JP2005259090A - Chart for analyzing time series data - Google Patents

Abstract

<P>PROBLEM TO BE SOLVED: To provide a new chart for analysis as a tool with which a problem with a conventional chart for analyzing time series data is solved, and its fluctuation is recognized, judged and can be predicted comprehensively and visually. <P>SOLUTION: First, an ordinary chart consisting of a demarcation line and a separator using standard deviation, the standardized chart by converting it to a % value, an integrated chart for integrating those are designed. Second, trimming processing for the time series data is performed, a numerically significant data string is chosen, and a non time-series trim chart consisting of a moving average line, the separator, and the like, is designed. Third, in order to make the fluctuation in the time series (the non time-series) data to be easily and visually recognized, the data information such as upswing, downswing, a critical point for the upswing and the downswing is logically classified from the interrelated data value, and its information is expressed with a mark being put on the time series data polygonal line, and the like. By designing the new analysis chart as this, the fluctuation for the time series data can be comprehensively and visually recognized, can be easily judged and predicted. <P>COPYRIGHT: (C)2005,JPO&NCIPI

Description

  The present invention relates to an analysis chart of time series data used when analyzing an up / down trend or pattern of stock price, bond, exchange rate, etc. having time series data.

  Stock prices, receivables, exchange rates, etc. are listed in time series data. Among them, stock price fluctuations are the most notable every day. In Japan, the general method of knowing this stock price trend has long been the period of the US market. There is a candlestick chart consisting of four values of open price, high price, low price, and closing price, with stock price on the vertical axis and time series units such as day, week, and month on the horizontal axis. It is used as. Basically, when the closing price is higher than the opening price, it is represented as a white rectangle “positive line”, and when the closing price is lower than the opening price, it is represented as a black rectangle “hidden line”. ), And various candlestick patterns are formed reflecting market trends (see Non-Patent Document 1).

On the other hand, using a simple line chart that uses only the closing price of time series data and a vertical bar that represents transactions over a period of time, the top of the bar is the high price for that period, the lower point of the bar is the low price, The left mark is the opening price, the right mark is the closing price bar chart, bar chart or candlestick chart with a 20-day moving average line of stock price, and its moving average value ± 2.0 standard deviation line superimposed Bollinger band, which was born in 1983, is often used to predict fluctuations in time-series data such as stock prices (see Non-Patent Document 2).
Truth of Chart Analysis, Toshihiko Yoshimi, Nippon Shortwave Broadcasting, 1998, p. 14 Introduction to Bollinger Band, John Bollinger, Pan Rolling Co., Ltd., 2002, p. 95 Chart Iron Rules, Kohei Nishina, Nihon Keizai Shimbun, 2001, p. 124

  When analyzing fluctuations in time series data, in the case of a candlestick chart that analyzes fluctuations in stock prices, simply a white “positive line” is in an uptrend, and a black “hidden line” is in a downtrend. Can be predicted. However, because it forms various patterns, such as “positive lines” and “hidden lines” being small and accompanied by lines (whiskers) indicating high and low prices, it is particularly difficult to make judgments and forecasts when stock prices rise and fall. Make things. Stock volume is also a very good indicator that reflects market energy, but stock prices may rise even if the volume is low, and the number has a characteristic that it fluctuates chronologically. Therefore, in general, investors, whether they are experts or specialists in investments such as stocks, often get lost in the time of stock price rises or downturns and are overlooked when buying and selling, because they are not accustomed to predicting their fluctuations. There are many things.

  In addition, the line charts used in various fields are simple and clear. For predictions of fluctuations in stock prices, etc., the crossing between moving average lines such as the 25, 75, 200 day moving average line is used, and the upward and downward trends are shown. Although it is possible to predict, it is difficult that the crossing is often delayed from the actual rise or fall turnover. The Bollinger Band is also an excellent chart for time series data analysis that distinguishes relatively high and low prices, but includes candlestick charts with a complex pattern, moving averages, and 89% of time series data A ± 2.0 standard deviation line is displayed with the moving average line set as the center, and represents the time series data with a large fluctuation range on the same coordinate axis. Are often difficult to understand.

  In addition, the time series data of stock prices is generally expressed by the four prices of opening price, high price, low price, closing price and trading volume. However, there are cases where only closing price is available. In most cases, there are no useful methods that can be used to predict fluctuations in time-series data other than line charts.

  The present invention solves the problems of conventional analysis charts related to time series data, and general investors who invest in stock prices, bonds, exchange rates, etc. having time series data easily and visually recognize the fluctuations The objective is to provide a new time-series data analysis chart as a tool for comprehensively understanding, judging and predicting.

  It is a well-known fact that short-term, medium-term, or long-term moving average lines are preferred for analysis charts that predict fluctuations in time-series data, in addition to line charts and candlestick charts. In many cases, the Bollinger band that predicts the ups and downs of time-series data from the crossing of the moving average line of the market, and the Bollinger band that identifies the relative high and low price of the stock price is centered on the short-term 20-day moving average As described above, the chart is standardly set to include about 90% of time series data within ± 2.0 standard deviation. However, instead of using a linear moving average line, a relatively narrower short-term standard deviation band is used, and at about 90% within ± 2.0 standard deviations centered on the short-term moving average value. Instead of including series data, standardize to include almost all time series data within ± 3.0 standard deviations centered on long-term moving averages, analyze changes in time series data, and make judgments and predictions It is also possible to do.

