Applying trie-structure to improve dynamic time warping on time-series stock data analysis

An-Pin Chen*, Yi Chang Chen, Chih Yen Yeh

*此作品的通信作者

研究成果: Conference contribution同行評審

摘要

Dynamic time warping (DTW) is a robust but time-consuming on distance measure for time-series data similarity search. To speed up DTW for time-series data analysis, a new approach with trie-structure is introduced for the process of the DTW recognition steps, such as in financial stock pattern analysis. The final result shows that searching time has been reduced by this approach while applying trie-structure to DTW on time-series data analysis, especially on stock data.

原文American English
主出版物標題Proceedings of the IASTED International Conference on Artificial Intelligence and Applications (as part of the 22nd IASTED International Multi-Conference on Applied Informatics)
編輯M.H. Hamza
頁面31-36
頁數6
出版狀態Published - 2004
事件Proceedings of the IASTED International Conference on Artificial Intelligence and Applications (as part of the 22nd IASTED International Multi-Conference on Applied Informatics - Innsbruck, 奧地利
持續時間: 16 2月 200418 2月 2004

出版系列

名字Proceedings of the IASTED International Conference. Applied Informatics

Conference

ConferenceProceedings of the IASTED International Conference on Artificial Intelligence and Applications (as part of the 22nd IASTED International Multi-Conference on Applied Informatics
國家/地區奧地利
城市Innsbruck
期間16/02/0418/02/04

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