Financial Time Series Segmentation based on Specialized Binary Tree Representation.

Tak-Chung Fu Fu-Lai Chung Chak-man Ng

Published in: DMIN (2006)

Keyphrases

tree representation
financial time series
binary tree
tree structure
financial time series forecasting
tree structures
stock market
turning points
non stationary
financial data
image segmentation
stock price
quadtree
exchange rate
multivariate time series
pruning algorithm
information extraction
multiscale