Abstract

Based on a algorithm for pattern matching in character strings, a pattern description language (PDL) is developed. The compilation of a regular expression, that conforms to the PDL, creates a non deterministic pattern matching machine (PMM) that can be used as a searching device for detecting sequential patterns or functional (statistical) relationships in multidimensional data. As an example, a chart pattern of ex ante unknown length is encoded and its occurrences are searched for in financial data.

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