Memory-Efficient Centroid Decomposition for Long Time Series

1 code implementation • IEEE 30th International Conference on Data Engineering (ICDE) 2017 • Mourad Khayati, Michael Böhlen, Johann Gamper

The Centroid Decomposition (CD) approximates the Singular Value Decomposition, but does not scale to long time series because of the quadratic space complexity of the sign vector computation.

Time Series Time Series Analysis