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Partially Ordered Template-Based Matching Algorithm for Financial Time Series

  • Yin Tang
Part of the Lecture Notes in Computer Science book series (LNCS, volume 4031)

Abstract

Based on definitions of 1st and 2nd order atomic pattern of time series, this paper deduces n-th order atomic pattern, where partially-ordered relationship within these patterns is discussed. The framework enables more refined comparison between sequences, based on which we propose Template-Based Matching Algorithm. The experimental result has verified its distinct advantages over some similar and classical approaches both in accuracy and performance.

Index Terms: time series, pattern recognition, case-based reasoning, partially order, lattice.

Keywords

Time Series Atomic Pattern Complete Lattice Dynamic Time Warping Financial Time Series 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2006

Authors and Affiliations

  • Yin Tang
    • 1
  1. 1.Lab of E-CommerceManagement College, Jinan Univ.P.R. China

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