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High Performance Discovery in Time Series|New York University

High Performance Discovery in Time Series : Techniques and Case Studies

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Overview

This monograph is a technical survey of concepts and techniques for describing and analyzing large-scale time-series data streams. Some topics covered are algorithms for query by humming, gamma-ray burst detection, pairs trading, and density detection. Included are self-contained descriptions of wavelets, fast Fourier transforms, and sketches as they apply to time-series analysis. Detailed applications are built on a solid scientific basis.

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Details

  • ISBN-13: 9780387008578
  • ISBN-10: 0387008578
  • Publisher: Springer
  • Publish Date: June 2004
  • Dimensions: 9.3 x 6.1 x 0.6 inches
  • Shipping Weight: 0.92 pounds
  • Page Count: 190

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