Using Data Mining with Time Series Data in Short-Term Stocks Prediction: A Literature Review
Author(s) -
José Azevedo,
Rui M.P. Almeida,
Pedro de Almeida
Publication year - 2012
Publication title -
international journal of intelligence science
Language(s) - English
Resource type - Journals
eISSN - 2163-0356
pISSN - 2163-0283
DOI - 10.4236/ijis.2012.224023
Subject(s) - field (mathematics) , term (time) , computer science , series (stratigraphy) , time series , data mining , data science , machine learning , mathematics , paleontology , physics , quantum mechanics , pure mathematics , biology
Data Mining (DM) methods are being increasingly used in prediction with time series data, in addition to traditional statistical approaches. This paper presents a literature review of the use of DM with time series data, focusing on short- time stocks prediction. This is an area that has been attracting a great deal of attention from researchers in the field. The main contribution of this paper is to provide an outline of the use of DM with time series data, using mainly examples related with short-term stocks prediction. This is important to a better understanding of the field. Some of the main trends and open issues will also be introduced
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom