Monitoring correlative financial data streams by local pattern similarity

DOI10.1631/JZUS.A0820445zbMath1181.68199MaRDI QIDQ1045646

Jie Shi, Tao Jiang, Yu-Cai Feng, Ge Fu, Bin Zhang, Zhong-Sheng Cao

Publication date: 15 December 2009

Published in: Journal of Zhejiang University. Science A (Search for Journal in Brave)

zbMATH Keywords

correlationdata miningdata streamslocal patternpattern similarity

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Related Items (1)

Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure

Cites Work

• Optimal Expected-Time Algorithms for Closest Point Problems

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