Effect of segmentation on financial time series pattern matching

@article{Wan2016EffectOS,
  title={Effect of segmentation on financial time series pattern matching},
  author={Yuqing Wan and Xueyuan Gong and Yain-Whar Si},
  journal={Appl. Soft Comput.},
  year={2016},
  volume={38},
  pages={346-359}
}
Graphical abstractDisplay Omitted HighlightsWe evaluate financial time series pattern matching and segmentation methods.PIP, PAA, PLA, and TP segmentation methods are analyzed.TB, RB, HY, DT, and SAX pattern matching approaches are evaluated.PIP achieves better performance and is especially superior when used with RB and HY. In financial time series pattern matching, segmentation is often performed as a pre-processing step to reduce the data points from the input sequence. The segmentation… CONTINUE READING
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