intereresting paper about forecasting stock indices using DTW:
Fast nonlinear deterministic forecasting of segmented stock indices using pattern
matching and embedding techniques.
Type: Posts; User: Boxter
intereresting paper about forecasting stock indices using DTW:
Fast nonlinear deterministic forecasting of segmented stock indices using pattern
matching and embedding techniques.
....so far I found this description for WMIfor30:
Forecast indicator is based on the story of a couple. Taking a specified interval (default 12 bars), we move into the past by comparing the closing...
Hi igorad, the WMIfor indis look great, but I havn't seen any explanation so far about the mathematical background. Can you provide some infos here ?