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SIGMOD
2004
ACM
188views Database» more  SIGMOD 2004»
14 years 6 months ago
Online Event-driven Subsequence Matching over Financial Data Streams
Subsequence similarity matching in time series databases is an important research area for many applications. This paper presents a new approximate approach for automatic online s...
Huanmei Wu, Betty Salzberg, Donghui Zhang
TIT
2011
140views more  TIT 2011»
13 years 1 months ago
Sequential Quantile Prediction of Time Series
Motivated by a broad range of potential applications, we address the quantile prediction problem of real-valued time series. We present a sequential quantile forecasting model bas...
Gérard Biau, Benoît Patra
IJIT
2004
13 years 7 months ago
Application of Neural Networks in Financial Data Mining
This paper deals with the application of a well-known neural network technique, multi-layer back-propagation (BP) neural network, in financial data mining. A modified neural networ...
Defu Zhang, Qingshan Jiang, Xin Li
KDD
2008
ACM
159views Data Mining» more  KDD 2008»
14 years 6 months ago
Semi-supervised learning with data calibration for long-term time series forecasting
Many time series prediction methods have focused on single step or short term prediction problems due to the inherent difficulty in controlling the propagation of errors from one ...
Haibin Cheng, Pang-Ning Tan
IJACTAICIT
2010
120views more  IJACTAICIT 2010»
13 years 3 months ago
Representing Image Search Performance Using Time Series Models
Image search engines tend to return a large number of images which the engines consider to be relevant, and such pool of results generally is very large and may be regarded to be ...
Xiaoling Wang, Clement. H. C. Leung