DocumentCode
509027
Title
Representing Financial Time Series Based on Important Extrema Points
Author
Wu, Xueyan ; Huang, Daoping
Author_Institution
Coll. of Autom. Sci. & Eng., South China Univ. of Technol., Guangzhou, China
Volume
1
fYear
2009
fDate
21-22 Nov. 2009
Firstpage
501
Lastpage
504
Abstract
This paper presents a novel method for financial time series representation. The method can generate accurate and effective representation and segmentation in different resolutions and get better experimental results on real stock data.
Keywords
data mining; financial data processing; stock markets; time series; data mining; extrema points; financial time series; real stock data; Aggregates; Automation; Data mining; Educational institutions; Engineering management; Financial management; Information technology; Paper technology; Shape; Technology management; financial; representation; time series;
fLanguage
English
Publisher
ieee
Conference_Titel
Intelligent Information Technology Application, 2009. IITA 2009. Third International Symposium on
Conference_Location
Nanchang
Print_ISBN
978-0-7695-3859-4
Type
conf
DOI
10.1109/IITA.2009.127
Filename
5369049
Link To Document