9th Joint International Conference on Information Sciences (JCIS-06)

SBT-QL: A Stock Time Series Query Language based on Specialized Binary Tree Representation

Authors
Tak-chung Fu 0, Fu-lai Chung, Robert Luk, Man-yee Au, Chak-man Ng
Corresponding Author
Tak-chung Fu
0The Hong Kong Polytechnic University
DOI
https://doi.org/10.2991/jcis.2006.30How to use a DOI?
Keywords
stock time series, subsequence searching, query language, technical analysis
Abstract
Stock time series query is one of the fundamental components in technical analysis. Technical analysts would like to query either a whole time series or a segment of a time series in different resolutions for long-term or short-term investigations. Moreover, unnecessary data points should be filtered during the query process for easy analysis. In this paper, query approaches for both the whole stock time series and a subsequence of the stock time series based on the SB-Tree representation scheme are proposed. An approximate approach is proposed to improve the performance of the subsequence query process. Moreover, the local and global pruning methods are suggested to filter the unimportant data points. Besides studying these various query methods, an user-oriented query language, called SBT-QL, is proposed for: using easily, implementing efficiently and providing the ability to specify the query conditions to limit the retrieved data. The efficiency and effectiveness of the proposed approach are shown by the experiments.
Open Access
This is an open access article distributed under the CC BY-NC license.

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Proceedings
9th Joint International Conference on Information Sciences (JCIS-06)
Part of series
Advances in Intelligent Systems Research
Publication Date
October 2006
ISBN
978-90-78677-01-7
ISSN
1951-6851
DOI
https://doi.org/10.2991/jcis.2006.30How to use a DOI?
Open Access
This is an open access article distributed under the CC BY-NC license.

Cite this article

TY  - CONF
AU  - Tak-chung Fu
AU  - Fu-lai Chung
AU  - Robert Luk
AU  - Man-yee Au
AU  - Chak-man Ng
PY  - 2006/10
DA  - 2006/10
TI  - SBT-QL: A Stock Time Series Query Language based on Specialized Binary Tree Representation
BT  - 9th Joint International Conference on Information Sciences (JCIS-06)
PB  - Atlantis Press
SN  - 1951-6851
UR  - https://doi.org/10.2991/jcis.2006.30
DO  - https://doi.org/10.2991/jcis.2006.30
ID  - Fu2006/10
ER  -