE International Conference on Systems, Man, and Cybernetics, pages 2332-2335, 2003.


We describe a technique for fast compression of time series and indexing of compressed series. We have tested it on three data sets: stock prices, air and sea temperatures, and wind speeds.