Multireference Alignment for Lead-Lag Detection in Multivariate Time Series and Equity Trading.

Danni Shi Jan-Peter Calliess Mihai Cucuringu

Published in: ICAIF (2023)

Keyphrases

multivariate time series
temporal data
object detection
temporal patterns
categorical data
data mining
image processing
image segmentation
non stationary
dimension reduction
spatial structure
phase space reconstruction
multivariate time series data