Sciweavers

48 search results - page 5 / 10
» Evolutionary Time Series Segmentation for Stock Data Mining
Sort
View
ICDM
2002
IEEE
133views Data Mining» more  ICDM 2002»
15 years 2 months ago
Estimating the number of segments in time series data using permutation tests
Segmentation is a popular technique for discovering structure in time series data. We address the largely open problem of estimating the number of segments that can be reliably di...
Kari Vasko, Hannu Toivonen
ICDM
2002
IEEE
130views Data Mining» more  ICDM 2002»
15 years 2 months ago
Unsupervised Segmentation of Categorical Time Series into Episodes
This paper describes an unsupervised algorithm for segmenting categorical time series into episodes. The VOTING-EXPERTS algorithm first collects statistics about the frequency an...
Paul R. Cohen, Brent Heeringa, Niall M. Adams
ICDM
2007
IEEE
196views Data Mining» more  ICDM 2007»
15 years 3 months ago
Diagnosing Similarity of Oscillation Trends in Time Series
Sensor networks have increased the amount and variety of temporal data available, requiring the definition of new techniques for data mining. Related research typically addresses...
Leonardo E. Mariote, Claudia Bauzer Medeiros, Rica...
CORR
2002
Springer
139views Education» more  CORR 2002»
14 years 9 months ago
Symbolic Methodology in Numeric Data Mining: Relational Techniques for Financial Applications
Currently statistical and artificial neural network methods dominate in financial data mining. Alternative relational (symbolic) data mining methods have shown their effectiveness...
Boris Kovalerchuk, Evgenii Vityaev, H. Yusupov
74
Voted
AUSDM
2008
Springer
274views Data Mining» more  AUSDM 2008»
14 years 11 months ago
Identifying Stock Similarity Based on Multi-event Episodes
Predicting stock market movements is always difficult. Investors try to guess a stock's behavior, but it often backfires. Thumb rules and intuition seems to be the major indi...
Abhi Dattasharma, Praveen Kumar Tripathi, Sridhar ...