2019
DOI: 10.1109/jas.2019.1911777
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Self-learning of multivariate time series using perceptually important points

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Cited by 10 publications
(2 citation statements)
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References 36 publications
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“…Bi [14] et al proposed a time series algorithm suitable for single-factor distributed version to predict the workload of the next stage. Lintonen and Raty [15] proposed a new selflearning stopping criterion for multivariate time series which is a positive-unlabeled (PU) learning case. Liu [16] et al improved the accuracy of pavement temperature prediction by using a gradient boosting extreme learning machine (GBELM).…”
Section: Introductionmentioning
confidence: 99%
“…Bi [14] et al proposed a time series algorithm suitable for single-factor distributed version to predict the workload of the next stage. Lintonen and Raty [15] proposed a new selflearning stopping criterion for multivariate time series which is a positive-unlabeled (PU) learning case. Liu [16] et al improved the accuracy of pavement temperature prediction by using a gradient boosting extreme learning machine (GBELM).…”
Section: Introductionmentioning
confidence: 99%
“…The definition of perceptually important points was first introduced in reference [36]. The PIPs algorithm can retain the key turning points in the time series, and its ability to capture the critical points in the time series has been verified in the time series segmentation and pattern recognition [37][38][39]. Interestingly, PIPs have been widely used in the research of stock time series.…”
Section: Perceptually Important Pointsmentioning
confidence: 99%