Pattern Matching in Multidimensional Time Series
Arnold Polanski · 2002
Based on the algorithm for pattern matching in a character string, a pattern description language (PDL) is developed. The compilation of a regular expression, that conforms to the PDL, creates a non-deterministic pattern matching machine (PMM) that can be used as a searching device for detecting se-quential patterns or functional (statistical) relation-ships in multidimensional data. As an example, a chart pattern of ex ante unknown length is encoded and its occurences are searched for in …nancial data. 1.