29 research outputs found

    Empirical analysis of time series

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    Indicators of stock price time series which can be used for forecasting are analyzed here. Analyzed indicators include hurst coefficient, moving averages, bands and channels. An easily expandable platform capable of performing all required actions for analysis is created. This platform is used for collecting financial time series data and analyzing its indicators. Analysis of hurst coefficient is used for generating time series. According to moving average analysis, points where time series value intersects moving average value can be used for forecasting time series direction. Channel analysis gives insight on time series behavior at channel breakouts
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