Positive and negative local trend association patterns in analysis of associations between time series

Ildar Batyrshin, Valery Solovyev

Producción científica: Capítulo del libro/informe/acta de congresoContribución a la conferenciarevisión exhaustiva

2 Citas (Scopus)

Resumen

The paper introduces new time series shape association measures based on Euclidean distance. The method of analysis of associations between time series based on separate analysis of positively and negatively associated local trends is discussed. The examples of application of the proposed measures and methods to analysis of associations between historical prices of securities obtained from Google Finance are considered. An example of time series with inverse associations between them is discussed.

Idioma originalInglés
Título de la publicación alojadaPattern Recognition - 6th Mexican Conference, MCPR 2014, Proceedings
EditorialSpringer Verlag
Páginas92-101
Número de páginas10
ISBN (versión impresa)9783319074900
DOI
EstadoPublicada - 2014
Publicado de forma externa
Evento6th Mexican Conference on Pattern Recognition, MCPR 2014 - Cancun, México
Duración: 25 jun. 201428 jun. 2014

Serie de la publicación

NombreLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volumen8495 LNCS
ISSN (versión impresa)0302-9743
ISSN (versión digital)1611-3349

Conferencia

Conferencia6th Mexican Conference on Pattern Recognition, MCPR 2014
País/TerritorioMéxico
CiudadCancun
Período25/06/1428/06/14

Huella

Profundice en los temas de investigación de 'Positive and negative local trend association patterns in analysis of associations between time series'. En conjunto forman una huella única.

Citar esto