P-lag ratio analysis for sound pattern detection in time series
| العنوان: | P-lag ratio analysis for sound pattern detection in time series |
|---|---|
| المؤلفون: | Alahassa, Nonvikan Karl-Augustt |
| المساهمون: | Alahassa, Nonvikan Karl-Augustt, Département de Mathématiques et de Statistiques [UdeM- Montréal], Université de Montréal (UdeM) |
| المصدر: | International Conference on Data Science and Big Data Analytics International Conference on Data Science and Big Data Analytics (Star Conferences) International Conference on Data Science and Big Data Analytics (Star Conferences), May 2018, Toronto, Canada |
| بيانات النشر: | HAL CCSD, 2018. |
| سنة النشر: | 2018 |
| مصطلحات موضوعية: | [STAT]Statistics [stat], Signal, [STAT.AP]Statistics [stat]/Applications [stat.AP], Time series, [STAT.AP] Statistics [stat]/Applications [stat.AP], Mixture hidden Markov models (MHMM), Sound pattern, Feature transformation, [MATH] Mathematics [math], [MATH]Mathematics [math], P-lag ratio, [STAT] Statistics [stat] |
| الوصف: | International audience; In this paper, we investigate sound patterns in financial historical data. We apply the p-lag ratio transformation to real stocks data and random time series data. The results reveal specific pattern to stocks times series, in contrast to time series generate at random. |
| اللغة: | English |
| الوصول الحر: | https://explore.openaire.eu/search/publication?articleId=doi_dedup___::696c7cea4bed1c2d66fa1474d71896e7Test https://hal.archives-ouvertes.fr/hal-03207278Test |
| حقوق: | OPEN |
| رقم الانضمام: | edsair.doi.dedup.....696c7cea4bed1c2d66fa1474d71896e7 |
| قاعدة البيانات: | OpenAIRE |
| الوصف غير متاح. |