The Haar Wavelet Transform in the Time Series Similarity Paradigm

@inproceedings{Struzik1999TheHW,
  title={The Haar Wavelet Transform in the Time Series Similarity Paradigm},
  author={Zbigniew R. Struzik and Arno Siebes},
  booktitle={PKDD},
  year={1999}
}
Similarity measuresplayanimportantrole in many dataminingalgorithms.To allow the useof suchalgorithmson non-standarddatabases, suchas databases of financialtime series,their similarity measurehasto bedefined.We presenta simpleandpowerful techniquewhichallows for therapidevaluationof similarity betweentime seriesin largedatabases.It is basedon theorthonormal decompositionof the time seriesinto the Haarbasis.We demonstratethat this approachis capableof providing estimatesof the local slopeof the… CONTINUE READING
Highly Cited
This paper has 174 citations. REVIEW CITATIONS

6 Figures & Tables

Topics

Statistics

0102030'01'03'05'07'09'11'13'15'17
Citations per Year

174 Citations

Semantic Scholar estimates that this publication has 174 citations based on the available data.

See our FAQ for additional information.