Monitoring correlative financial data streams by local pattern similarity

DOI10.1631/JZUS.A0820445MaRDI QIDQ1045646zbMATH OpenFDO

Authors Tao Jiang, Yucai Feng, Bin Zhang, Zhong-Sheng Cao, Ge Fu, Jie Shi

Publication date 15 December 2009

Published in Journal of Zhejiang University. Science A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1631/JZUS.A0820445

zbMATH Keywords

correlationdata miningdata streamslocal patternpattern similarity

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

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Cites work

• Optimal Expected-Time Algorithms for Closest Point Problems

Cited in

(5)

• Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure
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