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.