  In the present invention, first, in order to predict the absolute position of the time-series data, two separation lines and short-term moving average lines that are composed of standard deviation lines that are relatively close to the top and bottom from the long-term moving average line are centered. We set a separation band consisting of a relatively narrow short-term standard deviation band and designed a chart that divides time series data into the upper, inner and lower parts of the separation line or separation band (hereinafter referred to as the normal chart and I will write.) Second, the units and values that time series data can take vary widely, and the range that these data values can take varies from wide to narrow. In normal charts, the time series data rises or falls As a result, movement of the average value and reduction or expansion between the separation band and the two separation lines occur, making it difficult to confirm the relative position of the time-series data. Therefore, in order to make it possible to easily recognize the relative position of the time series data, a long-term moving average value including almost all data values (about 99.97%) is statistically centered. 3.0 Standard deviation width is set to 100, and a normal chart is designed to display time-series data converted into% values in that range, two separation lines, and a short-term separation band (hereinafter referred to as the standard chart). This is referred to as a standardized chart.) Thirdly, in order to comprehensively recognize changes in time series data and enhance its judgment and prediction, an integrated chart composed of normalization and relative force charts is usually designed. Fourth, from the viewpoint that it is necessary to analyze using charts of different methods, trimming the time series data to select numerically significant data values, and using the% conversion value sequence converted into% values We designed a non-time series chart consisting of a% conversion value line (or candlestick chart), its moving average line, short-term separation band, relative force moving value line and its moving average line (hereinafter trim)・ It is written as a chart.) Fifth, logically classify the data values that indicate the critical points (thresholds) of ascending, descending or ascending or descending so that fluctuations in time series data and non-time series data can be easily recognized visually, The information was expressed by marking time-series data line,% conversion value line or moving average line, which are important for analysis of fluctuation.

  The time-series data used for the time-series data analysis chart of the present invention is, in principle, the daily, weekly or monthly closing price, and in stock prices, the opening price, high price, low price, closing price, adjusted closing price, Alternatively, it was assumed that one of the volumes could be selected. The number of time series data necessary for the analysis is set to 100 or more, and is set to 150, which is more preferable in consideration of the number of data to be displayed on the display. Further, since the number of samples used for the calculation is 100 or less, the standard deviation of the number of samples minus 1 was used for the calculation of the standard deviation. In addition, the following calculation and confirmation of the display method were performed using Excel (registered trademark) which is a spreadsheet software of Microsoft Corporation.

  First, an integrated chart composed of a normal chart, a standardized chart, and a relative force chart will be described in order (see FIG. 1 of the drawings). The normal chart and the standardized chart were designed so that they could be used independently.

  For the normal chart, the bottom line of the time series data, the separation line A (long-term 60-segment moving average +0.6 standard deviation on the coordinate axis taking the data value on the lower right axis of the integrated chart and the time series on the horizontal axis. Line) and separation line B (long-term 60-segment moving average value-0.6 standard deviation line), separation zone X (short-term 15-segment moving average value + 0.6 standard deviation line and short-term 15-segment moving average value-0) A configuration consisting of a .6 standard deviation line) is represented as a standard setting.

  The long-term section setting is for each of the sections 20, 40, 60, 80, 100 by calculating a reference value from the formula (data value−average value) ÷ standard deviation indicating the relative position of the data value in the normal distribution The movement reference value line is set to 40 sections or more where the approximation starts with the polygonal line pattern of the time series data, and the standard is set to 60 sections, which are more preferable than the approximation starts to converge. The absolute value of the standard deviation indicating the separation of the separation line A and the separation line B from the long-term 60-section moving average line is located outside the separation line A and the separation line B when the time series data rises or falls. In many cases, 0.4 to 0.8, and a more preferable value of 0.6 was set as a standard setting. The section setting of the short-term separation zone X is set to 10 to 25 sections where the intersection with the separation line A and the separation line B of the long-term 60 sections is clear when the time series data rises or falls, and is set to the more preferable 15 sections as standard. . Similarly to the setting of the separation line A and the separation line B, the absolute value of the standard deviation indicating the distance from the short-term 15-section moving average line of the separation band X is the separation band when the time series data rises or falls. A value of 0.4 to 0.8, which is often located outside X, was set to a more preferable value of 0.6.

  When calculated from the 0.6 standard deviation of the normal distribution, the number of data distributed outside the separation band X, outside the separation line A, and the separation line B is about 55%. As a display method on the coordinate axes, the separation line A and the separation line B are used as separation bands, the separation band X is used as two separation lines, further two separation bands, and all are used as four separation lines. Although it is possible to represent it, the separation line A, the separation line B, and the separation band X are adopted in consideration of visual visibility on the chart. The separation zone X substantially includes a 10-segment moving average line of time series data and a symmetric line about the vertical axis of the 15-segment moving average line, and the upper side of the separation zone X when the 10-segment moving average line rises in time series data. And a feature that moves along the lower side when descending.

  For the standardized chart, in order to easily recognize the relative positional relationship of the time series data visually, the data value on the normal chart is converted into a% value using the standard deviation. First, the width of ± 3.0 standard deviation centered on the long-term moving average of 60 sections is set to 100, and time series data, separation line X consisting of two lines, separation line A, and separation line B are calculated as% values. Converted. As a calculation example, for example, when time series data on the 60th day is G, (time series data G−average value of 60 days + standard deviation × 3) ÷ (standard deviation × 6) × 100 The calculation is performed, and the calculation is performed for the remaining time series data by moving by one day. Next, 0, 20, 40, 60, 80, and 100% of the left vertical axis are -3.0, -1.8, -0.6, +0.6, +1.8, +3.0 standard deviations. In the upper part of the integrated chart coordinate axis corresponding to, the% conversion value polyline, the separation band Y, 60% and 40% are represented as horizontal lines.

  On the coordinate axis where the left vertical axis is%, when the separation line A and the separation line B are converted to% values, they become horizontal lines of 60% and 40%, respectively, and are not represented as curves on the coordinate axis. Serves as a 60% long-term separation zone. The separation band Y moves up and down between approximately 20% and 80% on the coordinate axis in accordance with the change in the% conversion value. Similarly to the separation band X, the separation band Y substantially includes a 10-segment moving average line of the time-series data converted into% values and a symmetric line with respect to the vertical axis of the 15-segment moving average line. The converted 10-section moving average line has a feature of moving along the upper side of the separation band Y when the% conversion value increases and moving along the lower side when descending. However, the 10-segment moving average line of the% conversion value itself is not completely included in the separation band Y, and when the% conversion value continues to rise and fall, it moves slightly away from the separation band Y, and the% conversion from the feature This can be used to determine when the value drops rapidly after rising.

