Multidimensional Decision Support Indicator (mDSI) for Time Series Stock Trend Prediction.
Kuralmani VellaisamyJinyan LiPublished in: PAKDD (2007)
Keyphrases
- decision support
- financial time series
- stock market
- turning points
- stock price
- prediction accuracy
- stock data
- data warehousing
- decision support system
- prediction model
- multidimensional time series
- exponential smoothing
- decision makers
- chaotic time series
- moving average
- data mining
- multidimensional data
- trend analysis
- extreme values
- prediction algorithm
- autoregressive integrated moving average
- dynamic time warping
- prediction error
- multi dimensional
- decision making
- grey model
- on line analytical processing
- short term
- non stationary
- intensive care
- data warehouse
- stock trading
- knowledge discovery from databases
- mackey glass
- autoregressive
- cancer treatment
- database
- business intelligence
- knowledge management
- long term
- databases