A hidden semi-Markov model for chart pattern matching in financial time series.
Yuqing WanYain-Whar SiPublished in: Soft Comput. (2018)
Keyphrases
- pattern matching
- financial time series
- hidden semi markov models
- stock market
- financial time series forecasting
- abnormality detection
- financial data
- non stationary
- turning points
- semi markov
- stock price
- hidden markov models
- exchange rate
- multivariate time series
- string matching
- pattern matching algorithm
- regular expressions
- anomaly detection
- boyer moore
- supervisory control
- bit parallel
- approximate pattern matching
- data structure