Masters Theses
Symbolic time series analysis using hidden Markov models
Abstract
"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, page iii.
Advisor(s)
Thakur, Mayur
Madria, Sanjay Kumar
Committee Member(s)
Ramakrishnan, Sreeram
Department(s)
Computer Science
Degree Name
M.S. in Computer Science
Publisher
University of Missouri--Rolla
Publication Date
Fall 2007
Pagination
xiv, 95 pages
Rights
© 2007 Nikhil Bhardwaj, All rights reserved.
Document Type
Thesis - Citation
File Type
text
Language
English
Subject Headings
Hidden Markov modelsTime-series analysis -- Mathematical models
Thesis Number
T 9303
Print OCLC #
236487038
Recommended Citation
Bhardwaj, Nikhil, "Symbolic time series analysis using hidden Markov models" (2007). Masters Theses. 42.
https://scholarsmine.mst.edu/masters_theses/42
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