Important papers relating to time-series data

Time-series data presents specific but very common problems for efficient 
analysis, resulting in the need for columnar data stores and iterative 
one-pass processing.

The included documents are:

* :scroll: [Operators on Inhomogeneous Time Series] (http://papers.ssrn.com/sol3/papers.cfm?abstract_id=208278) - Gilles O. Zumbach and Ulrich A. Müller

  We present a toolbox to compute and extract information from
  inhomogeneous (i.e. unequally spaced) time series. The toolbox
  contains a large set of operators, mapping from the space of
  inhomogeneous time series to itself.

  These operators are computationally efficient (time and memory-wise)
  and suitable for stochastic processes. This makes them attractive for
  processing high-frequency data in finance and other fields. Using a
  basic set of operators, we easily construct more powerful combined
  operators which cover a wide set of typical applications.