Identifying zigzag based perceptually important points for indexing financial time series

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dc.contributor.authorChaliaw Phetking
dc.contributor.authorMohd Noor Md. Sap
dc.contributor.authorAli Selamat
dc.contributor.correspondenceC. Phetking; Faculty of Science and Technology, Rajabhat Suan Dusit Unviersity, Wachira, Dusit, Bangkok, 10170, Thailand; email: chaliaw-phe@dusit.ac.th
dc.date.accessioned2025-03-10T07:38:08Z
dc.date.available2025-03-10T07:38:08Z
dc.date.issued2009
dc.description.abstractFinancial 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 financial time series analysis that wants to retain the important points and remove others. Therefore, although a number of methods can retain the important points in the financial time series reduction, but, however, they loss the nature of financial time series which consist of several uptrends, downtrends and sideway trends in different resolutions and in the zigzag directions. In this paper, we propose the Zigzag based Perceptually Important Point Identification method to collect those zigzag movement important points. Further, we propose Zigzag based Multiway Search Tree to index these important points. We evaluate our methods in time series dimensionality reduction. The results show the significant performance comparing to other original method. © 2009 IEEE.
dc.identifier.citationProceedings of the 2009 8th IEEE International Conference on Cognitive Informatics, ICCI 2009
dc.identifier.doi10.1109/COGINF.2009.5250725
dc.identifier.isbn978-142444642-1
dc.identifier.scopus2-s2.0-70449382426
dc.identifier.urihttps://repository.dusit.ac.th//handle/123456789/5084
dc.languageEnglish
dc.rights.holderScopus
dc.subjectDimensionality reduction
dc.subjectFinancial time series analysis
dc.subjectImportant points
dc.subjectTime series indexing
dc.subjectZigzag base perceptually important points
dc.subjectZIP based multi-way search tree
dc.titleIdentifying zigzag based perceptually important points for indexing financial time series
dc.typeConference paper
mods.location.urlhttps://www.scopus.com/inward/record.uri?eid=2-s2.0-70449382426&doi=10.1109%2fCOGINF.2009.5250725&partnerID=40&md5=207145db039fbbb169139697bd910c75
oaire.citation.endPage301
oaire.citation.startPage295
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