A novel time series behavior matching algorithm for online conversion algorithms

@article{Ahmad2017ANT,
  title={A novel time series behavior matching algorithm for online conversion algorithms},
  author={Iftikhar Ahmad and Javeria Iqbal},
  journal={Cluster Computing},
  year={2017},
  pages={1-8}
}
This work presents a novel time series behavior matching algorithm for analyzing behavior (trend) similarity between two given time series. Unlike traditional approaches, our dynamic programming based approach “Behavior Matching (BM)” is based on trends and behavior rather than absolute distance as similarity measure. In order to compare the effectiveness of our proposed algorithm, we conduct an experimental study on real world stock data (DAX30). We compare our proposed algorithm with state-of… CONTINUE READING

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