搜索
基于特征分析的金融时间序列挖掘若干关键问题研究作者：黄超学位授予单位：复旦大学被引用次数：7次参考文献(120条)1.参考文献2.SAshok.WAndreasImprovingTimeSeriesSegmentationwithGatedExpertsthroughAnnealing,[TechnicalReportCU-CS-795-95,Dept.ofComputerScienceandInstituteofCognitiveScienceUniversityofColorado,USA]19963.AAming.RAgrawal.PRagaranALinearMethodforDeviationDetectioninLargeDatabases19964.BAbrahao.DBarbara.VAlmeida.F.RibeiroFractalCharacterizationofWebWorkloads20025.MAnkerst.MBreunig.HPKriegel.J.SanderOPTICS:OrderingPointstoIdentifyClusteringStructure19996.SBAchelisTechnicalAnalysisfromAtoZ20017.RAgrawal.CFaloutsos.ASwamiEfficientsimilaritysearchinsequencedatabases19938.RAgrawal.JGehrke.DGunopulos.P.RaghavanAutomaticSubspaceClusteringofHighDimensionalDataforDataMiningApplications19989.CCAggarwal.AHinneburg.DKeimOntheSurprisingBehaviorofDistanceMetricsinHighDimensionalSpace200110.RAgrawal.TImielinski.ASwamiMiningAssociationRulesBetweenSetsofItemsinLargeDatabases199311.RAgrawal.RSrikantFastAlgorithmsforMiningAssociationRules199412.NAshok.SrivastavaWAndreasImprovingTimeSeriesSegmentationwithGatedExpertsthroughAnnealing,[TechnicalReportCU-CS-795-95,Dept.ofComputerScienceandInstituteofCognitiveScienceUniversityofColorado,USA]199613.JAlon.SSclaro.GKollios.V.PavlovicDiscoveringClustersinMotionTime-seriesData200314.RTBaillieLongMemoryProcessesandFractionalIntegrationinEconometrics1996(73)15.DBarbar'a.PChenUsingtheFractalDimensiontoClusterDatasets200016.JDBerndt.JCliffordUsingDynamicTimeWarpingtoFindPatternsinTimeSeries199417.KBeyer.JGoldstein.RRamakrishnan.U.ShaftWhenisNearestNeighborsMeaningful?199918.GEBox.GMJenkins.GCReinselTimeSeriesAnalysisForecastingandControl199419.AJBagnall.GJanakec.MZhangClusteringTimeSeriesfromMixturePolynomialModelswithDiscretisedData.[TechnicalReportCMP-C03-17SchoolofComputingSciences,UniversityofEastAnglia]200320.RLBarry.WKinsnerMultifractalCharacterizationforClassificationofNetworkTraffic200421.MMBreunig.HPKriegel.RNgJSandekLOF:IdentifyingDensity-BasedLocalOutliers200022.RLBarry.WKinsner.JPear.T.MartinMultifractalCharacterizationforClassificationofSelf-affineSignals23.NBeckman.HPKriegel.RSchneider.B.SeegerTheR*-tree:AnEfficientandRobustAccessMethodforPointsandRectangles199024.VBarnett.TLewisOutliersinStatisticalData199425.SBrin.RMotwani.JDUllman.S.TsurDynamicItemsetCountingandImplicationRulesforMarketBasketData199726.JPBouchaud.MPottersTheoryofFinancialRisks200027.BBMandelbrot.PHCootner.EFFama.W.SMorris,H.MTaylorFractalsandScalingInFinance199728.JPBouchaudl.MPottersl.MMeyerApparentmultifractalityin_nancialtimeseries200029.PMTBroersenAccurateARMAModelswithDurbin'sSecondMethod.Acoustics,Speech,andSignalProcessing199930.YBBao.GYu.HLSun.D.LWangPerformanceOptimizationofFractalDimensionBasedFeatureSelectionAlgorithm200431.陈颙.陈凌分形几何学199832.ZChen.PCIvanov.KHu.H.EStanleyEffectofNonstationaritiesonDetrendedFluctuationAnalysis200233.KChakrabarti.EKeogh.SMehrotra.M.JPazzaniLocallyAdaptiveDimensionalityReductionforIndexingLargeTimeSeriesDatabases[外文期刊]2002(02)34.PCiaccia.MPatella.PZezulaM-tree:AnEfficientAccessMethodforSimilaritySearchinMetricSpaces199735.GDas.KLin.HMannila.G.Renganathan,P.SmythRuleDiscoveryfromTimeSeries199836.MEster.HPKriegel.JSander.X.XuADensity-basedAlgorithmforDiscoveringClustersinLargeSpatialDatabases199637.UMFayyad.GPiatetsky-Shaperio.PSmyth.R.UthurusamyAdvancesinKnowledgeDiscoveryandDataMining199638.FransesPHTimeSeriesModelsforBusinessandEconomicForecasting199839.GPCFung.JXYu.WLamNewsSensitiveStockTrendPrediction200240.MGavrilov.DAnguelov.PIndyk.R.MotwaniMiningtheStockMarket:WhichMeasureisBest?200041.龚惠群.黄超.彭江平具有双时间维约束的股票序列模式挖掘[期刊论文]-计算机工程2003(20)42.SGuha.RRastogi.KShimCURE:AnEfficientClusteringAlgorithmforLargeDatabases199843.XGe.PSmythSegmentalSemi-MarkovModelsforEndpointDetectioninPlasmaEtching200144.DNGujaratiBasicEconometrics200345.AGuttmanR-tree:ADynamicIndexStructureforSpatialSearching198446.JDHamiltonTimeSeriesAnalysis199447.DHawkinsIdentificationofOutliers198048.JWHan.MKambrDataMining:ConceptsandTechniques200149.DHand.HMannila.PSmythPrinciplesofDataMining200150.HVJagadish.NKoudas.SMuthukrishnanMiningDeviantsinaTimeSeriesDatabase51.JKohlmorgen.SLemmADynamicHMMforOn-lineSegmentationofSequentialData200152.KVKanth.DAgrawal.ASinghDimensionalityReductionforSimilaritySearchinginDynamicDatabases199853.EKeogh.SChu.DHartD.M.PazzaniAnOnlineAlgorithmforSegmentingTimeSeries200154.EKeogh.KChakrabarti.MPazzani.MehrotraDimensionalityReductionforFastSimilaritySearchinLargeTimeSeriesDatabases200055.EKeogh.KChakrabarti.MPazzani.S.MehrotraLocallyAdaptiveDimensionalityReductionforIndexingLargeTimeSeriesDatabases200156.KKalpakis.DGada.VPuttaguntaDistanceMeasuresforEffectiveClusteringofARIMATimeSeries200157.GKarypis.EHHan.VKumarCHAMELEON:AHierarchicalClusteringAlgorithmUsingDynamicModeling199958.EKeogh.SKasettyOntheNeedforTimeSeriesDataMiningBenchmarks:ASurveyandEmpiricalDemonstration200259.EKnorr.RNgAlgorithmsforMiningDistance-basedOutliersinLargeDataSets199860.EKeogh.MPazzaniAnEnhancedRepresentationofTimeSerieswhichAllowsFastandAccurateCla