The Motif Detection of Short-term Tendency in Stock Time Series
Authors
Wengang Che
Corresponding Author
Wengang Che
Available Online May 2015.
- DOI
- 10.2991/asei-15.2015.81How to use a DOI?
- Keywords
- stock time series; motif detection; short-term tendency.
- Abstract
A stock time series is composed of a sequence of prices measured from a continuous trade day. Stock motifs are approximately similar segments in a group of different stock time series or market dataset. In this paper, at first, a definition of short-term tendency is defined; secondly, a motif of short-term tendency is introduced in the stock time series. And then a simple and effective method of stock motif detection is proposed to predict the short-term tendency in the stock time series analysis. Finally, a new motif detection of short-term tendency is introduced to predict the trend of temporal stock market trend. An empirical analysis is made to show the efficiency of the proposed method.
- Copyright
- © 2015, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Wengang Che PY - 2015/05 DA - 2015/05 TI - The Motif Detection of Short-term Tendency in Stock Time Series BT - Proceedings of the 2015 International conference on Applied Science and Engineering Innovation PB - Atlantis Press SP - 390 EP - 395 SN - 2352-5401 UR - https://doi.org/10.2991/asei-15.2015.81 DO - 10.2991/asei-15.2015.81 ID - Che2015/05 ER -