Cart (Loading....) | Create Account
Close category search window
 

Identifying Zigzag based Perceptually Important Points for indexing financial time series

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Phetking, C. ; Fac. of Sci. & Technol., Rajabhat Suan Dusit Unviersity, Bangkok, Thailand ; Noor Md Sap, M. ; Selamat, A.

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 financial time series analysis that wants to retain the important points and remove others. Therefore, although a number of methods can retain the important points in the financial time series reduction, but, however, they loss the nature of financial time series which consist of several uptrends, downtrends and sideway trends in different resolutions and in the zigzag directions. In this paper, we propose the zigzag based perceptually important point identification method to collect those zigzag movement important points. Further, we propose zigzag based multiway search tree to index these important points. We evaluate our methods in time series dimensionality reduction. The results show the significant performance comparing to other original method.

Published in:

Cognitive Informatics, 2009. ICCI '09. 8th IEEE International Conference on

Date of Conference:

15-17 June 2009

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.