  Regarding the relative force chart, a relative force index (RSI; refer to Relative Strength Index, Non-Patent Document 3), which is considered to have been devised by Wells Wilder in 1978, which relatively reflects the increasing strength of time series data. This is a chart using 9 and is often calculated from 9 to 14 intervals, and is generally determined to be relatively strong when the index is 70% or more and too weak when the index is 30% or less. However, if these conditions are used as they are, the unevenness of the displayed moving value line and the moving average line is so severe that it is difficult to handle as an index for assisting the normal chart and the standardized chart of the present invention. Therefore, we decided to improve the calculation method and set the standard as follows. First, a two-section moving average value sequence is calculated in order to suppress variations in time-series data, and a difference between the two sections is obtained from the two-section moving average value sequence. Further, the absolute value of the positive value and the negative value of 20 sections are added separately from the two-section difference data string to obtain an addition increase value and an addition decrease value. Next, the relative force 20-segment movement value and the relative force 10-segment moving average value are calculated from the equation of addition increase value / (addition increase value + addition decrease value) × 100-50 (hereinafter referred to as a relative force equation). In the middle of the integrated chart coordinate axis, the left vertical axis indicates the% value. Here, the section of the moving average value sequence to be obtained first may be 2 to 10 sections, and is simply set to two more preferable sections. Relative force movement value interval setting is an even value of 18, 20, 22, and 24 that are easy to form smooth maxima and minima, whose pattern approximates a time-series data polygonal line. did. The section setting of the relative force moving average value was set to 8 to 12 sections, which form a very smooth slope and curve, clearly intersecting the relative force 20 section moving value, and more preferably 10 sections. The relative force movement value used here is -50% ≦ relative force movement value ≦ 50% from the structure of the equation.

  As a result of analyzing various time-series data using an integrated chart of normal design and a relative force chart, which is usually composed of these normalization and relative force charts, if the time-series data moves below the separation line B, it will be lowered. If the adjustment continues and the separation zone X and the separation line B are passed upward, the upward change will occur. If the upper part of the separation zone X is moved, the increase will continue. It was an event that almost in common was observed to descend when passing through the band X and the separation line B. In addition, both the separation line A and the separation line B often serve as support lines for time-series data and are resistance lines. From this, the critical point for upward conversion was set to the separation line B, and the critical point for downward conversion was set to the separation line A. If this explanation is a standardized chart, the time-series data of the normal chart is replaced with% conversion value, the separation line B is replaced with the 40% line, the separation line A is replaced with the 60% line, and the separation band X is replaced with the separation band Y. The description will be the same. In the relative force chart, when the relative force 20-segment moving value is larger than zero and larger than the relative force 10-segment moving average value, an increase in time-series data is almost common. However, even when the relative force 20-segment movement value has decreased to the right after maximizing, the relative force 20-segment movement value is greater than zero and less than the relative force 10-segment moving average value, the time series data There is a case where an increase in the value is observed, and the determination of the decrease cannot be made only with the relative force chart.

  Based on the results of this analysis, in normal charts, data values that satisfy the ascending conditions of time-series data can be easily recognized visually (time-series data is a separation band). X, or the relative force 20-segment movement value is greater than zero and the relative force 10-segment movement average value), other data values indicating an adjustment or downward trend, and minutes The time series data values smaller than the separation line B are logically classified, and the information is expressed as a time series data line by white circles, black circles, and black squares. In the standardized chart, the% conversion value of time series data is a value of 40% or less, a value between 40% and 60%, or more than 60% so that the critical points of ascending and descending can be easily recognized visually. The data values were logically classified into the following data values, and the information was represented by a black square, a white square, and a white circle as a% conversion value line. In the relative force chart, whether the relative force 20-segment moving value is larger than the relative force 10-segment moving average value or smaller data value so that the strength of the rise of the time series data can be easily recognized visually. The information is logically classified, and the information is expressed by a white circle and a black circle on a moving average line with 10 relative forces. It should be noted that the settings related to the expression of information in the normal chart and the standardized chart can be interchanged.

  The integrated chart finally configured as described above is shown in FIG. The standardized chart indicated by the upper% value indicates the relative position of the time series data, the relative force chart indicated by the middle% indicates the relative strength of the rise in the time series data, and is indicated by the lower data value. The chart represents the absolute position of the time series data. Further, black squares, white squares, white circles, and black circles expressed on the broken line are information marks that satisfy the above-described conditions. When using the integrated chart, confirm the relative positional relationship with the 40% line or 60% line, which is the critical point of the% conversion value, in the standardized chart with the mark on the% conversion line and use the relative force chart to check the relative force. The 20-segment moving value is larger than zero and the relative strength of the increase is confirmed to be larger than the 10-segment moving average value, and the time series data which are actual values in the normal chart are separated lines A and B In addition, the mark on the time-series data broken line is confirmed whether it is the upper portion, the inner portion or the lower portion of the separation band X, and whether it is an increase, adjustment, or decrease. By configuring the integrated chart in this way, it becomes easy to visually recognize time series data up-conversion, up-continuation, adjustment period, down-conversion, and down-continuation. Practically, the data values that make up the polygonal line are represented by easy-to-recognize graphics such as circles, and the information that satisfies the conditions is colored with red, yellow, blue, etc. Can be displayed.

  Next, the design of the trim chart will be described (see FIGS. 2 and 7 of the drawings). This chart has a standard configuration including a% conversion value broken line (or candlestick chart), a 5-section moving average line, a separation zone Z, a relative force 10-section moving value line, and a relative force 5-section moving average line.

