| Status | 已發表Published |
| Financial Time Series Segementation Based on Turning Points | |
Jiangling, Y. ; Si, Y. W. ; Gong, Z. G.
| |
| 2011-06-01 | |
| Source Publication | Proceedings of the 2011 International Conference on System Science and Engineering
 |
| Pages | 394-399 |
| Publication Place | Macau |
| Publisher | IEEE |
| Abstract | Segments extracted from financial time series are widely used in trend analysis as well as in predicting future tendency of the price movement. Recent approaches for time series segmentation often rely on an arbitrary threshold value and segments are generated at only one level. In this paper, we propose a novel time series segmentation method based on Turning Points which are extracted from the maximum or minimum points of the time series. The proposed segmentation method generates segments at different levels of details and achieves satisfactory results in preserving higher number of trends compared to an existing segmentation approach. |
| Keyword | financial time series turning points segmentation trends |
| Language | 英語English |
| The Source to Article | PB_Publication |
| PUB ID | 7061 |
| Document Type | Conference paper |
| Collection | DEPARTMENT OF COMPUTER AND INFORMATION SCIENCE |
| Recommended Citation GB/T 7714 | Jiangling, Y.,Si, Y. W.,Gong, Z. G.. Financial Time Series Segementation Based on Turning Points[C], Macau:IEEE, 2011, 394-399. |
| APA | Jiangling, Y.., Si, Y. W.., & Gong, Z. G. (2011). Financial Time Series Segementation Based on Turning Points. Proceedings of the 2011 International Conference on System Science and Engineering, 394-399. |
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