Search for patterns in compressed time series
Kevin B. Pratt and Eugene Fink
Journal of Image and Graphics, 2(1), pages 89-106, 2002.
We describe a technique for fast compression of time series, indexing of
compressed series, and retrieval of series similar to a given pattern.
The compression procedure identifies "important" points of a series and
discards the other points. We use the important points not only for compression,
but also for indexing a database of time series. Experiments show the effectiveness
of this technique for indexing of stock prices, weather data, and electroencephalograms.