Refereed full papers (journals, book chapters, international conferences)

1999

@inproceedings{StS1999,
	vgclass =	{refpap},
	author =	{Zbigniew R. Struzik and Arno Siebes},
	title =	{The {H}aar Wavelet Transform in the Time Series Similarity
	Paradigm},
	editor =	{Zytkow, J. and Rauch, J.},
	booktitle =	{Proceedings of the Third European Conference on Principles
	of Data Mining and Knowledge Discovery (PKDD'99)},
	address =	{Prague, Czech Republic},
	number =	{1704},
	series =	{Lecture Notes in Computer Science},
	pages =	{12--22},
	publisher =	{Springer-Verlag},
	month =	{15--18~September},
	year =	{1999},
	url =	{http://www.springerlink.com/openurl.asp?genre=article&issn=0302-9743&volume=1704&spage=12},
	abstract =	{Similarity measures play an important role in many data
	mining algorithms. To allow the use of such algorithms on non-standard
	databases, such as databases of financial time series, their similarity
	measure has to be defined. We present a simple and powerful technique
	which allows for the rapid evaluation of similarity between time series
	in large data bases. It is based on the orthonormal decomposition of
	the time series into the Haar basis. We demonstrate that this approach
	is capable of providing estimates of the local slope of the time series
	in the sequence of multi-resolution steps. The Haar representation and
	a number of related represenations derived from it are suitable for
	direct comparison, e.g. evaluation of the correlation product. We
	demonstrate that the distance between such representations closely
	corresponds to the subjective feeling of similarity between the time
	series. In order to test the validity of subjective criteria, we test
	the records of currency exchanges, finding convincing levels of
	correlation.},
}