Identifying zigzag based perceptually important points for indexing financial time series
Financial time series often exhibit high degrees of fluctuation which are considered as noise in time series analysis. To remove noise, several lower bounding the Euclidean distance based dimensionality reduction methods are applied. But, however, these methods do not meet the constraint of financia...
Main Authors: | Phetking, Chaliaw, Md. Sap, Mohd. Noor, Selamat, Ali |
---|---|
Format: | Book Section |
Published: |
IEEE
2009
|
Subjects: |
Similar Items
-
Financial time series representation using multiresolution important point retrieval method
by: Phetking, Chaliaw, et al.
Published: (2008) -
Index financial time series based on zigzag-perceptually important points
by: Selamat, Ali, et al.
Published: (2010) -
Financial time series representation using zigzag based perceptually improtant points /
by: Chaliaw Phetking, author, et al.
Published: (2007) -
Long-range memory evidence from asian stock markets
by: Phetking, Chaliaw, et al.
Published: (2007) -
A perceptually important points approach based on imputation clustering with weighted distance techniques for big data reduction in Internet of Things cloud
by: Edje, Efetobor Abel, et al.
Published: (2023)