arXiv · 2009.09895
Data mining and time series segmentation via extrema: preliminary investigations
Abstract
Time series segmentation is one of the many data mining tools. This paper, in French, takes local extrema as perceptually interesting points (PIPs). The blurring of those PIPs by the quick fluctuations around any time series is treated via an additive decomposition theorem, due to Cartier and Perrin, and algebraic estimation techniques, which are already useful in automatic control and signal processing. Our approach is validated by several computer illustrations. They underline the importance of the choice of a threshold for the extrema detection.
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Michel Fliess, Cédric Join. 2020-09-02. Data mining and time series segmentation via extrema: preliminary investigations. https://arxiv.org/abs/2009.09895
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