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    尚书敬, 张有仁, 刘洁. RCR:一种面向金融时间序列的相似度量模型[J]. 华东理工大学学报(自然科学版), 2005, (6): 775-777811.
    引用本文: 尚书敬, 张有仁, 刘洁. RCR:一种面向金融时间序列的相似度量模型[J]. 华东理工大学学报(自然科学版), 2005, (6): 775-777811.
    SHANG Shu-jing, ZHANG You-ren , LIU Jie. RCR :A Similarity Model for Financial Time Series[J]. Journal of East China University of Science and Technology, 2005, (6): 775-777811.
    Citation: SHANG Shu-jing, ZHANG You-ren , LIU Jie. RCR :A Similarity Model for Financial Time Series[J]. Journal of East China University of Science and Technology, 2005, (6): 775-777811.

    RCR:一种面向金融时间序列的相似度量模型

    RCR :A Similarity Model for Financial Time Series

    • 摘要: 在对我国证券市场交易数据的研究基础上,提出了一种新的面向金融时间序列的相似度量模型。此模型的数学定义清晰,易于计算机实现,能够有效完成形态搜索的自动化。给出了模型的形式化定义和模型的性质,并在实际股票交易数据上进行了相似性搜索实验,实验结果验证了模型的识别能力。

       

      Abstract: We present a new similarity model for measuring the similarity between two financial time series.This model has an explicit mathematical definition and can effectively implement the automation of shape search. This paper gives the formal definition and properties of the model.At last we perform an(experiment) on stock data of chinese stock market to demonstrate the model's ability in finding the similar sequences.

       

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