Return to search

Feature extraction and pattern matching in time series data.

Wan Po Man Polly. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2001. / Includes bibliographical references (leaves 122-128). / Abstracts in English and Chinese. / Abstract --- p.i / Acknowledgements --- p.v / Contents --- p.vi / List of Figures --- p.x / List of Tables --- p.xiv / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Motivation and Aims --- p.1 / Chapter 1.2 --- Organization of Thesis --- p.5 / Chapter 2 --- Literature Review --- p.6 / Chapter 2.1 --- Dimensionality Reduction --- p.6 / Chapter 2.1.1 --- Fourier Transformation --- p.6 / Chapter 2.1.2 --- Wavelet Transformation --- p.8 / Chapter 2.1.3 --- Singular Value Decomposition --- p.10 / Chapter 2.2 --- Searching Sequence Similarity with Transformation --- p.11 / Chapter 2.2.1 --- Time Warping --- p.11 / Chapter 2.2.2 --- Amplitude Scaling and Shifting --- p.14 / Chapter 2.3 --- Data Smoothing and Noise Removal --- p.18 / Chapter 2.3.1 --- Piecewise Linear Segmentations --- p.18 / Chapter 2.3.2 --- Approximation Function --- p.21 / Chapter 2.3.3 --- Best-fitting Line --- p.23 / Chapter 2.3.4 --- Turning Points --- p.24 / Chapter 3 --- Time-Series Searching with Scaling and Shifting in Amplitude and Time Domains --- p.25 / Chapter 3.1 --- Representation --- p.25 / Chapter 3.1.1 --- Control Points --- p.26 / Chapter 3.1.2 --- Lattice Structure --- p.28 / Chapter 3.1.3 --- Algorithm on Lattice Construction --- p.31 / Chapter 3.2 --- Pattern Matching --- p.32 / Chapter 3.2.1 --- Formulating the Problem of Similarity --- p.35 / Chapter 3.2.2 --- Error Measurement --- p.38 / Chapter 3.3 --- Indexing Scheme --- p.39 / Chapter 3.3.1 --- Indexing with scaling and shifting proposed by Chu and Wong --- p.40 / Chapter 3.3.2 --- Integrating with lattice structure --- p.41 / Chapter 3.4 --- Results --- p.43 / Chapter 4 --- Chart Patterns Searching for Chart Analysis --- p.47 / Chapter 4.1 --- Chart Patterns Overview --- p.47 / Chapter 4.1.1 --- Reversal Patterns --- p.49 / Chapter 4.1.2 --- Continuation Patterns --- p.52 / Chapter 4.2 --- Representation --- p.53 / Chapter 4.2.1 --- Trendline Preparation --- p.54 / Chapter 4.2.2 --- Trendline Pair --- p.59 / Chapter 4.3 --- Three-Phase Pattern Classification --- p.66 / Chapter 4.3.1 --- Phase One: Trendline Pair Classification --- p.66 / Chapter 4.3.2 --- Phase Two: Patterns Merging and Rejection --- p.74 / Chapter 4.3.3 --- Phase Three: Patterns Merging of Unclassified and Un- merged Trendline Pairs --- p.89 / Chapter 4.4 --- Results --- p.90 / Chapter 5 --- Conclusion --- p.100 / Chapter A --- Supplementary Results --- p.103 / Chapter A.1 --- Ascending Triangle --- p.103 / Chapter A.2 --- Descending Triangle --- p.104 / Chapter A.3 --- Falling Wedge --- p.106 / Chapter A.4 --- Head and Shoulders --- p.107 / Chapter A.5 --- Price Channel --- p.109 / Chapter A.6 --- Rectangle --- p.110 / Chapter A.7 --- Rising Wedge --- p.112 / Chapter A.8 --- Symmetric Triangle --- p.113 / Chapter A.9 --- Double Bottom --- p.113 / Chapter A.10 --- Double Top --- p.116 / Chapter A.11 --- Triple Bottom --- p.118 / Chapter A.12 --- Triple Top --- p.120 / Bibliography --- p.122 / Publications --- p.128

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_323707
Date January 2001
ContributorsWan, Po Man Polly., Chinese University of Hong Kong Graduate School. Division of Computer Science and Engineering.
Source SetsThe Chinese University of Hong Kong
LanguageEnglish, Chinese
Detected LanguageEnglish
TypeText, bibliography
Formatprint, xiv, 128 leaves : ill. ; 30 cm.
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

Page generated in 0.0017 seconds