Efficient Algorithms for Segmentation of Item-Set Time Series

2009 ◽  
pp. 267-297
Author(s):  
Parvathi Chundi ◽  
Daniel J. Rosenkrantz

The Stock Market is a challenging forum for investment and requires immense brainstorming before one shall put their hard earned money to work. This project aims at processing large volumes of data and running comprehensive regression algorithms on the dataset; that will predict the future value of a stock using the regression model with the highest accuracy. The purpose of this paper is to analyze the shortcomings of the current system and building a time-series model that would mitigate most of them by implementing more efficient algorithms. Using this model, anyone can monitor the preferred stock that they want to invest in; and maximize profit by purchasing volume at the lowest price and liquidating the stock when it’s at its highest.


2008 ◽  
Vol 17 (3) ◽  
pp. 377-401 ◽  
Author(s):  
Parvathi Chundi ◽  
Daniel J. Rosenkrantz

1994 ◽  
Vol 144 ◽  
pp. 279-282
Author(s):  
A. Antalová

AbstractThe occurrence of LDE-type flares in the last three cycles has been investigated. The Fourier analysis spectrum was calculated for the time series of the LDE-type flare occurrence during the 20-th, the 21-st and the rising part of the 22-nd cycle. LDE-type flares (Long Duration Events in SXR) are associated with the interplanetary protons (SEP and STIP as well), energized coronal archs and radio type IV emission. Generally, in all the cycles considered, LDE-type flares mainly originated during a 6-year interval of the respective cycle (2 years before and 4 years after the sunspot cycle maximum). The following significant periodicities were found:• in the 20-th cycle: 1.4, 2.1, 2.9, 4.0, 10.7 and 54.2 of month,• in the 21-st cycle: 1.2, 1.6, 2.8, 4.9, 7.8 and 44.5 of month,• in the 22-nd cycle, till March 1992: 1.4, 1.8, 2.4, 7.2, 8.7, 11.8 and 29.1 of month,• in all interval (1969-1992):a)the longer periodicities: 232.1, 121.1 (the dominant at 10.1 of year), 80.7, 61.9 and 25.6 of month,b)the shorter periodicities: 4.7, 5.0, 6.8, 7.9, 9.1, 15.8 and 20.4 of month.Fourier analysis of the LDE-type flare index (FI) yields significant peaks at 2.3 - 2.9 months and 4.2 - 4.9 months. These short periodicities correspond remarkably in the all three last solar cycles. The larger periodicities are different in respective cycles.


1974 ◽  
Vol 3 (12) ◽  
pp. 1171-1186
Author(s):  
Edward Melnick ◽  
John Moussourakis

1982 ◽  
Vol 14 (3) ◽  
pp. 156-166 ◽  
Author(s):  
Chin-Sheng Alan Kang ◽  
David D. Bedworth ◽  
Dwayne A. Rollier

2000 ◽  
Vol 14 (1) ◽  
pp. 1-10 ◽  
Author(s):  
Joni Kettunen ◽  
Niklas Ravaja ◽  
Liisa Keltikangas-Järvinen

Abstract We examined the use of smoothing to enhance the detection of response coupling from the activity of different response systems. Three different types of moving average smoothers were applied to both simulated interbeat interval (IBI) and electrodermal activity (EDA) time series and to empirical IBI, EDA, and facial electromyography time series. The results indicated that progressive smoothing increased the efficiency of the detection of response coupling but did not increase the probability of Type I error. The power of the smoothing methods depended on the response characteristics. The benefits and use of the smoothing methods to extract information from psychophysiological time series are discussed.


Sign in / Sign up

Export Citation Format

Share Document