In this study, we employ a dynamic time warping method to study the topology of similarity networks among 35 major currencies in international foreign exchange (FX) markets, measured by the minimal spanning tree (MST) approach, which is expected to overcome the synchronous restriction of the...

Dimensionality reduction is one of the most important methods to improve the efficiency of the techniques that are applied to the field of multivariate time series data mining. Due to multivariate time series with the variable-based and time-based dimensions, the reduction techniques must take...