in this study, the profitability of contrarian and momentum strategies were traded in mid- term based on trading volume. the stocks were categorized into three parts (high, middle and low) at the outset. then, the relationship between excess return with three components such as cross-sectional risk, lead-lag effect and time-series pattern were examined based on jegadeesh and titman approach.the...

This paper surveys trend analysis methods and their applications in process industry. Basic principles of several methods are presented together with known applications in process monitoring, diagnosis and control. In the first place, the methods presented analyse process measurements or some calculated quantities as time series using various pattern recognition methods. Also computationally mu...

Long-term observations of lake water level are essential to our understanding of the evolution of Tibetan lake system. CryoSat-2 radar altimetry data over the Tibetan Plateau (2010–2014, P2) is used to extend lake level measurements from ICESat laser altimetry (2003–2009, P1). This study evaluates the performance of CryoSat-2 data by comparing with gauge-based water levels that are calibrated b...

Abstract In this paper, a novel technique based on fuzzy method is presented for chaotic nonlinear time series prediction. Fuzzy approach with the gradient learning algorithm and methods constitutes the main components of this method. This learning process in this method is similar to conventional gradient descent learning process, except that the input patterns and parameters are stored in mem...

Online detecting special patterns over financial data streams is an interesting and significant work. Existing many algorithms take it as a subsequence similarity matching problem. However, pattern detection on streaming time series is naturally expensive by this means. An efficient segmenting algorithm ONSP (ONline Segmenting and Pruning) is proposed, which is used to find the end points of sp...

In Taiwan stock market, it has been accumulated large amounts of time series stock data and successful investment strategies. The stock price, which is impacted by various factors, is the result of buyer-seller investment strategies. Since the stock price reflects numerous factors, its pattern can be described as the strategies of investors. In this paper, pattern recognition concept is adapted...

There is a considerable body of work on sequence mining of Web Log Data We are using One Pass frequent Episode discovery (or FED) algorithm, takes a different approach than the traditional apriori class of pattern detection algorithms. In this approach significant intervals for each Website are computed first (independently) and these interval used for detecting frequent patterns/Episode and th...