  First, the difference between the two sections of the time series data is calculated, and the maximum value before the sign changes from each of the positive value data group and the negative value data group that are continuously deleted and the data value that does not satisfy the predetermined change rate is calculated. The data value that is the value and the minimum value was selected (this is referred to as trimming process). Then, a% conversion value sequence with 100 as the first data after the trimming process was calculated. Use this% conversion value sequence to create a simple line chart, or a candle with the first data of the two sections as the opening price, the second data as the closing price, and the larger of both data as the high price and the smaller as the low price. As a foot chart, the left vertical axis is%, the right vertical axis is%, the horizontal axis is non-time series, and the upper part of the trim chart coordinate axis is shown. Here, the change rate of the two sections applied to the deletion of the time series data is within 2% where the number of data after the trimming process is about one third of the number of the first time series data, more preferably the stock price, the stock price The index and exchange rate change rates were set to 1.0%, 0.5%, and 0.2%, respectively.

  Secondly, in order to suppress the variation of the% conversion value due to the trimming process and make the displayed curve and its slope extremely smooth, a two-section moving average value string is calculated from the% conversion value string, and then the five-section moving average value is calculated. And the separation zone Z (moving standard deviation band consisting of 15 section moving average value + 0.6 standard deviation and 15 section moving average value−0.6 standard deviation) was calculated and represented on the upper stage of the trim chart coordinate axis. . Also, the relative force 10-section moving value and the relative force 5-section moving average value are also calculated from the 2-section moving average value column using the relative force formula described in the integrated chart relative force chart, and are displayed below the trim chart coordinate axis. Represented.

  In addition, the calculation effect from this 2-section moving average value row | line | column was shown in FIG. The left figure of FIG. 7 is a figure calculated and displayed using the% conversion value sequence as it is, and the 5-section moving average line, the relative force 10-section moving value line, and the relative force 5-section moving average line are severely uneven, and the curve is also The inclination is not smooth, and the width of the separation zone Z is wide. However, except for the% conversion value broken line that is displayed using the same% conversion value sequence, the right figure using the 2-segment moving average sequence of the% conversion value sequence shows the 5-segment moving average line and the relative force 10-segment moving value. The curve of the line and the relative force 5-section moving average line and its slope are extremely smooth, and it is easy to recognize the maximum and minimum. Further, as will be described later, each data value is logically classified to indicate information on rising (white circle), falling (black circle), and correction (white triangle) expressed on the 5-section moving average line. The mark in the figure on the right is very consistent with the change in the% conversion value. Compared with the figure on the left, the difference can be seen at a glance, and the 5-section moving average line, the separation zone Z, the relative force 10-section movement value line, and It shows that it is appropriate to calculate and display the relative force 5-section moving average line from the 2-section moving average sequence.

  Here, the interval of the moving average value sequence obtained from the% conversion value sequence may be 2 to 5 intervals, taking into account the decrease of the data value due to the trimming process, and is set as a simpler and more preferable 2 interval. The section of the moving average line in the upper part of the trim chart is set to 3 to 10 sections, and the section is set to 5 sections which are more preferable because the curve and its slope are smooth and the maximum and minimum are clear. The absolute value setting of the standard deviation indicating the separation from the zone Z and the moving average value is 10 to 20 zone and 0.4 to 0.8, respectively, and the 5-zone moving average when the% conversion value rises and falls The line and% conversion value were set to 15 sections and 0.6, which are more preferable, so that the separation from the broken line (or candlestick) becomes clear. The relative force movement value section is set to an even number of 8, 10, and 12 sections, and the relative force movement value line is set to 10 sections that are more preferable to approximate the pattern with the% conversion value broken line (or candlestick chart). . The section of the relative force moving average line was set to 3 to 10 sections, and the curve and the slope were extremely smooth, and the section was set to 5 sections which are more preferable to have a clear intersection with the relative force 10 section moving value line. Note that the separation zone Z substantially includes a symmetric line with respect to the vertical axis of the 10-segment moving average line and its 15-segment moving average line in the% conversion value sequence, and the 10-zone moving average line is separated when the% conversion value increases. It has the feature of moving along the lower side when descending along the upper side of Z.

  As a result of analyzing various time series data using this trim chart, the following things that are almost common were found. First, when the% conversion value goes up, it moves up the 5-zone moving average line and the separation zone Z, and when the rise continues, it moves over the separation zone Z and adjusts from the rise. When entering, it moves down the 5-zone moving average line and moves to the inside of the separation zone Z, and moves downward to the lower part of the separation zone Z when downward conversion and descent continue. Secondly, if the% conversion value rises, the slope of the 5-section moving average increases + to the right, the adjustment starts from the rise, then goes from the minus to the flat minus, and goes down to the right. It changes to minus. Third, the upward conversion of the% conversion value occurs when the relative force 10-section moving value is greater than zero and greater than the relative force 5-section moving average value. However, as explained in the integrated chart, the relative force 10-section movement value has a maximum value and falls to the right, the relative force 10-section movement value is larger than zero, and the relative force 5-section movement average value is larger than zero. When the value is small, there is a case where the% conversion value increases, and it is not possible to judge the decrease only by the relative force 10-segment moving value or the relative force 5-segment moving average value.

  Based on the analysis result, in order to express such information on the trim chart coordinate axis so as to be easily recognized visually, the data values related to each other are logically classified into three classes. In order to simplify the description here, the% conversion value is D, the 5-section moving average value is N, the upper side of the separation band Z is ZA, the lower side of the separation band Z is ZB, the relative force 10-section movement value is P, relative The moving average value of the five sections is abbreviated as Q, the latest data value is abbreviated as second data, and the previous data value is abbreviated as first data.

  The first class is the case where the slope of the 5-section moving average line is greater than zero, the% conversion value is above the separation zone Z, or the relative force 10-section movement value is greater than zero “N second data> N The first data, or D> ZA or P> 0 ”. In the second class, the slope of the 5-section moving average is less than zero, the% conversion value is below the separation zone Z, the% conversion value is less than the 5-section moving average value, or the relative force 10-section moving value Is smaller than zero, “N second data ≦ N first data, or D ≦ ZB, or D ≦ N, or P ≦ 0”. In the third class, the slope of the 5-section moving average line is smaller than zero and the% conversion value is above the separation zone Z, and the slope of the 5-section moving average line is greater than zero and the% conversion value Is larger than the 5-section moving average value, the relative force 10-section moving value is larger than the relative force 5-section moving average value, and the relative force 10-section moving value is smaller than zero “N second data ≦ N First data and D> ZA, or N second data> N first data and D> N and P> Q and P ≦ 0 ”.

