The Motif Tracking Algorithm
The search for patterns or motifs in data represents a problem area of key interest to finance and economic researchers. In this paper we introduce the Motif Tracking Algorithm, a novel immune inspired pattern identification tool that is able to identify unknown motifs of a non specified length whic...
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| Format: | Article |
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Springer
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| Online Access: | https://eprints.nottingham.ac.uk/720/ |
| _version_ | 1848790468005986304 |
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| author | Wilson, William Birkin, Phil Aickelin, Uwe |
| author_facet | Wilson, William Birkin, Phil Aickelin, Uwe |
| author_sort | Wilson, William |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | The search for patterns or motifs in data represents a problem area of key interest to finance and economic researchers. In this paper we introduce the Motif Tracking Algorithm, a novel immune inspired pattern identification tool that is able to identify unknown motifs of a non specified length which repeat within time series data. The power of the algorithm comes from the fact that it uses a small number of parameters with minimal assumptions regarding the data being examined or the underlying motifs. Our interest lies in applying the algorithm to financial time series data to identify unknown patterns that exist. The algorithm is tested using three separate data sets. Particular suitability to financial data is shown by applying it to oil price data. In all cases the algorithm identifies the presence of a motif population in a fast and efficient manner due to the utilisation of an intuitive symbolic representation. The resulting population of motifs is shown to have considerable potential value for other applications such as forecasting and algorithm seeding. |
| first_indexed | 2025-11-14T18:13:05Z |
| format | Article |
| id | nottingham-720 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| last_indexed | 2025-11-14T18:13:05Z |
| publisher | Springer |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-7202020-05-04T20:34:55Z https://eprints.nottingham.ac.uk/720/ The Motif Tracking Algorithm Wilson, William Birkin, Phil Aickelin, Uwe The search for patterns or motifs in data represents a problem area of key interest to finance and economic researchers. In this paper we introduce the Motif Tracking Algorithm, a novel immune inspired pattern identification tool that is able to identify unknown motifs of a non specified length which repeat within time series data. The power of the algorithm comes from the fact that it uses a small number of parameters with minimal assumptions regarding the data being examined or the underlying motifs. Our interest lies in applying the algorithm to financial time series data to identify unknown patterns that exist. The algorithm is tested using three separate data sets. Particular suitability to financial data is shown by applying it to oil price data. In all cases the algorithm identifies the presence of a motif population in a fast and efficient manner due to the utilisation of an intuitive symbolic representation. The resulting population of motifs is shown to have considerable potential value for other applications such as forecasting and algorithm seeding. Springer Article PeerReviewed Wilson, William, Birkin, Phil and Aickelin, Uwe The Motif Tracking Algorithm. International Journal of Automation and Computing . (Submitted) motif tracking pattern identification http://www.springerlink.com/content/1476-8186 |
| spellingShingle | motif tracking pattern identification Wilson, William Birkin, Phil Aickelin, Uwe The Motif Tracking Algorithm |
| title | The Motif Tracking Algorithm |
| title_full | The Motif Tracking Algorithm |
| title_fullStr | The Motif Tracking Algorithm |
| title_full_unstemmed | The Motif Tracking Algorithm |
| title_short | The Motif Tracking Algorithm |
| title_sort | motif tracking algorithm |
| topic | motif tracking pattern identification |
| url | https://eprints.nottingham.ac.uk/720/ https://eprints.nottingham.ac.uk/720/ |