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ETDs @PUC-Rio
Estatística
Título: DATA STRUCTURES FOR TIME SERIES
Autor: CAIO DIAS VALENTIM
Colaborador(es): EDUARDO SANY LABER - Orientador
Catalogação: 24/ABR/2013 Língua(s): PORTUGUESE - BRAZIL
Tipo: TEXT Subtipo: THESIS
Notas: [pt] Todos os dados constantes dos documentos são de inteira responsabilidade de seus autores. Os dados utilizados nas descrições dos documentos estão em conformidade com os sistemas da administração da PUC-Rio.
[en] All data contained in the documents are the sole responsibility of the authors. The data used in the descriptions of the documents are in conformity with the systems of the administration of PUC-Rio.
Referência(s): [pt] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=21522&idi=1
[en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=21522&idi=2
DOI: https://doi.org/10.17771/PUCRio.acad.21522
Resumo:
Time series are important tools for the anaylsis of events that occur in different fields of human knowledge such as medicine, physics, meteorology and finance. A common task in analysing time series is to try to find events that happen infrequently as these events usually reflect facts of interest about the domain of the series. In this study, we develop techniques for the detection of rare events in time series. Technically, a time series A equal to (a1, a2,..., an) is a sequence of real values indexed by integer numbers from 1 to n. Given an integer t and a real number d, we say that a pair of time indexes i and j is a (t, d)-event in A, if and only if 0 less than j - i less than or equal to t and aj - ai greater than or equal to d. In this case, i is said to be the beginning of the event and j is its end. The parameters t and d control, respectively, the time window in which the event can occur and magnitude of the variation in the series. Thus, we focus on two types of queries related to the (t, d)-events, which are: - What are the (t, d)-events in a series A? - What are the indexes in the series A which are the beginning of at least one (t, d)-event? Throughout this study we discuss, from both theoretical and practical points of view, several data structures and algorithms to answer the two queries mentioned above.
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