Feature extraction and pattern matching in time series data.

Wan Po Man Polly.Thesis (M.Phil.)--Chinese University of Hong Kong, 2001.Includes bibliographical references (leaves 122-128).Abstracts in English and Chinese.Abstract --- p.iAcknowledgements --- p.vContents --- p.viList of Figures --- p.xList of Tables --- p.xivChapter 1 --- Introduction --- p.1Chapter 1.1 --- Motivation and Aims --- p.1Chapter 1.2 --- Organization of Thesis --- p.5Chapter 2 --- Literature Review --- p.6Chapter 2.1 --- Dimensionality Reduction --- p.6Chapter 2.1.1 --- Fourier Transformation --- p.6Chapter 2.1.2 --- Wavelet Transformation --- p.8Chapter 2.1.3 --- Singular Value Decomposition --- p.10Chapter 2.2 --- Searching Sequence Similarity with Transformation --- p.11Chapter 2.2.1 --- Time Warping --- p.11Chapter 2.2.2 --- Amplitude Scaling and Shifting --- p.14Chapter 2.3 --- Data Smoothing and Noise Removal --- p.18Chapter 2.3.1 --- Piecewise Linear Segmentations --- p.18Chapter 2.3.2 --- Approximation Function --- p.21Chapter 2.3.3 --- Best-fitting Line --- p.23Chapter 2.3.4 --- Turning Points --- p.24Chapter 3 --- Time-Series Searching with Scaling and Shifting in Amplitude and Time Domains --- p.25Chapter 3.1 --- Representation --- p.25Chapter 3.1.1 --- Control Points --- p.26Chapter 3.1.2 --- Lattice Structure --- p.28Chapter 3.1.3 --- Algorithm on Lattice Construction --- p.31Chapter 3.2 --- Pattern Matching --- p.32Chapter 3.2.1 --- Formulating the Problem of Similarity --- p.35Chapter 3.2.2 --- Error Measurement --- p.38Chapter 3.3 --- Indexing Scheme --- p.39Chapter 3.3.1 --- Indexing with scaling and shifting proposed by Chu and Wong --- p.40Chapter 3.3.2 --- Integrating with lattice structure --- p.41Chapter 3.4 --- Results --- p.43Chapter 4 --- Chart Patterns Searching for Chart Analysis --- p.47Chapter 4.1 --- Chart Patterns Overview --- p.47Chapter 4.1.1 --- Reversal Patterns --- p.49Chapter 4.1.2 --- Continuation Patterns --- p.52Chapter 4.2 --- Representation --- p.53Chapter 4.2.1 --- Trendline Preparation --- p.54Chapter 4.2.2 --- Trendline Pair --- p.59Chapter 4.3 --- Three-Phase Pattern Classification --- p.66Chapter 4.3.1 --- Phase One: Trendline Pair Classification --- p.66Chapter 4.3.2 --- Phase Two: Patterns Merging and Rejection --- p.74Chapter 4.3.3 --- Phase Three: Patterns Merging of Unclassified and Un- merged Trendline Pairs --- p.89Chapter 4.4 --- Results --- p.90Chapter 5 --- Conclusion --- p.100Chapter A --- Supplementary Results --- p.103Chapter A.1 --- Ascending Triangle --- p.103Chapter A.2 --- Descending Triangle --- p.104Chapter A.3 --- Falling Wedge --- p.106Chapter A.4 --- Head and Shoulders --- p.107Chapter A.5 --- Price Channel --- p.109Chapter A.6 --- Rectangle --- p.110Chapter A.7 --- Rising Wedge --- p.112Chapter A.8 --- Symmetric Triangle --- p.113Chapter A.9 --- Double Bottom --- p.113Chapter A.10 --- Double Top --- p.116Chapter A.11 --- Triple Bottom --- p.118Chapter A.12 --- Triple Top --- p.120Bibliography --- p.122Publications --- p.12