Dynamic Time Warp


Interesting read over on Systematic Investor, “Time Series Matching with Dynamic Time Warping”.  Would be interesting to apply DTW against trading recommendations.   Another paper on DTW also looking interesting: Trading Strategies based on Pattern Recognition in Stock Futures Market using Dynamic Time Warping Algorithm.  Likewise: Patterns In Financial Markets:dynamic Time Warping

~ by mdavey on August 15, 2014.

One Response to “Dynamic Time Warp”

  1. I remember someone asking about time series and pattern detection on the Mahout mailing list a while ago – http://markmail.org/thread/f6fjplmxuq4cpnmk. I think the Etsy team has done some interesting work in this area for their data center monitoring.

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