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}
}
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 process extracts important data points and produces a time series with reduced data points. In this paper, we evaluate the effectiveness and accuracy of four approaches to financial time series pattern matching when used with four segmentation methods, the perceptually important points, piecewise aggregate approximation… CONTINUE READING
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