Positive and negative local trend association patterns in analysis of associations between time series

dc.contributor.author	Batyrshin I.
dc.contributor.author	Solovyev V.
dc.date.accessioned	2018-09-18T20:08:21Z
dc.date.available	2018-09-18T20:08:21Z
dc.date.issued	2014
dc.identifier.issn	0302-9743
dc.identifier.uri	https://dspace.kpfu.ru/xmlui/handle/net/136889
dc.description.abstract	The paper introduces new time series shape association measures based on Euclidean distance. The method of analysis of associations between time series based on separate analysis of positively and negatively associated local trends is discussed. The examples of application of the proposed measures and methods to analysis of associations between historical prices of securities obtained from Google Finance are considered. An example of time series with inverse associations between them is discussed. © 2014 Springer International Publishing.
dc.relation.ispartofseries	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
dc.subject	Google Finance
dc.subject	hierarchical clustering
dc.subject	local trend associations
dc.subject	moving approximation transform
dc.subject	Time series shape association measure
dc.title	Positive and negative local trend association patterns in analysis of associations between time series
dc.type	Conference Paper
dc.relation.ispartofseries-volume	8495
dc.collection	Публикации сотрудников КФУ
dc.relation.startpage	92
dc.source.id	SCOPUS03029743-2014-8495-SID84904873198

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Публикации сотрудников КФУ Scopus [24551]
Коллекция содержит публикации сотрудников Казанского федерального (до 2010 года Казанского государственного) университета, проиндексированные в БД Scopus, начиная с 1970г.