Genetic programming: on the programming of computers by means of natural selection
Genetic programming: on the programming of computers by means of natural selection
Fast time-series searching with scaling and shifting
PODS '99 Proceedings of the eighteenth ACM SIGMOD-SIGACT-SIGART symposium on Principles of database systems
Algorithms for the Longest Common Subsequence Problem
Journal of the ACM (JACM)
Time series similarity measures (tutorial PM-2)
Tutorial notes of the sixth ACM SIGKDD international conference on Knowledge discovery and data mining
Efficient Similarity Search In Sequence Databases
FODO '93 Proceedings of the 4th International Conference on Foundations of Data Organization and Algorithms
Efficient Retrieval of Similar Time Sequences Under Time Warping
ICDE '98 Proceedings of the Fourteenth International Conference on Data Engineering
Measuring Real-Time Predictive Models
ICDM '01 Proceedings of the 2001 IEEE International Conference on Data Mining
PKDD '97 Proceedings of the First European Symposium on Principles of Data Mining and Knowledge Discovery
Fast Similarity Search in the Presence of Noise, Scaling, and Translation in Time-Series Databases
VLDB '95 Proceedings of the 21th International Conference on Very Large Data Bases
SSDBM '96 Proceedings of the Eighth International Conference on Scientific and Statistical Database Management
Similarity Searching for Multi-Attribute Sequences
SSDBM '02 Proceedings of the 14th International Conference on Scientific and Statistical Database Management
On Similarity Queries for Time-Series Data: Constraint Specification and Implementation
CP '95 Proceedings of the First International Conference on Principles and Practice of Constraint Programming
An Index-Based Approach for Similarity Search Supporting Time Warping in Large Sequence Databases
Proceedings of the 17th International Conference on Data Engineering
On the need for time series data mining benchmarks: a survey and empirical demonstration
Proceedings of the eighth ACM SIGKDD international conference on Knowledge discovery and data mining
Efficient Searches for Similar Subsequences of Different Lengths in Sequence Databases
ICDE '00 Proceedings of the 16th International Conference on Data Engineering
Landmarks: A New Model for Similarity-Based Pattern Querying in Time Series Databases
ICDE '00 Proceedings of the 16th International Conference on Data Engineering
Indexing multi-dimensional time-series with support for multiple distance measures
Proceedings of the ninth ACM SIGKDD international conference on Knowledge discovery and data mining
Editorial: data mining for financial decision making
Decision Support Systems - Special issue: Data mining for financial decision making
Exact indexing of dynamic time warping
Knowledge and Information Systems
Time weight collaborative filtering
Proceedings of the 14th ACM international conference on Information and knowledge management
Biologically Inspired Algorithms for Financial Modelling (Natural Computing Series)
Biologically Inspired Algorithms for Financial Modelling (Natural Computing Series)
Nearest Neighbors by Neighborhood Counting
IEEE Transactions on Pattern Analysis and Machine Intelligence
Evolving local and global weighting schemes in information retrieval
Information Retrieval
IJCAI'07 Proceedings of the 20th international joint conference on Artifical intelligence
A flexible and robust similarity measure based on contextual probability
IJCAI'05 Proceedings of the 19th international joint conference on Artificial intelligence
Operator-Based distance for genetic programming: subtree crossover distance
EuroGP'05 Proceedings of the 8th European conference on Genetic Programming
Wavelet-based combined signal filtering and prediction
IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics
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Time series data abound and analysis of such data is challenging and potentially rewarding. One example is financial time series analysis. Most of the intelligent data analysis methods can be applied in principle, but evolutionary computing is becoming increasingly popular and powerful. In this paper we focus on one task of financial time series analysis - stock price forecasting based on historical data. The premise of this task is that the current price of a stock is dependent on the price of the same stock in the past. Here we consider an additional assumption, i.e., time dependency relevance, that the price in the nearer past is more relevant to the current price than that in the more distant past. This assumption appears intuitively sound, but needs formally validated. In this paper we set to test this assumption by introducing time weighting into similarity measures, as similarity is one of the key notions in time series analysis methods including evolutionary computing. We consider the generic neighborhood counting similarity as it can be specialized for various forms of data by defining the notion of neighborhood in a way that satisfies different requirements. We do so with a view to capturing time weights in time series. This results in a novel time weighted similarity for time series. A formula is also discovered for the similarity so that it can be computed efficiently. Experiments show that this similarity outperforms the standard Euclidean distance and a time weighted variant of it. We conclude that the time dependency relevance assumption is sound.