  Next, information that satisfies the rising condition of the first class% conversion value is indicated by a white circle, information that satisfies the falling condition of the second class is indicated by a black circle, and information that satisfies the correction condition for the third class is indicated by a white triangle. This is expressed as a 5-section moving average line in the upper part of the chart. In addition, information when the relative force 10-segment moving value is larger than the relative force 5-segment moving average value is represented by a white circle, and otherwise black is represented by a relative force 5-segment moving average line.

  The trim chart finally constructed as described above is shown in FIG. The upper% conversion value (polyline or candlestick chart) represents the relative position after the time series data is trimmed, and the lower relative force 10-segment movement value indicates the relative increase in the% conversion value. Represents a position. In addition, the white circle, black circle, and white triangle on the 5-section moving average line satisfy the above-mentioned correction conditions for rising, descending, and rising. The white circle on the relative force 5-section moving average line indicates that the relative force 10-section moving value is the relative force 5 Each of the information is larger than the section moving average value. When using a trim chart, check whether the mark on the 5-section moving average line and its slope are positive or negative, check the relative positional relationship of the% conversion value with the separation zone Z, and It is confirmed whether the segment movement value is greater than zero and the relative force is greater than the five-segment moving average value, and the fluctuation is predicted by reading the rate of increase or the rate of decrease. By configuring the trim chart in this way, it is easy to visually recognize the upward and downward transition of time-series data, and it is possible to easily read the upward and downward rates. Practically, the data values that make up the moving average line are represented with easy-to-recognize graphics such as circles, and information that satisfies the conditions is colored with red, yellow, blue, etc. Conversion points can be displayed.

  As described above, by using the integrated chart and the trim chart, which are time series data analysis charts according to the present invention, it is possible to visually recognize fluctuations in time series data such as stock prices, bonds, exchange rates, etc. easily and comprehensively. This makes it an extremely useful tool for general investors who invest in stock prices, bonds, exchange rates, etc., to more accurately determine and predict fluctuations in time-series data.

  The configuration and creation method of the integrated chart and the trim chart, which are time-series data analysis charts of the present invention, are described in detail in “Means for Solving the Problems”. If you have some experience with personal computers and software, you can also program them for personal use using commercially available spreadsheet software with extensive functions and graph display functions. If the usage algorithm is emphasized, new program software dedicated to time series data analysis can be designed. Although integrated charts and trim charts are designed to be used independently, in order to judge and predict fluctuations in time-series data, not only daily, but from the viewpoint of gathering more information. From a medium- to long-term perspective, it is preferable to examine the relative and absolute positions of time-series data in the order of monthly, weekly, daily, and to use both charts together. Hereinafter, embodiments of the present invention will be described with reference to FIGS. 1 and 2 of the drawings.

  FIG. 1 is a weekly integrated chart of the Nikkei 225 stock price index with a symbol for explaining the embodiment. The left vertical axis is the% value for the standardized chart and the relative force chart, the lower right vertical axis is the data value for the normal chart, and the horizontal axis is the time series. Reference numeral 9 denotes a standardized chart, 1 is a% conversion value broken line which is the key of the configuration, and 2 is a separation band Y. Reference numeral 10 denotes a relative force chart, 3 is a relative force 20-segment movement value line, and 4 is a relative force 10-segment moving average line. Reference numeral 11 denotes a normal chart, 5 is a time-series data broken line which is the key of the configuration, 6 is a separation band X, 7 is a separation line A, and 8 is a separation line B. In the standardized chart, black squares, which are marks attached to the% conversion value line, indicate data values of 40% or less, white squares indicate data values between 40% and 60%, and white circles indicate data values of 60% or more. Represents. In the relative force chart, the white circle of the mark attached to the relative force 10-section moving average line of reference numeral 4 indicates that the relative force 20-section moving value is larger than the relative force 10-section moving average value, and the black circle is smaller than that. Represents the information. In the normal chart, the white circle which is a mark attached to the time series data polygonal line indicates that the time series data is above the separation band X, or the relative force 20 section movement value is greater than zero and the relative force 10 The rising information that is larger than the section moving average value, the black circle represents information indicating other adjustments or a downward trend, and the black square represents information that the time series data is below the separation line B.

  When analyzing the fluctuation of time series data using the integrated chart constructed in this way, the% conversion value line marker in the standardized chart is relative to the critical point of the 40% and 60% line of the% conversion value. Check the position and check the relative strength of the relative force chart to see if the relative force 20-segment movement value is greater than zero and the relative force 10-segment moving average value. Check whether the actual time series data is at the top, inside, or bottom of separation line A, separation line B, and separation band X, and whether it is rising, adjusting, or falling, and making comprehensive judgments and predictions become.

  FIG. 2 is a weekly trim chart of the Nikkei Stock Average with reference numerals describing the embodiment. The left vertical axis is the% value from which the rate of rise and fall can be read, the lower part of the right vertical axis is the% value for the relative force index, and the horizontal axis is non-time series. Reference numeral 17 indicates a trim chart, 12 is a five-section moving average line that forms the core of the configuration, 13 is a candle chart of% conversion values (may be displayed as a line), 14 is a separation band Z, and 15 is a relative. The force 10 section movement value line, 16 is a relative force 5 section moving average line. The white circle of the mark attached to the 5-section moving average line represents information that satisfies the ascent condition, the black circle represents information that satisfies the descending condition, and the white triangle represents information that satisfies the ascent condition. The white circle of the mark attached to indicates information that the relative force 10-segment moving value is larger than the relative force 5-segment moving average value, and that the black circle is small.

