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ICNC
2005
Springer
13 years 11 months ago
The Prediction of the Financial Time Series Based on Correlation Dimension
In this paper we firstly analysis the chaotic characters of three sets of the financial time series (Hang Sheng Index (HIS), Shanghai Stock Index and US gold price) based on the ph...
Chen Feng, Guangrong Ji, Wencang Zhao, Rui Nian
APIN
2008
305views more  APIN 2008»
13 years 5 months ago
A generalized model for financial time series representation and prediction
Abstract Traditional financial analysis systems utilize lowlevel price data as their analytical basis. For example, a decision-making system for stock predictions regards raw price...
Depei Bao
ICDE
2006
IEEE
169views Database» more  ICDE 2006»
13 years 11 months ago
Unsupervised Outlier Detection in Time Series Data
Fraud detection is of great importance to financial institutions. This paper is concerned with the problem of finding outliers in time series financial data using Peer Group Analy...
Zakia Ferdousi, Akira Maeda
CSDA
2006
191views more  CSDA 2006»
13 years 5 months ago
Forecasting daily time series using periodic unobserved components time series models
We explore a periodic analysis in the context of unobserved components time series models that decompose time series into components of interest such as trend, seasonal and irregu...
Siem Jan Koopman, Marius Ooms
TKDE
2008
178views more  TKDE 2008»
13 years 5 months ago
Efficient Similarity Search over Future Stream Time Series
With the advance of hardware and communication technologies, stream time series is gaining ever-increasing attention due to its importance in many applications such as financial da...
Xiang Lian, Lei Chen 0002