Index financial time series based on zigzag-perceptually important points

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dc.contributor.authorChawalsak Phetchanchai
dc.contributor.authorAli Selamat
dc.contributor.authorAmjad Rehman
dc.contributor.authorTanzila Saba
dc.date.accessioned2025-03-10T07:37:41Z
dc.date.available2025-03-10T07:37:41Z
dc.date.issued2010
dc.description.abstractProblem statement: Financial time series were usually large in size, unstructured and of high dimensionality. Since, the illustration of financial time series shape was typically characterized by a few number of important points. These important points moved in zigzag directions which could form technical patterns. However, these important points exhibited in different resolutions and difficult to determine. Approach: In this study, we proposed novel methods of financial time series indexing by considering their zigzag movement. The methods consist of two major algorithms: first, the identification of important points, namely the Zigzag-Perceptually Important Points (ZIPs) identification method and next, the indexing method namely Zigzag based M-ary Tree (ZM-Tree) to structure and organize the important points. Results: The errors of the tree building and retrieving compared to the original time series increased when the important points increased. The dimensionality reduction using ZM-Tree based on tree pruning and number of retrieved points techniques performed better when the number of important points increased. Conclusion: Our proposed techniques illustrated mostly acceptable performance in tree operations and dimensionality reduction comparing to existing similar technique like Specialize Binary Tree (SB-Tree). © 2010 Science Publications.
dc.identifier.citationJournal of Computer Science
dc.identifier.doi10.3844/jcssp.2010.1389.1395
dc.identifier.issn15493636
dc.identifier.scopus2-s2.0-78049488467
dc.identifier.urihttps://repository.dusit.ac.th//handle/123456789/5042
dc.languageEnglish
dc.rightsAll Open Access; Green Open Access; Hybrid Gold Open Access
dc.rights.holderScopus
dc.subjectFinancial time series indexing
dc.subjectImportant points
dc.subjectTime series
dc.subjectZM-Tree
dc.titleIndex financial time series based on zigzag-perceptually important points
dc.typeArticle
mods.location.urlhttps://www.scopus.com/inward/record.uri?eid=2-s2.0-78049488467&doi=10.3844%2fjcssp.2010.1389.1395&partnerID=40&md5=42857a15eed8cbf0aa583854df26d936
oaire.citation.endPage1395
oaire.citation.issue12
oaire.citation.startPage1389
oaire.citation.volume6
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