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软件学报  2010 

Wavelet-Based Pseudo Period Detection on Time Series Stream
基于小波的时间序列流伪周期检测方法

Keywords: pseudo period,time series stream,period detection
伪周期
,时间序列流,周期检测

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Abstract:

A period detection method called MPD(memory-constrain period detection) is proposed naively on a time series stream, where the Haar-wavelet synopsis of series stream is adopted, and an estimated period based on partial fragments is proposed to improve the detection efficiency, and the cubic spline is used to detect period of arbitrary length. The time and space complexity error bound of MPD are validated through theoretical and experimental analysis.

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