Hierarchical algorithm for time series similar pattern matching based on EMD
Suling Jia · Computer Engineering and Applications Journal · 2008
Data mining of time series is an important part of DM(Data Mining).This article first extracts the trend information from financial series using EMD method which is applicable for non-stationary and non-linear time series.Then the hierarchical algorithm for time series similar pattern matching is proposed based on the result of trend extraction which improves the effec-tiveness of similar pattern matching and decreases the redundancy.