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...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book Section |
| Published: |
IEEE
2009
|
| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/14923/ http://dx.doi.org/10.1109/COGINF.2009.5250725 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|