Symbolic time series analysis using hidden Markov models
"The thesis presents two Hidden Markov Model (HMM) based methodologies for the analysis and prediction of financial time series. Both methodologies are symbolic i.e., the time series is discretized into a sequence of symbols and future symbols are predicted based on the past symbols"--Abstract, leaf iii.
Madria, Sanjay Kumar
M.S. in Computer Science
University of Missouri--Rolla
xiv, 95 leaves
© 2007 Nikhil Bhardwaj, All rights reserved.
Thesis - Citation
Library of Congress Subject Headings
Hidden Markov models
Time-series analysis -- Mathematical models
Print OCLC #
Link to Catalog Record
Full-text not available: Request this publication directly from Missouri S&T Library or contact your local library.http://laurel.lso.missouri.edu/record=b6431636~S5
Bhardwaj, Nikhil, "Symbolic time series analysis using hidden Markov models" (2007). Masters Theses. 42.