2008
DOI: 10.1007/s11633-008-0032-0
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The motif tracking algorithm

Abstract: Abstract:The search for patterns or motifs in data represents a problem area of key interest to finance and economic researchers. In this paper we introduce the Motif Tracking Algorithm, a novel immune inspired pattern identification tool that is able to identify unknown motifs of a non specified length which repeat within time series data. The power of the algorithm comes from the fact that it uses a small number of parameters with minimal assumptions regarding the data being examined or the underlying motifs… Show more

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Cited by 23 publications
(34 citation statements)
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“…We direct the readers attention to [22] for a more in depth description of this algorithm if further information is required. The parameters required in the MTA include the length of a symbol s, the match threshold r, and the alphabet size a.…”
Section: Long and Short Term Memorymentioning
confidence: 99%
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“…We direct the readers attention to [22] for a more in depth description of this algorithm if further information is required. The parameters required in the MTA include the length of a symbol s, the match threshold r, and the alphabet size a.…”
Section: Long and Short Term Memorymentioning
confidence: 99%
“…This process is repeated for all sliding windows across T to generate m-s+1 subsequences, each consisting of symbol strings comprising one character. Additional information on this process can be found in [22].…”
Section: Mtamentioning
confidence: 99%
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