SEARCH FOR PATTERNS IN COMPRESSED TIME SERIES
Kevin Pratt, Eugene Fink · International Journal of Image and Graphics · 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.