The Motif Detection of Short-term Tendency in Stock Time Series
Wen-Gang Che · Advances in engineering research/Advances in Engineering Research · 2015
A stock time series is composed of a sequence of prices measured from a continuous trade day.Stock motifs are approximately similar segments in a group of different stock time series or market dataset.In this paper, at first, a definition of short-term tendency is defined; secondly, a motif of short-term tendency is introduced in the stock time series.And then a simple and effective method of stock motif detection is proposed to predict the short-term tendency in the stock time series analysis.Finally, a new motif detection of short-term tendency is introduced to predict the trend of temporal stock market trend.An empirical analysis is made to show the efficiency of the proposed method.