Description
Springer-Verlag New York Inc. High Performance Discovery In Time Series by Dennis Shasha ,New York University ,Yunyue Zhu , Edited by Donna Ryan
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.