  When analyzing fluctuations in time-series data using the trim chart configured as described above, the mark indicating the correction information of the rising, falling or rising of the five-section moving average line is displayed as the slope of the five-section moving average line. Check whether the percentage conversion value is relative to the separation zone Z in the vertical direction, whether the percentage rises or not, the relative force 10-segment movement value is greater than zero, and the relative force 5-segment moving average value By confirming the relative strength of the rise, whether it is large or not, the rate of rise or fall is read, and fluctuations in the time series data are comprehensively judged and predicted.

  As Example 1, the following FIGS. 1, 3, 4, 5, and 6 are analysis examples using an integrated chart.

  Fig. 1 shows the Nikkei Stock Average and weekly stock prices (from March 3, 2003 to the week of February 9, 2004). In the standardized chart, the% conversion value is the week of June 2, 2003. After passing through the critical point of the separation zone Y and 40% line from above, it turns upward (change from black circle to white square), descends after exceeding 90%, repeats the intersection with separation zone Y, and the criticality of the decline The point is approaching the 60% line. In the relative force chart, the relative force 20-segment movement value coincides with the increase period of the% conversion value and becomes substantially maximum, then descends below the relative force 10-segment moving average line and turns negative. In the normal chart, the time-series data passes through the separation band X and the separation line B and rises and repeats crossing with the separation band X, and becomes a black circle display indicating a downward trend although the high value given twice is almost unchanged. However, the Nikkei Stock Average has not fallen below the separation line A, which is the critical point for the decline, and the adjustment period continues.

  Fig. 3 shows Oki Electric Industry Co., Ltd. daily stock prices (from November 26, 2003 to February 6, 2004). In the standardized chart,% conversion values are separated from December 26, 2003. It goes up through the band Y and 40% line (change from black circle to white square), descends after reaching 80%, passes through the separation band Y, and temporarily interrupts the 60% line. Although the relative force 20-segment movement value also fell below the relative force 10-segment moving average line at the same time as the percentage conversion value entered the separation zone Y, it did not reach minus. The same applies to the normal chart, and the time series data rises almost simultaneously exceeding the separation band X and the separation line B, then enters the separation band X, the separation line A is temporarily interrupted, and the black circle indicating the downward trend continues. Although not shown in the figure, in the weekly integrated chart, the time series data has not yet interrupted the separation line A at the critical point, and in the monthly integrated chart, it has risen above the separation band X and the separation line B. It is in.

  Fig. 4 shows the yen / dollar exchange and weekly time series data (from April 2, 2003 to the week of February 4, 2004). In the standardized chart, the% conversion value is below the 40% line. Move, jump slightly over the line, move down, move back about 20%. The relative force 10-segment moving average line is almost in the negative region within the display period, and the relative force 10-segment moving average line during the sudden fall of the% conversion value, except that the relative force 20-segment moving value has slightly increased. It continues to descend below and reaches a minimum state. The same applies to the normal chart, and the time series data continues to move downward from the separation line B by moving below the separation band X. From this state, it is predicted that it will take some time for the upward transition (from yen appreciation to yen depreciation) beyond the separation band X and the separation line B. Note that just because the% conversion value in the standardized chart is 0% or less or exceeds 100% does not necessarily indicate the minimum or maximum of the time series data, but is confirmed by the normal chart and the relative force chart.

  Fig. 5 shows the US DJI index and monthly stock price (from May 1998 to January 2004). In the standardized chart, the% conversion value exceeded 80% as of May 1998. As with the separation zone Y, the descent continues and the 60% line is interrupted in August 2001, and the relative force 20-segment moving value and the relative force 10-segment moving average line turn negative at approximately the same time. In the normal chart, the stock price enters the separation zone X after giving a high value of about 11,500 dollars, and the black circle display showing a downward trend from the time when the relative force 20-segment moving value falls below the relative force 10-segment moving average line continues. . After that, the time series data of the month is interrupted from the separation line B from July 2002, and after going through the adjustment of the W bottom, the separation line X and the separation line B are passed upward in June 2003. As shown in FIG. 5, the transition of the DJI index after rising can be clearly seen by drawing a trend line (tangent line) on the% conversion value line of the standardized chart rather than the time series line of the normal chart. In this way, when a clear trend line can be drawn on the% conversion value broken line, it is often easy to predict the subsequent fluctuation to some extent.

  FIG. 6 shows US 10-year government bonds, weekly time series% data (from March 17, 2003 to the week of February 2, 2004). In the standardized chart, the% conversion value is July 14, 2003. In the week of the day, it goes up through the separation zone Y and 40% line at the same time, rises to about 80%, falls down and enters the separation zone, and moves inside the zigzag without moving up the separation zone Y , Below 60% line. The relative force 20-segment movement value falls by interrupting the relative force 10-segment moving average, and turns negative. In the normal chart, since the relative force 20-segment movement value is larger than the relative force 10-segment moving average value, it becomes a white circle indicating an increase in the separation band X. Thereafter, the time-series data broken line interrupts the separation line A, The display changes to a black circle indicating a downward trend. Although not shown in the figure, the monthly time-series data moves below the separation line B in the normal chart.

  As Example 2, the following FIGS. 2, 7, 8, 9, and 10 are analysis examples using a trim chart.

  Figure 2 shows the Nikkei Stock Average and weekly stock prices (from May 20, 2002 to the week of February 9, 2004). The 5-section moving average line with black circles is April 21, 2003. After almost continuing to fall, the% conversion value (the candlestick of the Taiyo Line) rose rapidly above the 5-zone moving average line and the separation zone Z at about the same time as the upturning of the integrated chart in FIG. The 5-section moving average line also becomes a white circle, and the slope changes to a plus and rises. After that, although the% conversion value repeats the entry into the separation zone Z twice, it does not fall below the separation zone Z, and the 5-section moving average line is in a black circle state that shows a rising trend and a downward trend. In the relative force chart, the relative force 10-segment movement value rises from the minimum state at the same time as the% conversion value rises, and then the relative force 5 at the same time as the first entry to the separation zone Z of the% conversion value. It is below the segment moving average line, descending and turning negative. In the future, if the% conversion value falls to the lower part of the separation zone Z, it will fall, but it still exists inside the separation zone Z, and the adjustment state continues. The rate of increase in% conversion value is about 30% from the bottom at the time of upward conversion.

