4 January 202231 August 2024API, Data, intraday forex, Matrix Profile, Oanda, Octave Matrix Profile and Weakly Labelled Data – 2nd and Final Update It has been over three months since my last post, which was intended to be the first in a series of posts on […] Read more
17 September 2021intraday forex, Matrix Profile, Oanda, Octave, Time Series Motifs Matrix Profile and Weakly Labelled Data – Update 1 This is the first post in a short series detailing my recent work following on from my previous post. This post will be […] Read more
4 September 2021intraday forex, Market Profile, Matrix Profile, Octave, Time Series Motifs "Matrix profile: Using Weakly Labeled Time Series to Predict Outcomes" Paper Back in May of this year I posted about how I had intended to use Matrix Profile (MP) to somehow cluster the “initial balance” […] Read more
26 May 2021Clustering, intraday forex, Market Profile, Matrix Profile, Octave, Time Series Motifs, Volume Profile 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 more
26 March 2021Matrix Profile, R Code, Time Series Motifs, Volume Profile Market/Volume Profile and Matrix Profile A quick preview of what I am currently working on: using Matrix Profile to search for time series motifs, using the R […] Read more