Partially ordered template-based matching algorithm for financial time series

被引：0
作者：
Tang, Yin [1 ]
机构：
[1] Jinan Univ, Lab E Commerce, Coll Management, Jinan, Peoples R China
来源：
ADVANCES IN APPLIED ARTIFICIAL INTELLIGENCE, PROCEEDINGS | 2006年 / 4031卷
关键词：
time series; pattern recognition; case-based reasoning; partially order; lattice;
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
Based on definitions of 1(st) and 2(nd) 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.
引用
收藏
页码：1059 / 1070
页数：12
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