Effectiveness Evaluations of Subsequence Matching Methods Using KOSPI Data


The KIPS Transactions:PartD, Vol. 12, No. 3, pp. 355-364, Jun. 2005
10.3745/KIPSTD.2005.12.3.355,   PDF Download:

Abstract

Previous researches on subsequence matching have been focused on how to make indexes in order to speed up the matching time, and do not take into account the effectiveness issues of subsequence matching methods. This paper considers the effectiveness of subsequence matching methods and proposes two metrics for effectiveness evaluations of subsequence matching algorithms. We have applied the proposed metrics to Korean stock data and five known matching algorithms. The analysis on the empirical data shows that two methods (i.e., the method supporting normalization, and the method supporting scaling and shifting) outperform the others in terms of the effectiveness of subsequence matching.


Statistics
Show / Hide Statistics

Statistics (Cumulative Counts from September 1st, 2017)
Multiple requests among the same browser session are counted as one view.
If you mouse over a chart, the values of data points will be shown.


Cite this article
[IEEE Style]
S. K. Yoo and S. H. Lee, "Effectiveness Evaluations of Subsequence Matching Methods Using KOSPI Data," The KIPS Transactions:PartD, vol. 12, no. 3, pp. 355-364, 2005. DOI: 10.3745/KIPSTD.2005.12.3.355.

[ACM Style]
Seung Keun Yoo and Sang Ho Lee. 2005. Effectiveness Evaluations of Subsequence Matching Methods Using KOSPI Data. The KIPS Transactions:PartD, 12, 3, (2005), 355-364. DOI: 10.3745/KIPSTD.2005.12.3.355.