A pattern representation of stock time series based on DTW

DOI10.1016/J.PHYSA.2020.124161MaRDI QIDQ2136808zbMATH OpenOpenAlexWikidataFDO

Authors Tian Han, Qinke Peng, Zhibo Zhu, Yiqing Shen, Huijun Huang, Nahiyoon Nabeel Abid

Publication date 12 May 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2020.124161

zbMATH Keywords

DTWstock pattern analysisstock trend analysistime series representation

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites work

• A kernel-based trend pattern tracking system for portfolio optimization
• Granulation-based symbolic representation of time series and semi-supervised classification
• Wavelet transforms applied to irregularly sampled soil data

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