Fast subsequence matching in time-series databases
SIGMOD '94 Proceedings of the 1994 ACM SIGMOD international conference on Management of data
Efficient Similarity Search In Sequence Databases
FODO '93 Proceedings of the 4th International Conference on Foundations of Data Organization and Algorithms
PKDD '97 Proceedings of the First European Symposium 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
Wavelet Transform in Similarity Paradigm
PAKDD '98 Proceedings of the Second Pacific-Asia Conference on Research and Development in Knowledge Discovery and Data Mining
Efficient Time Series Matching by Wavelets
ICDE '99 Proceedings of the 15th International Conference on Data Engineering
Stock time series visualization based on data point importance
Engineering Applications of Artificial Intelligence
Exception Mining on Multiple Time Series in Stock Market
WI-IAT '08 Proceedings of the 2008 IEEE/WIC/ACM International Conference on Web Intelligence and Intelligent Agent Technology - Volume 03
Representing financial time series based on important extrema points
IITA'09 Proceedings of the 3rd international conference on Intelligent information technology application
Profitability of technical chart pattern trading on FX rates: analyzed by wavelet transform
IITA'09 Proceedings of the 3rd international conference on Intelligent information technology application
A real time hybrid pattern matching scheme for stock time series
ADC '10 Proceedings of the Twenty-First Australasian Conference on Database Technologies - Volume 104
A review on time series data mining
Engineering Applications of Artificial Intelligence
Time series forecasting of web performance data monitored by MWING multiagent distributed system
ICCCI'10 Proceedings of the Second international conference on Computational collective intelligence: technologies and applications - Volume PartI
Proceedings of the 27th Annual ACM Symposium on Applied Computing
OBST-based segmentation approach to financial time series
Engineering Applications of Artificial Intelligence
Hi-index | 0.00 |
One of the major duties of financial analysts is technical analysis. It is necessary to locate the technical patterns in the stock price movement charts to analyze the market behavior. Indeed, there are two main problems: how to define those preferred patterns (technical patterns) for query and how to match the defined pattern templates in different resolutions. As we can see, defining the similarity between time series (or time series subsequences) is of fundamental importance. By identifying the perceptually important points (PIPs) directly from the time domain, time series and templates of different lengths can be compared. Three ways of distance measure, including Euclidean distance (PIP-ED), perpendicular distance (PIP-PD) and vertical distance (PIP-VD), for PIP identification are compared in this paper. After the PIP identification process, both template- and rule-based pattern-matching approaches are introduced. The proposed methods are distinctive in their intuitiveness, making them particularly user friendly to ordinary data analysts like stock market investors. As demonstrated by the experiments, the template- and the rule-based time series matching and subsequence searching approaches provide different directions to achieve the goal of pattern identification.