التفاصيل البيبلوغرافية
| العنوان: |
P-lag ratio analysis for sound pattern detection in time series |
| المؤلفون: |
Alahassa, Nonvikan Karl-Augustt |
| المساهمون: |
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) ; https://hal.archives-ouvertes.fr/hal-03207278Test ; International Conference on Data Science and Big Data Analytics (Star Conferences), May 2018, Toronto, Canada |
| بيانات النشر: |
HAL CCSD |
| سنة النشر: |
2018 |
| المجموعة: |
Archive ouverte HAL (Hyper Article en Ligne, CCSD - Centre pour la Communication Scientifique Directe) |
| مصطلحات موضوعية: |
P-lag ratio, Signal, Sound pattern, Time series, Feature transformation, Mixture hidden Markov models (MHMM), [STAT]Statistics [stat], [MATH]Mathematics [math], [STAT.AP]Statistics [stat]/Applications [stat.AP] |
| جغرافية الموضوع: |
Toronto |
| الوقت: |
Toronto, Canada |
| 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. |
| نوع الوثيقة: |
conference object |
| اللغة: |
English |
| العلاقة: |
hal-03207278; https://hal.archives-ouvertes.fr/hal-03207278Test |
| الإتاحة: |
https://hal.archives-ouvertes.fr/hal-03207278Test |
| رقم الانضمام: |
edsbas.A28532B0 |
| قاعدة البيانات: |
BASE |
