Identifying zigzag based perceptually important points for indexing financial time series

• Main Authors: Chaliaw Phetking, Mohd Noor Md Sap, Ali Selamat
• Other Authors: Mahidol University
• Format: Conference or Workshop Item
• Published: 2018
• Subjects: Computer Science
• Online Access: https://repository.li.mahidol.ac.th/handle/123456789/27479

Financial time series often exhibit high degrees of fluctuation which are considered as noise in time series analysis. To remove noise, several lower bounding the Euclidean distance based dimensionality reduction methods are applied. But, however, these methods do not meet the constraint of financia...