The Motif Detection of Short-term Tendency in Stock Time Series

DOI

10.2991/asei-15.2015.81How to use a DOI?

Keywords

stock time series; motif detection; short-term tendency.

Abstract

A stock time series is composed of a sequence of prices measured from a continuous trade day. Stock motifs are approximately similar segments in a group of different stock time series or market dataset. In this paper, at first, a definition of short-term tendency is defined; secondly, a motif of short-term tendency is introduced in the stock time series. And then a simple and effective method of stock motif detection is proposed to predict the short-term tendency in the stock time series analysis. Finally, a new motif detection of short-term tendency is introduced to predict the trend of temporal stock market trend. An empirical analysis is made to show the efficiency of the proposed method.

Copyright

© 2015, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Wengang Che
PY  - 2015/05
DA  - 2015/05
TI  - The Motif Detection of Short-term Tendency in Stock Time Series
BT  - Proceedings of the 2015 International conference on Applied Science and Engineering Innovation
PB  - Atlantis Press
SP  - 390
EP  - 395
SN  - 2352-5401
UR  - https://doi.org/10.2991/asei-15.2015.81
DO  - 10.2991/asei-15.2015.81
ID  - Che2015/05
ER  -