the relative superiority of either a symmetric form of DP-matching or an asymmetric one. In the asymmetric form, time-normalization is achieved by trans-forming the time axis of a speech pattern onto that of the other. In the symmetric form, on the other hand, both time axes are transformed onto a temporarily

Since the introduction of organized trading of options for commodities and equities, computing fair prices for options has been an important problem in financial engineering. A variety of numerical methods, including Monte Carlo methods, binomial trees, and

that require on the order of 100 seconds to render typical data sets on a workstation. Algorithms with optimizations that exploit coherence in the data have reduced rendering times to the range of ten seconds but are still not fast enough for interactive visualization applications. In this thesis we present a

measure. Dynamic Time Warping (DTW) is a much more robust distance measure for time series, allowing similar shapes to match even if they are out of phase in the time axis.

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algorithms are special cases of two generic algorithms, the min-sum and sum-product algorithms, which also include non-iterative algorithms such as Viterbi decoding. The min-sum and sum-product algorithms are developed and presented as generalized trellis algorithms, where the time axis of the trellis

We point out that the natural definitions of stability and causality in input-output control theory lead to certain inconsistencies when inputs and outputs are allowed to have support on the doublyinfinite time-axis. In particular, linear time-invariant systems with right half plane poles cannot

Repeating sounds and patterns are widely exploited throughout music. However, although analysis and music information retrieval applications are often concerned with processing speed and music description, they typically discard the benefits of sound redundancy cancellation. We propose a perceptually grounded model for describing music as a sequence of labeled sound segments, for reducing data complexity, and for compressing audio. 1.

not be aligned along the time axis. Given this model of similarity,we present fast search techniques for discovering all similar sequences in a set of sequences. These techniques can also be used to find all (sub)sequences similar to a given sequence. We applied this matching system to the U.S. mutual funds data

Since the introduction of organized trading of options for com-modities and equities, computing fair prices for options has been an important problem in financial engineering. A variety of numer-ical methods, including Monte Carlo methods, binomial trees, and