Identifikácia anomálnych segmentov časových radov

Abstract

The Master’s thesis "Identification of Anomalous Patterns of Time Series" by Bc. Samuel Vašečka focuses on the analysis and identification of specific segments of time series that imply an upcoming change in their trend. It specifically deals with technical indicators such as Elliott Waves, triangles, and flags. The aim of the thesis is to test the combination of certain algorithms and verify their applicability for the identification of these anomalies – indicators. The work includes an evaluation of the current state in the field of technical indicator identification, the determination of areas where this approach is used, the proposal of a custom solution programmed in Python, the execution of experiments, and an evaluation of the results.