I'm working on some time series. My need is to substitute observations
with multiple lines of trend (of variable length, related to the time
series values). I have to do it by a program, because I have to work on
a lot of time series.
I read something about the use of discrete-time finite-state Markov
model to reach this objective ("Tutorial PM2 - Time series similarity
measures" of Prof Gunopulus and Das, page 52-55).
Now I'm looking for a document that describes in detail the algorithm to
be used, so I could translate it in a program.
So, what I'm exactly looking for is an algorithm for segmenting time series.
Re: Multi Dimensional Cases in Time Series ... >> Is there any way to have multiple dimensions as cases for the time series... >> cases for the time series algorithm, so you'd get, for example, the time ... > - in SQL Server, create a linked server to the Analysis Services ... (microsoft.public.sqlserver.datamining)
Re: HMM applied ... observations with lines of trend doing it computationally, ...Mario Sacco... What I'm looking for is an algorithm for segmenting time series.... (sci.math.num-analysis)
Re: HMM applied ... observations with lines of trend doing it computationally, because I have to work on a lot of time series. ... I read something about the use of Hidden Markov Model to reach this objective ("Tutorial PM2 - Time series similarity measures" of Prof Gunopulus and Das, ... I'm looking for a document that describes in detail the algorithm to use to translate it in a program. ...Mario Sacco... (sci.math.num-analysis)
Re: wrong R-Squared value?? ... get 200 data points (x is a time series;... What do you mean by a simple trend?...predicting from the original 200 points. ...original equation.... (sci.stat.math)
