Autores
Batyrshin Ildar
Título Positive and negative local trend association patterns in analysis of associations between time series
Tipo Congreso
Sub-tipo SCOPUS
Descripción Lecture Notes in Computer Science; 6th Mexican Conference on Pattern Recognition, MCPR 2014
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.
Observaciones
Lugar Cancún
País Mexico
No. de páginas 92-101
Vol. / Cap. 8495
Inicio 2014-06-24
Fin 2014-06-28
ISBN/ISSN 978-331907490-0