Using complex events to represent domain concepts in graphs

Perry, RT; Kutay, C; Rabhi, F

Using complex events to represent domain concepts in graphs

Perry, RT Kutay, C

Rabhi, F

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Publication Type:: Journal Article
Citation:: Lecture Notes in Electrical Engineering, 2015, 339 pp. 303 - 311
Issue Date:: 2015-01-01

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Field	Value	Language
dc.contributor.author	Perry, RT	en_US
dc.contributor.author	Kutay, C https://orcid.org/0000-0002-6682-979X	en_US
dc.contributor.author	Rabhi, F	en_US
dc.date.issued	2015-01-01	en_US
dc.identifier.citation	Lecture Notes in Electrical Engineering, 2015, 339 pp. 303 - 311	en_US
dc.identifier.issn	1876-1100	en_US
dc.identifier.uri	http://hdl.handle.net/10453/136418
dc.description.abstract	© Springer-Verlag Berlin Heidelberg 2015. We have developed an event based visualisation model for analysing patterns between news story data and stock prices. Visual analytics systems generally show a direct mapping from data to visualisation. We show that by inserting an intermediate step, which models an expert manipulating data, we can provide unique results that display patterns within the data being investigated and assist less expert users.	en_US
dc.relation.ispartof	Lecture Notes in Electrical Engineering	en_US
dc.relation.isbasedon	10.1007/978-3-662-46578-3_35	en_US
dc.rights	info:eu-repo/semantics/openAccess
dc.title	Using complex events to represent domain concepts in graphs	en_US
dc.type	Journal Article
utslib.citation.volume	339	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Engineering and Information Technology
pubs.organisational-group	/University of Technology Sydney/Faculty of Engineering and Information Technology/School of Professional Practice and Leadership
utslib.copyright.status	open_access	*
dc.rights.holder	This is a post-peer-review, pre-copyedit version of a Journal article published in the Lecture Notes in Electrical Engineering The final authenticated version is available online at: 10.1007/978-3-662-46578-3_35
pubs.publication-status	Published	en_US
pubs.volume	339	en_US

Abstract:

© Springer-Verlag Berlin Heidelberg 2015. We have developed an event based visualisation model for analysing patterns between news story data and stock prices. Visual analytics systems generally show a direct mapping from data to visualisation. We show that by inserting an intermediate step, which models an expert manipulating data, we can provide unique results that display patterns within the data being investigated and assist less expert users.

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10453/136418