Fryzlewicz, Piotr 
ORCID: 0000-0002-9676-902X and Oh, Hee-Seok
(2010)
On the thick-pen transformation for time series.
Oberwolfach Reports, 7 (1).
pp. 179-216.
ISSN 1660-8933
Abstract
raditional visualisation of time series data consists of plotting the time series values against time and \connecting the dots". We propose an alternative, multi- scale visualisation technique, motivated by the scale-space approach in computer vision. In brief, our method also \connects the dots", but uses a range of pens of varying thicknesses for this purpose. The resulting multiscale map, termed the Thick-Pen Transform (TPT) corresponds to viewing the time series from a range of distances. We hope that the resulting set of plots will provide interesting and useful information about the structure of the time series, not only in a heuristic, but also in a formal probabilistic sense.
| Item Type: | Article |
|---|---|
| Official URL: | http://www.ems-ph.org/journals/journal.php?jrn=owr |
| Additional Information: | © 2010 The Authors. Paper from MFO mini-workshop: semiparametric modelling of multivariate economic time series with changing dynamics |
| Divisions: | Statistics |
| Subjects: | H Social Sciences > HA Statistics |
| Date Deposited: | 20 Dec 2010 12:01 |
| Last Modified: | 11 Dec 2024 23:43 |
| URI: | http://eprints.lse.ac.uk/id/eprint/30985 |
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