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.

MODELS AND PRINCIPLES (acm H.1), PATTERN RECOGNITION (acm I.5), MISCELLANEOUS (acm J.m), PHYSICAL SCIENCES AND ENGINEERING (acm J.2), DATA STORAGE REPRESENTATIONS (acm E.2)
Fractals (msc 28A80), Pattern recognition, speech recognition (msc 68T10), Searching and sorting (msc 68P10)
Information (theme 2)
CWI
Information Systems [INS]
Database Architectures

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