Time series clustering and anomaly detection in the financial markets

• Main Author: Lim, Wilbur Yong Wei
• Other Authors: Ke Yiping, Kelly
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2021
• Subjects: Engineering::Computer science and engineering
• Online Access: https://hdl.handle.net/10356/148473
• Institution: Nanyang Technological University

Time series clustering and anomaly detection provide researches with useful domain insights but are also two of the most challenging time series data mining issues. As both activities have high time complexity cost and high memory requirements, few studies on large time series datasets have been mad...