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Implementing a Timeseries Segmentation Algorithm

Presenter: Joel Sebold from Refinitiv                   

Length: 35 Mins

Ever wondered how you could segment huge quantities of high-frequency timeseries tick data streams? Ever been put off due to the technical challenges? In this developer webinar, we investigate the theoretical and practical aspects of how to implement a change point algorithm using a timeseries of tick data. This is an extremely useful technique for those interested in segmentation of time series. We will highlight some of the academic and engineering challenges that come with the application of this class of algorithm to the microsecond tick data frequency space – and also propose workflow solutions that solve for many of these. We will also discuss the results of this type of analysis. If you are interested in or working with problem sets that require High-Performance Analytical Computation – this is a must see webinar for you. For a wealth of Developer-centric content including sample code and apps, tutorials, an actively moderated Q&A forum and to register for events - visit: http://tmsnrt.rs/2lx4mxH