Authors
Goethem Arthur Van, Frank Staals, Maarten Löffler, Jason Dykes, Bettina Speckmann
Publication date
2016/8/8
Journal
IEEE transactions on visualization and computer graphics
Volume
23
Issue
1
Pages
661-670
Publisher
IEEE
Description
Time series (such as stock prices) and ensembles (such as model runs for weather forecasts) are two important types of one-dimensional time-varying data. Such data is readily available in large quantities but visual analysis of the raw data quickly becomes infeasible, even for moderately sized data sets. Trend detection is an effective way to simplify time-varying data and to summarize salient information for visual display and interactive analysis. We propose a geometric model for trend-detection in one-dimensional time-varying data, inspired by topological grouping structures for moving objects in two- or higher-dimensional space. Our model gives provable guarantees on the trends detected and uses three natural parameters: granularity, support-size, and duration. These parameters can be changed on-demand. Our system also supports a variety of selection brushes and a time-sweep to facilitate refined …
Total citations
201720182019202020212022202320243226242
Scholar articles
GA Van, F Staals, M Löffler, J Dykes, B Speckmann - IEEE transactions on visualization and computer …, 2016