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.
No takes yet. Share an insight, caveat, or question.
Pratt et al. (2002) studied this question.
Synapse has enriched 5 related papers. Consider them for comparative context: