Research Article
A Trend-Based Segmentation Method and the Support Vector Regression for Financial Time Series Forecasting
Algorithm 1
A pseudocode for TBSM in time series data.
Define: Threshold // cutting threshold | X_Thld // horizontal area | Y_Thld // vertical area | X // a time series | Y // stock price | 1: Procedure TBSM | 2: Let T be represented as , | 3: n = 0 | 4: Draw a line between and | 5: Max d = maximum distance of to the line | 6: If (Max > Threshold) | 7: Let be the point with maximum distance | 8: For j = | 9: If ( < X_Thld) and ( < Y_Thld) | 10: Then Point, n = n + 1 | 11: End If | 12: End For | 13: Select from Point: | 14: Return: S1 = T | 15: S2 = T | 16: End If |
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