Update on Recent Matrix Profile Work
Since my previous post, on Matrix Profile (MP), I have been doing a lot of online reading about MP and going back to […]
Read moreCategory: Clustering
A Forex Pair Snapshot Chart
After yesterday’s Heatmap Plot of Forex Temporal Clustering post I thought I would consolidate all the chart types I have recently created […]
Read moreHeatmap Plot of Forex Temporal Clustering of Turning Points
Following up on my previous post, below is the chart of the temporal turning points that I have come up with. This particular […]
Read moreTemporal Clustering Times on Forex Majors Pairs
In the following code box there are the results from the temporal clustering routine of my last few posts on the four […]
Read moreTemporal Clustering on Real Prices, Part 2
Below are some more out of sample plots for the Temporal Clustering solutions of the EUR_USD forex pair for the week just […]
Read moreTemporal Clustering on Real Prices
Having now had time to run the code shown in my previous post, Temporal Clustering, part 3, in this post I want to […]
Read moreTemporal Clustering, Part 3
Continuing on with the subject matter of my last post, in the code box below there is R code which is a […]
Read moreA Temporal Clustering Function, Part 2
Further to my previous post, below is an extended version of the “blurred_maxshift_1d_linear” function. This updated version has two extra outputs: a […]
Read moreA Temporal Clustering Function
Recently a reader contacted me with a view to collaborating on some work regarding the Delta phenomenon but after a brief exchange of […]
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