  Figure 7 shows Takara Holdings Co., Ltd. and daily stock prices (August 7, 2003 to February 12, 2004). To explain with the right figure, the% conversion value is from August 7, 2003 onwards. Going through the separation zone Z, the slope of the 5-section moving average becomes positive and turns upward. After that, the% conversion value has entered the separation zone Z twice and then passed through the separation zone Z. The 5-section moving average line is a black circle with a downward trend and its slope is also in a negative state. The relative force 10-segment movement value also falls below the relative force 5-segment moving average line in accordance with the two rushes, and turns negative. The rate of increase of the% conversion value is about 60% from the bottom at the time of the upward conversion. The% conversion value rises even when the relative force 10-segment moving value is larger than zero and smaller than the relative force 5-segment moving average value, as after entering the separation zone Z for the first time. In some cases, it should not be judged only by the relative power index. The figure on the left shows the% conversion value as it is used in the calculation, and is a comparison with the figure on the right that is calculated from the two-section moving average column and shown in detail in the trim chart design. Since there is, explanation here is omitted.

  Figure 8 shows UK Man Group's weekly stock price (from June 23, 2001 to the week of February 2, 2004). The five-segment moving average that continued to decline is March 17, 2003. From the week of the day, the slope becomes positive, the white triangle turns into a white circle, and it goes up. From the bottom, the separation zone Z, the 5-section moving average line, and the% conversion value broken line are arranged in this order. Similarly, the relative force 10-segment movement value also increases and reaches a maximum. The rate of increase from the latest bottom is about 97%.

  Figure 9 shows Nissan Motor Co., Ltd.'s weekly stock price (from October 7, 2002 to the week of February 16, 2004). The 5-section moving average line starts from the week of May 5, 2003. The slope also becomes positive and changes from a white triangle to a white circle, and the% conversion value then rapidly rises above the separation zone Z. From the week of November 17, 2003, the% conversion value enters the separation zone Z, the slope of the 5-section moving average line becomes negative, and thereafter continues to descend and exits the separation zone Z. The relative force 10-segment movement value falls below the moving average value of the relative force 5-segment from the week of September 22, 2003, and turns negative. The rate of decrease (decrease rate) from the week of September 1, 2003, when the price has been high, is about 34%.

  FIG. 10 shows the US NASDAQ index and monthly stock price (May 1996 to February 2004). The% conversion value continued to rise in the upper part of the separation zone Z until August 2000 and It becomes the “Great Yin Line”, which declines by about 330% in the month, and goes down at a stretch through the 5-section moving average line and the separation zone Z. Similarly, the slope of the 5-section moving average line is negative, and the relative force 10-section moving value is lower than the relative force 5-section moving average line and descends to become negative. Thereafter, the% conversion value passes the 5-segment moving average line in August 2003, and the 5-segment moving average line is displayed as a white triangle, and its slope rises to the right and starts to rise. The relative force 10-segment movement value also rises and approaches zero. The rate of increase in% conversion from the bottom of September 2002 is about 170%.

  By using the integrated chart and the trim chart, which are time-series data analysis charts according to the present invention, it is possible to easily visually recognize fluctuations in stock prices, receivables, exchange rates, etc. related to finance. It is a very useful tool that enables general investors who invest in such projects to comprehensively understand, judge and predict changes in time series data. In addition, this time series data analysis chart is limited to the above-mentioned fields related to finance, such as R & D, production, sales, logistics, and services. For example, production volume, production volume, sales volume, sales volume, sales volume It can be applied to the analysis, judgment and prediction of various time-series data such as the number of visitors, individual household balance and asset management status.

Integrated chart explaining embodiment of the present invention, weekly Nikkei Stock Average Trim chart, weekly Nikkei Stock Average Index explaining an embodiment of the present invention Oki Electric Industry Co., Ltd. stock price, daily integration chart Yen / dollar exchange, weekly integration chart US DJI index, monthly integration chart US 10-year JGB, weekly integration chart Treasure Holdings Co., Ltd. stock price, daily trim chart UK Man Group stock price, weekly trim chart Nissan Motor Co. stock price, weekly trim chart US NASDAQ Index, monthly trim chart

Explanation of symbols

1:% conversion value polyline, 2: Separation band Y,
3: relative force 20 section moving value line, 4: relative force 10 section moving average line,
5: Time series data line 6: Separation zone X
7: Separation line A, 8: Separation line B,
9: Standardized chart, 10: Relative force chart,
11: Normal chart, 12: 5-segment moving average line,
13:% conversion value (candlestick), 14: separation zone Z,
15: relative force 10 section moving value line, 16: relative force 5 section moving average line,
17: Trim chart

Claims (10)

