[A version of this post appeared on the O’Reilly Strata and Radar blogs.] My first job after leaving academia was as a quant1 for a hedge fund, where I performed (what are now referred to as) data science tasks on financial time-series. I primarily used techniques from probability & statistics, econometrics, and optimization, with occasionalContinue reading “The re-emergence of Time-series”
Tag Archives: data mining
Mining Time-series with Trillions of Points: Dynamic Time Warping at scale
Take a similarity measure that’s already well-known to researchers who work with time-series, and devise an algorithm to compute it efficiently at scale. Suddenly intractable problems become tractable, and Big Data mining applications that use the metric are within reach. The classification, clustering, and searching through time series have important applications in many domains. InContinue reading “Mining Time-series with Trillions of Points: Dynamic Time Warping at scale”