| 摘要 |
A method of developing a rule-constrained statistical pattern recognizer applicable to price formation recognition includes assembling input data containing examples of patterns to be recognized and establishing mandatory recognition rules. The recognition rules are programmed to construct an underspecified or underconstrained recognition model which is applied to the assembled data to produce candidate patterns. The candidate patterns are reviewed and identified as valid or invalid and for each pattern type a residual statistical model is produced based on the candidate patterns identified as valid. A filter is used to ensure that custom conditions such as duration relationships, height relationships and volume requirements are met.
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