Journal of Mathematical Techniques and Computational Mathematics(JMTCM)

Directorate for Methodology and Statistical Process Design (DCME), Italian National Institute of Statistics (ISTAT), Italy

Publications

• Research Article   
  A Wavelet-Based Approach for Similar Pattern Detection in Time Series
  Author(s): Pierpaolo Massoli*
  
  The analysis of randomness in time series is crucial for extracting relevant pat- terns from noisy data. Noise can obscure underlying dynamics, posing challenges in various research fields such as financial analysis, biomedical signal processing, and environmental monitoring. This study proposes a novel method for detecting similar patterns in large- scale time series datasets. The approach employs a denoising technique based on the Morlet wavelet transform to enhance pattern recognition. The similarity-search method leverages Locality Sensitive Hashing in order to detect denoised similar patterns embedded within time series. A significant reduction in entropy in the reconstructed data reveals hidden patterns that were previously masked by noise. This study avails of entropy as a measure of detection accuracy, incorporating a well-known technique from the Conformal Prediction framewor.. Read More»
  

  Abstract HTML PDF