A methodological trajectory has been described dealing with the `novelty' or `surprise' issue in time series records arising from real world complex systems. It is based on extracting regularity (or scaling) characteristics of non-differentiable time series with wavelet transform, on modelling the complex system using multi-fractal properties and on investigating novelty in the context of the possible non-stationarity of such a model.

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CWI
Information Systems [INS]
Database Architectures

Struzik, Z.R. (2002). Taming surprises. Information Systems [INS]. CWI.