A Real Time Hybrid Pattern Matching Scheme for Stock Time Series

Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with host publication)peer-review

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Author(s)

  • Zhe Zhang
  • Jian Jiang
  • Xiaoyan Liu
  • Huaiqing Wang
  • Rui Zhang

Related Research Unit(s)

Detail(s)

Original languageEnglish
Title of host publicationDatabase Technologies 2010
Subtitle of host publicationProceedings of the Twenty-First Australasian Database Conference
EditorsHeng Tao Shen, Athman Bouguettaya
PublisherAustralian Computer Society
Pages161-169
ISBN (Print)978-1-920682-85-9
Publication statusPublished - 2010

Publication series

NameConferences in Research and Practice in Information Technology
Volume104
ISSN (Print)1445-1336

Conference

Title21st Australasian Database Conference, ADC 2010
PlaceAustralia
CityBrisbane
Period18 - 21 January 2010

Abstract

Pattern matching in stock time series is an active research area in data mining. We propose a new real-time hybrid pattern-matching algorithm in this paper. The algorithm is based on the Spearman's rank correlation, rule sets and sliding window. The concept of sliding windows enables patterns matching to be performed only based on subsequence of stock data which are freshly received. Therefore the proposed algorithm can be applied in real-time application and processing time can be reduced. Spearman's rank correlation coefficient is used to classify the preferred patterns effectively and efficiently first and use the rule sets to provide further ability for describing the query patterns so that is more effective, sensitive and constrainable in distinguishing individual patterns. Encouraging experiment is reported from the tests that the proposed scheme outperforms the other methods both effectively and efficiently, especially in differentiating the special preferred stock patterns or even distorted patterns. © 2010, Australian Computer Society, Inc.

Research Area(s)

  • Pattern matching, Spearman's rank correlation coefficient, Stock time series

Citation Format(s)

A Real Time Hybrid Pattern Matching Scheme for Stock Time Series. / Zhang, Zhe; Jiang, Jian; Liu, Xiaoyan et al.
Database Technologies 2010: Proceedings of the Twenty-First Australasian Database Conference. ed. / Heng Tao Shen; Athman Bouguettaya. Australian Computer Society, 2010. p. 161-169 (Conferences in Research and Practice in Information Technology; Vol. 104).

Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with host publication)peer-review