@InProceedings{Scharwächter2018low, author= {Erik Scharwächter and Fabian Geier and Lukas Faber and Emmanuel Müller}, title= {{Low Redundancy Estimation of Correlation Matrices for Time Series using Triangular Bounds}}, booktitle= {{Pacific-Asia Conference on Knowledge Discovery and Data Mining (PAKDD), Melbourne, Australia}}, month= {May}, year= {2018}, }