Imaging feature-based clustering of financial time series.

ABSTRACT: Timeseries representation underpin our ability to understand and predict the change of natural system. Series are often predicated on our choice of highly redundant factors, and in fact, the system is driven by a much smaller set of latent intrinsic keys. It means that a better representation of data makes points in phase space clearly for researchers. Specially, a 2D structure of timeseries could combine the trend and correlation characters of different periods in timeseries together, which provides more clear information for top tasks. In this work, the effectiveness of 2D structure of timeseries is investigated in clustering tasks. There are 4 kinds of methods that the Recurrent Plot (RP), the Gramian Angular Summation Field (GASF), the Gramian Angular Differential Field (GADF) and the

SUBMITTER: Wu J 

PROVIDER: S-EPMC10370745 | biostudies-literature | 2023

REPOSITORIES: biostudies-literature