CN107918914A - A kind of time series data segmentation method in banking software - Google Patents

A kind of time series data segmentation method in banking software Download PDF

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Publication number
CN107918914A
CN107918914A CN201711061586.2A CN201711061586A CN107918914A CN 107918914 A CN107918914 A CN 107918914A CN 201711061586 A CN201711061586 A CN 201711061586A CN 107918914 A CN107918914 A CN 107918914A
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China
Prior art keywords
data
time
destination object
time series
series data
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CN201711061586.2A
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Chinese (zh)
Inventor
叶青
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Zhejiang Fupike Technology Co Ltd
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Zhejiang Fupike Technology Co Ltd
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Priority to CN201711061586.2A priority Critical patent/CN107918914A/en
Publication of CN107918914A publication Critical patent/CN107918914A/en
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    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange

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  • Business, Economics & Management (AREA)
  • Accounting & Taxation (AREA)
  • Finance (AREA)
  • Engineering & Computer Science (AREA)
  • Development Economics (AREA)
  • Economics (AREA)
  • Marketing (AREA)
  • Strategic Management (AREA)
  • Technology Law (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)

Abstract

The invention discloses the time series data segmentation method in a kind of banking software, include the following steps：1) choose a period of time sequence data and add some redundant datas as destination object, and in the starting position of the destination object；2) some chosen in destination object specifies data, second-order low-pass filter is carried out to it, to filter out high-frequency data；3) destination object of second-order low-pass filter is treated as to the curve of time T, obtains whole pole data pair on curve, the pole data is to for numerical value V and time T；4) all pole datas corresponding local maximum MAX, minimum value MIN and corresponding time T in time series data are found out in backtracking1；5) maximum MAX, minimum value MIN and the corresponding time T are connected1, obtain all segment datas of time series data.The present invention by calculating segment data, and the more stable Wave Theory of framework and cycle analysis on this basis automatically, so as to provide the mode of doing business of stabilization for dealer.

Description

A kind of time series data segmentation method in banking software
Technical field
The present invention relates to Econometric and data filtering algorithm field, specifically, is related specifically to a kind of banking software In time series data segmentation method.
Background technology
In financial transaction, some dealers determine mode of doing business, Wave Theory and cycle analysis using technical Analysis Exactly method important in technical Analysis.In current banking software, generally by human subjective to time series Data be segmented and then analyzed, and the situation of thousand people, thousand formula is likely to occur for same data, so as to cause the wave reason of structure By unstable with cycle analysis.
The content of the invention
It is an object of the invention to for deficiency of the prior art, there is provided the time series data in a kind of banking software Segmentation method, by calculating segment data, and the more stable Wave Theory of framework and cycle analysis on this basis automatically, from And the mode of doing business of stabilization is provided for dealer.
Technical problem solved by the invention can be realized using following technical scheme：
A kind of time series data segmentation method in banking software, includes the following steps：
1) a period of time sequence data is chosen as destination object, and it is some in the addition of the starting position of the destination object Redundant data；
2) some chosen in destination object specifies data, second-order low-pass filter is carried out to it, to filter out high-frequency data；
3) destination object of second-order low-pass filter is treated as to the curve of time T, obtains pole data pair whole on curve, The pole data is to for numerical value V and time T；
4) backtracking find out all pole datas in time series data corresponding local maximum MAX, minimum value MIN with And corresponding time T1；
5) maximum MAX, minimum value MIN and the corresponding time T are connected1, obtain all points of time series data Segment data.
Further, the adding method of the redundant data is：First data n times of destination object are repeated, to form Redundant data.
Compared with prior art, the beneficial effects of the present invention are：
By calculating segment data automatically, the short-term concussion of time series data is filtered, and framework ratio on this basis Relatively stable Wave Theory and cycle analysis, so as to provide the mode of doing business of stabilization for dealer.
Brief description of the drawings
Fig. 1 is the flow diagram of the time series data segmentation method in banking software of the present invention.
Fig. 2 is one of embodiment schematic diagram of time series data segmentation method of the present invention.
Fig. 3 is the two of the embodiment schematic diagram of time series data segmentation method of the present invention.
Fig. 4 is the three of the embodiment schematic diagram of time series data segmentation method of the present invention.
Embodiment
To make the technical means, the creative features, the aims and the efficiencies achieved by the present invention easy to understand, with reference to Embodiment, the present invention is further explained.
Referring to Fig. 1, the time series data segmentation method in a kind of banking software of the present invention, including it is following several Step：
1) a period of time sequence data is chosen as destination object, and it is some in the addition of the starting position of the destination object Redundant data；The adding method of redundant data is：First data n times of destination object are repeated, to form redundant data.
2) some chosen in destination object specifies data (such as closing price), and second-order low-pass filter is carried out to it, with filtering Fall high-frequency data；
3) destination object of second-order low-pass filter is treated as to the curve of time T, obtains pole data pair whole on curve, The pole data is to for numerical value V and time T；
4) backtracking find out all pole datas in time series data corresponding local maximum MAX, minimum value MIN with And corresponding time T1；
5) maximum MAX, minimum value MIN and the corresponding time T are connected1, obtain all points of time series data Segment data.
Embodiment
Referring to Fig. 2, after performing step 2), the filtered White curves being changed into figure of K lines；
Participate in Fig. 3, after performing step 4), limit B (on curve) corresponds to D points (in time series), limit A (on curve) Corresponding to C points (in time series)；
Referring to Fig. 4, output be most worth to (... (C, TC), (D, TD) ..., 3 white arrows in figure such as figure are oval in figure In K lines readjustment filtered out by filtering and do not form time slice, such as artificial judgment, can vary with each individual herein.Note:TC:C points when Between；TD:The time of D points.
The basic principles, main features and the advantages of the invention have been shown and described above.The technology of the industry Personnel are it should be appreciated that the present invention is not limited to the above embodiments, and the above embodiments and description only describe this The principle of invention, without departing from the spirit and scope of the present invention, various changes and modifications of the present invention are possible, these changes Change and improvement all fall within the protetion scope of the claimed invention.The claimed scope of the invention by appended claims and its Equivalent thereof.

