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@article{ART001529980},
author={조영희 and Gye Sung Lee},
title={Modeling and Prediction of Time Series Data based on Markov Model},
journal={Journal of The Korea Society of Computer and Information},
issn={1598-849X},
year={2011},
volume={16},
number={2},
pages={225-234}

TY - JOUR
AU - 조영희
AU - Gye Sung Lee
TI - Modeling and Prediction of Time Series Data based on Markov Model
JO - Journal of The Korea Society of Computer and Information
PY - 2011
VL - 16
IS - 2
PB - The Korean Society Of Computer And Information
SP - 225
EP - 234
SN - 1598-849X
AB - Stock market prices, economic indices, trends and changes of social phenomena, etc. are categorized as time series data. Research on time series data has been prevalent for a while as it could not only lead to valuable representation of data but also provide future trends as well as changes in direction. We take a conventional model based approach, known as Markov chain modeling for the prediction on stock market prices. To improve prediction accuracy, we apply Markov modeling over carefully selected intervals of training data to fit the trend under consideration to the model. Another method we take is to apply clustering to data and build models of the resultant clusters. We confirmed that clustered models are better off in predicting, however, with the loss of prediction rate.
KW - time series;Makov model;Prediction model
DO -
UR -
ER -

조영희 and Gye Sung Lee. (2011). Modeling and Prediction of Time Series Data based on Markov Model. Journal of The Korea Society of Computer and Information, 16(2), 225-234.

조영희 and Gye Sung Lee. 2011, "Modeling and Prediction of Time Series Data based on Markov Model", Journal of The Korea Society of Computer and Information, vol.16, no.2 pp.225-234.

조영희, Gye Sung Lee "Modeling and Prediction of Time Series Data based on Markov Model" Journal of The Korea Society of Computer and Information 16.2 pp.225-234 (2011) : 225.

조영희, Gye Sung Lee. Modeling and Prediction of Time Series Data based on Markov Model. 2011; 16(2), 225-234.

조영희 and Gye Sung Lee. "Modeling and Prediction of Time Series Data based on Markov Model" Journal of The Korea Society of Computer and Information 16, no.2 (2011) : 225-234.

조영희; Gye Sung Lee. Modeling and Prediction of Time Series Data based on Markov Model. Journal of The Korea Society of Computer and Information, 16(2), 225-234.

조영희; Gye Sung Lee. Modeling and Prediction of Time Series Data based on Markov Model. Journal of The Korea Society of Computer and Information. 2011; 16(2) 225-234.

조영희, Gye Sung Lee. Modeling and Prediction of Time Series Data based on Markov Model. 2011; 16(2), 225-234.

조영희 and Gye Sung Lee. "Modeling and Prediction of Time Series Data based on Markov Model" Journal of The Korea Society of Computer and Information 16, no.2 (2011) : 225-234.