Gentle, James EWilson, Seunghye Jung2016-09-282016-09-282016https://hdl.handle.net/1920/10463One major interest of financial time series analysis is to identify changepoints of trends and recognize patterns that can be used for classification and clustering of time series. Because of the large amounts of data, nonlinear relationship of the data elements, and the presence of random noise, some method of data reduction is necessary. The data re- duction, however, must preserve the important characteristics of the original data. Many representation methods in the time domain or frequency domain have been suggested to accomplish efficient extraction of information. These include, for example, piecewise lin- ear approximation, symbolic representation, and discrete wavelet transformation (DWT). However, most of the existing methods do not take into consideration time information of trends and/or depend on user-defined parameters, for example the number of segments for piecewise approximation.126 pagesenCopyright 2016 Seunghye Jung WilsonStatisticsDetecting trend changepointsFinancial time seriesSimilarity measuresTime series data representationDissertation