Title
Dynamic Discretization of Continuous Values from Time Series
Abstract
Two methods to assign discrete values to continuous values from time series, using dynamic information about the series, are proposed. The first method is based on a particular statistic which allows us to select a discrete value for a new continuous value from the series. The second one is based on a concept of significant distance between consecutive values from time series which is defined. This definition is based on qualitative changes in the time series values. In both methods, the conversion process of continuous values into discrete values is dynamic in opposition to static classical methods used in machine learning. Finally, we use the proposed methods in a practical case. We transform the daily clearness index time series into discrete values. The results display that the series with discrete values obtained from the dynamic process captures better the sequential properties of the original continuous series.
Year
DOI
Venue
2000
10.1007/3-540-45164-1_30
ECML
Keywords
Field
DocType
dynamic information,discrete value,time series,time series value,continuous value,dynamic process capture,dynamic discretization,original continuous series,daily clearness index time,new continuous value,continuous values,consecutive value,indexation,machine learning
Applied mathematics,Order of integration,Discrete mathematics,Discretization,Test statistic,Discrete-time stochastic process,Stochastic process,Discrete time and continuous time,Dynamic method,Calculus,Mathematics,Qualitative reasoning
Conference
Volume
ISSN
ISBN
1810
0302-9743
3-540-67602-3
Citations 
PageRank 
References 
9
0.72
8
Authors
4
Name
Order
Citations
PageRank
L. Mora-López1233.07
Inmaculada Fortes Ruiz291.06
Rafael Morales Bueno316119.01
Francisco Triguero Ruiz417426.63