Claims (2)

1. the time series data segmentation method in a kind of banking software, it is characterised in that include the following steps：
1) choose a period of time sequence data and add some redundancies as destination object, and in the starting position of the destination object Data；
2) some chosen in destination object specifies data, second-order low-pass filter is carried out to it, to filter out high-frequency data；
3) destination object of second-order low-pass filter is treated as to the curve of time T, obtains pole data pair whole on curve, it is described Pole data is to for numerical value V and time T；
4) all pole datas corresponding local maximum MAX, minimum value MIN and phase in time series data are found out in backtracking T between seasonable1；
5) maximum MAX, minimum value MIN and the corresponding time T are connected1, obtain all segments of time series data According to.
2. the time series data segmentation method in banking software according to claim 1, it is characterised in that the redundancy The adding method of data is：
First data n times of destination object are repeated, to form redundant data.
CN201711061586.2A 2017-11-02 2017-11-02 A kind of time series data segmentation method in banking software Pending CN107918914A (en)

Priority Applications (1)

Application Number Priority Date Filing Date Title
CN201711061586.2A CN107918914A (en) 2017-11-02 2017-11-02 A kind of time series data segmentation method in banking software

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Application Number Priority Date Filing Date Title
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CN107918914A true CN107918914A (en) 2018-04-17

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Cited By (1)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN111881579A (en) * 2020-07-27 2020-11-03 成都安世亚太科技有限公司 Complex dynamic data model management method

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CN103544647A (en) * 2012-07-10 2014-01-29 廖倡兴 Method and system for displaying on-demand interval prices of financial commodity
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CN104794235A (en) * 2015-05-06 2015-07-22 曹东 Financial time series segmentation distribution feature computing method and system
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CN106095787A (en) * 2016-05-30 2016-11-09 重庆大学 A kind of Symbolic Representation method of time series data
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CN106204274A (en) * 2014-08-12 2016-12-07 神乎科技股份有限公司 Method for prompting trend of security information
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CN103544647A (en) * 2012-07-10 2014-01-29 廖倡兴 Method and system for displaying on-demand interval prices of financial commodity
CN104077309A (en) * 2013-03-28 2014-10-01 日电（中国）有限公司 Method and device for carrying out dimension reduction processing on time-sequential sequence
CN106204274A (en) * 2014-08-12 2016-12-07 神乎科技股份有限公司 Method for prompting trend of security information
CN104794235A (en) * 2015-05-06 2015-07-22 曹东 Financial time series segmentation distribution feature computing method and system
CN105718603A (en) * 2016-03-31 2016-06-29 北京理工大学 Candlestick graph-based time series data visualization method and device
CN106095787A (en) * 2016-05-30 2016-11-09 重庆大学 A kind of Symbolic Representation method of time series data
CN106157347A (en) * 2016-07-07 2016-11-23 腾讯科技（北京）有限公司 Resource exchange data processing method, device and system
CN106504300A (en) * 2016-10-21 2017-03-15 福建中金在线信息科技有限公司 The method for building up of component and system when a kind of
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* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN111881579A (en) * 2020-07-27 2020-11-03 成都安世亚太科技有限公司 Complex dynamic data model management method

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Application publication date: 20180417