The invention discloses a financial
time series similarity query method based on K-chart expression. The method comprises the following steps of
feature extraction, index construction and query
processing. The method comprises the following concrete steps of firstly, extracting
basic mode and classic mode features for a financial
time series based on K-chart expression, and respectively translating the
basic mode and classic mode features into a basic string and a classic string; secondly, respectively constructing reverse indexes on the basic string and the classic string; for each query sequence, after the
basic mode and classic mode features are extracted through the same way, respectively querying the two constructed reverse indexes to acquire two candidate sets, and then carrying out intersection operation to obtain a final candidate set; obtaining a final query result through follow-up
processing. The financial
time series similarity query method based on K-chart expression can effectively realize nearest neighbor query, has higher
measurement precision and query efficiency, has favorable
extensibility for time series length, nearest neighbor query scale and
data set scale, and can play a significant role in the widened
electronic finance trade market.