Research Article

A Study on Stock Graph Recognition Based on Wavelet Denoising and DTW Algorithm

Table 6

Comparison of various methods for optimal DTW distance analysis.

 Zero-step aheadOne-step aheadTwo-step ahead
Preprocessing without wavelet denoisingPreprocessing with wavelet denoisingPreprocessing with MACD

Target graph I2.236 (0.3090)5.02 (0.1661)0.1197 (0.8930)
Target graph II2.637 (0.2749)0.7637 (0.5669)0.1682 (0.8560)
Target graph III3.592 (0.2177)0.9091 (0.5238)0.1171 (0.8951)
Target graph IV1.946 (0.3394)0.6371 (0.6108)0.1172 (0.8950)
Target graph V4.897 (0.1695)0.4918 (0.6703)0.076 (0.9293)