Similarity-based queries for time series data
SIGMOD '97 Proceedings of the 1997 ACM SIGMOD international conference on Management of data
Supporting fast search in time series for movement patterns in multiple scales
Proceedings of the seventh international conference on Information and knowledge management
A comparison of DFT and DWT based similarity search in time-series databases
Proceedings of the ninth international conference on Information and knowledge management
Efficient and robust feature extraction and pattern matching of time series by a lattice structure
Proceedings of the tenth international conference on Information and knowledge management
Efficient Similarity Search In Sequence Databases
FODO '93 Proceedings of the 4th International Conference on Foundations of Data Organization and Algorithms
Approximate Queries and Representations for Large Data Sequences
ICDE '96 Proceedings of the Twelfth International Conference on Data Engineering
The Haar Wavelet Transform in the Time Series Similarity Paradigm
PKDD '99 Proceedings of the Third European Conference on Principles of Data Mining and Knowledge Discovery
Fast Time Sequence Indexing for Arbitrary Lp Norms
VLDB '00 Proceedings of the 26th International Conference on Very Large Data Bases
PADKK '00 Proceedings of the 4th Pacific-Asia Conference on Knowledge Discovery and Data Mining, Current Issues and New Applications
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
A Signature Technique for Similarity-Based Queries
SEQUENCES '97 Proceedings of the Compression and Complexity of Sequences 1997
SSDBM '00 Proceedings of the 12th International Conference on Scientific and Statistical Database Management
Evolutionary Time Series Segmentation for Stock Data Mining
ICDM '02 Proceedings of the 2002 IEEE International Conference on Data Mining
Efficient Time Series Matching by Wavelets
ICDE '99 Proceedings of the 15th International Conference on Data Engineering
Similarity Search Over Time-Series Data Using Wavelets
ICDE '02 Proceedings of the 18th International Conference on Data Engineering
Stock time series pattern matching: Template-based vs. rule-based approaches
Engineering Applications of Artificial Intelligence
Novel Online Methods for Time Series Segmentation
IEEE Transactions on Knowledge and Data Engineering
OBST-based segmentation approach to financial time series
Engineering Applications of Artificial Intelligence
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Pattern matching in stock time series is an active research area in data mining. We propose a new real-time hybrid pattern-matching algorithm in this paper. The algorithm is based on the Spearman's rank correlation, rule sets and sliding window. The concept of sliding windows enables patterns matching to be performed only based on subsequence of stock data which are freshly received. Therefore the proposed algorithm can be applied in real-time application and processing time can be reduced. Spearman's rank correlation coefficient is used to classify the preferred patterns effectively and efficiently first and use the rule sets to provide further ability for describing the query patterns so that is more effective, sensitive and constrainable in distinguishing individual patterns. Encouraging experiment is reported from the tests that the proposed scheme outperforms the other methods both effectively and efficiently, especially in differentiating the special preferred stock patterns or even distorted patterns.