Natural visibility encoding for time series and its application in stock trend prediction.
Yusheng HuangXiaoyan MaoYong DengPublished in: Knowl. Based Syst. (2021)
Keyphrases
- stock market
- financial time series
- turning points
- stock price
- stock data
- prediction accuracy
- exponential smoothing
- prediction model
- prediction error
- stock trading
- neural network
- box jenkins
- chaotic time series
- moving average
- prediction algorithm
- real world
- non stationary
- data sets
- extreme values
- short term
- grey model
- financial data
- man made
- encoding schemes
- dynamic time warping
- image coding
- stock market data
- spare parts
- mackey glass
- autoregressive integrated moving average