We develop time series analysis of functional data, treating the whole curve as a random realization from a distribution on functions that evolve over time. The method consists of principal components analysis of functional data and subsequently modelling the principal component scores as vector ARMA process. We carry out the estimation of VARMA parameters using the equivalent state space repre...

We describe our investigations in generating textual summaries of physiological time series data to aid medical personnel in monitoring babies in neonatal intensive care units. Our studies suggest that summarization is a communicative task that requires data analysis techniques for determining the content of the summary. We describe a prototype system that summarizes physiological time series.

Businesses are recognizing the value of data as a strategic asset. This is reflected by the high degree of interest in new technologies such as data mining. Corporations in banking, insurance, retail, and healthcare are harnessing aggregated operational data to help understand and run their businesses (Brockett et al., 1997; Delmater & Hamcock, 2001). Analysts use data-mining techniques to extr...

Time series data is usually generated by measuring and monitoring applications, and accounts for a large fraction of the data available for analysis purposes. A time series is typically a sequence of values that represent the state of a variable over time. Each value of the variable might be a simple value, or might have a composite structure, such as a vector of values. Time series data can be...

Time series data is of interest to most science and engineering disciplines and analysis techniques have been developed for hundreds of years. There have, however, in recent years been new developments in data mining techniques, such as frequent pattern mining, which take a different perspective of data. Traditional techniques were not meant for such pattern-oriented approaches. There is, as a ...