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Category: Time Series Motifs

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 […]

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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” […]

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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 […]

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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 […]

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