A pattern representation of stock time series based on DTW
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DOI: 10.1016/j.physa.2020.124161
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References listed on IDEAS
- Tony Berrada, 2006. "Incomplete Information, Heterogeneity, and Asset Pricing," Journal of Financial Econometrics, Oxford University Press, vol. 4(1), pages 136-160.
- Sang Hyuk Kim & Hee Soo Lee & Han Jun Ko & Seung Hwan Jeong & Hyun Woo Byun & Kyong Joo Oh, 2018. "Pattern Matching Trading System Based on the Dynamic Time Warping Algorithm," Sustainability, MDPI, vol. 10(12), pages 1-18, December.
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- Yang, Mao & Zhao, Meng & Huang, Dawei & Su, Xin, 2022. "A composite framework for photovoltaic day-ahead power prediction based on dual clustering of dynamic time warping distance and deep autoencoder," Renewable Energy, Elsevier, vol. 194(C), pages 659-673.
- Hongfa Wang & Xinjian Guan & Yu Meng & Zening Wu & Kun Wang & Huiliang Wang, 2023. "Coupling Time and Non-Time Series Models to Simulate the Flood Depth at Urban Flooded Area," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 37(3), pages 1275-1295, February.
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Keywords
Time series representation; DTW; Stock pattern analysis; Stock trend analysis;All these keywords.
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