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Visual time series analysis
Technical University of Denmark.
Linnaeus University, Faculty of Science and Engineering, School of Computer Science, Physics and Mathematics.
2012 (English)In: Proceedings of COMPSTAT 2012: 20th International Conference on Computational Statistics, 2012, 225-234 p.Conference paper, Published paper (Refereed)
Abstract [en]

We introduce a platform which supplies an easy-to-handle, interactive, extendable,and fast analysis tool for time series analysis. In contrast to other software suits like Maple,Matlab, or R, which use a command-line-like interface and where the user has to memorize/look-up the appropriate commands, our application is select-and-click-driven. It allows to derive manydierent sequences of deviations for a given time series and to visualize them in dierent waysin order to judge their expressive power and to reuse the procedure found.For many transformations or model-ts, the user may choose between manual and automatedparameter selection. The user can dene new transformations and add them to the system. Theapplication contains ecient implementations of advanced and recent techniques for time seriesanalysis including techniques related to extreme value analysis and ltering theory. It has beensuccessfully applied to time series in economics, e.g. reinsurance, and to vibrational stressdata for machinery. The software is web-deployed, but runs on the user's machine, allowingto process sensitive data locally without having to send it away. The software can be accessedunder http://www.imm.dtu.dk/~paf/TSA/launch.html.

Place, publisher, year, edition, pages
2012. 225-234 p.
Keyword [en]
Computational Statistics, times series analysis, ecient algorithms
National Category
Computational Mathematics Other Mathematics
Identifiers
URN: urn:nbn:se:lnu:diva-22731ISBN: 978-90-73592-32-2 (print)OAI: oai:DiVA.org:lnu-22731DiVA: diva2:574927
Conference
20th International Conference on Computational Statistics (COMPSTAT 2012), Limassol
Available from: 2012-12-06 Created: 2012-12-06 Last updated: 2014-06-02Bibliographically approved

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Hilbert, Astrid

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Total: 412 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf