Presentation | 2005/7/7 Detecting Lag Correlations in Data Streams Yasushi Sakurai, |
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PDF Download Page | PDF download Page Link |
Abstract(in Japanese) | (See Japanese page) |
Abstract(in English) | The processing and mining of data streams have attracted on increasing amount of interest recently. Data streams appear in a variety of settings, such as environmental, medical and socioeconomic systems. Typical data-stream applications include network analysis, sensor monitoring, financial data analysis, and moving object tracking. In this talk, I will introduce BRAID, a method to detect lag correlations between data streams. BRAID can handle data streams of semi-infinite length, incrementally, quickly, and with small resource consumption. I will also introduce a theoretical analysis, which, based on Nyquist's sampling theorem, shows that BRAID can estimate lag correlations with little, and often with no error at all. Our experiments on real and realistic data show that BRAID detects the correct lag perfectly most of the time (the largest relative error was about 1%); while it is up to 40,000 times faster than the naive implementation. |
Keyword(in Japanese) | (See Japanese page) |
Keyword(in English) | data stream processing / pattern discovery / lag correlations |
Paper # | DE2005-83 |
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Committee | DE |
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Conference Date | 2005/7/7(1days) |
Place (in Japanese) | (See Japanese page) |
Place (in English) | |
Topics (in Japanese) | (See Japanese page) |
Topics (in English) | |
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Paper Information | |
Registration To | Data Engineering (DE) |
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Language | JPN |
Title (in Japanese) | (See Japanese page) |
Sub Title (in Japanese) | (See Japanese page) |
Title (in English) | Detecting Lag Correlations in Data Streams |
Sub Title (in English) | |
Keyword(1) | data stream processing |
Keyword(2) | pattern discovery |
Keyword(3) | lag correlations |
1st Author's Name | Yasushi Sakurai |
1st Author's Affiliation | NTT Cyber Space laboratories() |
Date | 2005/7/7 |
Paper # | DE2005-83 |
Volume (vol) | vol.105 |
Number (no) | 172 |
Page | pp.pp.- |
#Pages | 107 |
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