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On the thick-pen transformation for time series

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raditional visualisation of time series data consists of plotting the time series values against time and \connecting the dots". We propose an alternative, multi- scale visualisation technique, motivated by the scale-space approach in computer vision. In brief, our method also \connects the dots", but uses a range of pens of varying thicknesses for this purpose. The resulting multiscale map, termed the Thick-Pen Transform (TPT) corresponds to viewing the time series from a range of distances. We hope that the resulting set of plots will provide interesting and useful information about the structure of the time series, not only in a heuristic, but also in a formal probabilistic sense.

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