| AU | Povinelli, Richard J. Feng, Xin. |
| TI | Data mining of multiple nonstationary time series |
| SO | Intelligent Engineering Systems through Artificial Neural Networks. v 9 1999. p 511-516 |
| AB | A data mining method for synthesizing multiple time series is presented. Based on a single time series algorithm, the method embeds multiple time series into a phase space. The reconstructed state space allows temporal pattern extraction and local model development. Using an a priori data mining objective, an optimal local model is chosen for short-term forecasting. For the same sampling period, multiple time series embedding produces better temporal patterns than single time series embedding. The method is applied to a financial time series. (Author abstract) [References: 5] |
| CA | Summary: insert your summary here. |
| CA | Critique: insert your critique here. |