




















Time series segmentation is one of the many data mining tools. This paper, in French, takes local extrema as perceptually interesting points (PIPs). The blurring of those PIPs by the quick fluctuations around any time series is treated via an additive decomposition theorem, due to Cartier and Perrin, and algebraic estimation techniques, which are already useful in automatic control and signal processing. Our approach is validated by several computer illustrations. They underline the importance of the choice of a threshold for the extrema detection.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。