  An analysis chart for predicting fluctuations in time series data, wherein the vertical axis represents the data value and the horizontal axis represents the time series. Average +0.6 standard deviation line) and separation line B (long-term 60-section moving average value−0.6 standard deviation line), separation band X (short-term 15-section moving average value + 0.6 standard deviation line and short-term The present invention relates to a normal chart having a configuration representing a moving standard deviation band consisting of a 15-section moving average value-0.6 standard deviation line as a standard setting. This normal chart positions the separation line B as the rising critical point and the separation line A as the falling critical point. When the time series data moves below the separation line B, the continuation of the lowering and adjustment, the separation band X and the separation line B Upward conversion when moving up, continuation of rising when moving above separation zone X, adjustment period when moving inside separation zone X after rising, and downward conversion when moving down separation zone X and separation line A have.   2. The normal chart according to claim 1, wherein the long-term calculation interval is 40 to 100, the short-term calculation interval is 10 to 25, and the absolute value of the standard deviation is 0.4 to 0.8. About.   2. The normal chart according to claim 1, wherein the time value is a data value satisfying an ascent condition of the time series data so that the rise and fall of the time series data can be easily recognized visually (the time series data is the upper part of the separation band X). Or if the relative force 20-segment movement value is greater than zero and the relative force 10-segment moving average value), other data values indicating adjustments or downward trends, and the separation line B The present invention relates to logically classifying smaller time-series data values and expressing the information as time-series data lines with different landmarks and coloring.   In order to make it easy to easily recognize the relative position of the time-series data in the normal chart according to claim 1, a long-term 60-section moving average value on a coordinate axis with the vertical axis representing the% value and the horizontal axis representing the time series. Time series data, separation band X, separation line A, and separation line B are calculated and converted to% values, with a width of ± 3.0 standard deviation centered at 100, converted into% values,% conversion value broken line, separation band Y, 60% It relates to a standardized chart that standardizes the normal chart, expressed as lines and 40% lines. This standardized chart places the 40% line on the coordinate axis as the rising critical point and the 60% line as the falling critical point. When the% conversion value of the time series data moves below the 40% line, the descent and adjustment continue and separate. If it moves above the band Y and the 40% line, it moves upward, and if it moves above the separation band Y, it continues to rise, and if it moves inside the separation band Y after it rises, it moves down the adjustment period, the separation band Y and 60% line It has the feature that it is judged as downturning.   The standardized chart according to claim 4, wherein the% conversion value of the time series data is a value of 40% or less, or a value between 40 and 60% so that the rising and falling critical points can be easily recognized visually. And logically classifying the values into values of 60% or more, and applying the information to different marks or colors to express the information in% conversion value broken lines.   The normal chart according to claim 1 and the standardized chart according to claim 4 can each be used independently, but in order to comprehensively recognize the variation of the time series data and enhance its judgment and prediction, the% value From the standardized chart, the relative force 20-segment moving value line, and the relative force 10-segment moving average line on the coordinate axis with the left vertical axis, the data value on the lower right axis, and the time series on the horizontal axis. The relative force chart and the normal chart of claim 1 are arranged in the vertical axis direction and displayed. This integrated chart confirms the relative positional relationship with the critical point of the% conversion value with the mark of the% conversion value line in the standardized chart, and the relative strength with respect to the relative strength of the rise in time series data in the relative force chart. Check whether the 20-axis movement value is greater than zero and the relative force is greater than the 10-zone moving average value, and the time-series data is marked with the time-series data line in the normal chart. It is characterized by checking whether it is the upper part, the inner part or the lower part of the belt X, and whether it is rising, adjusting or falling, and comprehensively judging and predicting.   An analytical chart for predicting fluctuations in time-series data, which is numerically significant by trimming time-series data on a coordinate axis with% values on the left and right vertical axes and non-time series on the horizontal axis. Data is selected and converted from% conversion value sequence to% conversion value line (or candlestick chart), 5-segment moving average line calculated from 2-segment moving average sequence of% conversion value sequence, separation zone Z ( 15 standard moving average value + 0.6 standard deviation and 15 standard moving average value—moving standard deviation band consisting of −0.6 standard deviation), relative force 10 section moving value line, and relative force 5 section moving average line It relates to the trim chart to be set. In this trim chart, the% conversion value goes up above the 5-zone moving average line and the separation zone Z, and when the slope of the 5-section moving average line goes up, the% conversion value moves above the separation zone Z. If the slope of the 5-section moving average line rises to the right, it continues to rise, and after the% conversion value rises, it moves down the 5-section moving average line and moves into the separation zone Z. If the slope of the five-segment moving average line goes down the adjustment period, the% conversion value goes down the 5-zone moving average line and the separation zone Z, and it is determined that the slope of the 5-zone moving down Has features.   8. The trim chart according to claim 7, wherein the calculation interval of the separation band Z is 10 to 20 intervals, and the absolute value of the standard deviation is 0.4 to 0.8.   The trim chart according to claim 7 has the following features regarding display so that the transition of the rise and fall of the% conversion value can be easily recognized visually. Data values that satisfy the rising condition of the% conversion value by combining the data from the% conversion value line of the trim chart, the 5-section moving average line, the separation zone Z, the relative force 10-section moving value line, and the relative force 5-section moving average line (If the slope of the 5-section moving average is greater than zero, the% conversion value is above the separation zone Z, or the relative force 10-section movement value is greater than zero), a data value that satisfies the descent condition (5-section movement) (If the slope of the average line is less than zero, the% conversion value is below the lower side of the separation zone Z, the% conversion value is less than the 5-section moving average value, or the relative force 10-section movement value is less than zero) And a data value that satisfies the rising correction condition (if the slope of the 5-section moving average line is smaller than zero and the% conversion value is above the separation zone Z, or the slope of the 5-section moving average line is zero Bigger and When the conversion value is greater than the 5-section moving average value, the relative force 10-section movement value is greater than the relative force 5-section moving average value, and the relative force 10-section movement value is less than zero) In addition, the present invention relates to expressing the information in a 5-segment moving average line with different marks and colors. The trim chart constructed in this way confirms whether the 5-segment moving average line mark is rising, descending, or indicates a correction condition, and whether the 5-segment moving average line slope rises to the right. Confirm the relative position of the upper and lower relative to the separation zone Z, and confirm the relative strength of the rise whether the relative force 10-segment movement value is greater than zero and greater than the relative force 5-segment movement average value In addition, it is characterized by comprehensively judging and predicting fluctuations in time-series data by reading the rate of increase and the rate of decrease.   8. The trim chart according to claim 7, wherein a curve to be displayed and its inclination are made extremely smooth so that intersections between lines and local maxima and minima can be easily recognized. The% conversion is performed by trimming the time series data to select numerically significant data values and converting them to% values so that the change in the% conversion value matches the ascent, descent, and correction marks represented by the line. Without using the value sequence as it is, the 5-segment moving average value, separation zone Z, relative force 10-segment moving value, and relative force 5-segment moving average value are calculated after obtaining the 2-segment moving average value sequence of the% conversion value sequence. To display.

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