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.
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.
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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