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As I am fairly new to RapidMiner, I have a Historical Financial Data Set (with attributes Date, Open, Close, High, Low, Volume Traded) from Yahoo Finance and I am trying to find a way to segment it such as in the image below:

Time Series of 180 days segmented

I am also planning on performing this segmentation on more than one of such Data Sets and then comparing between each segmentation (i.e. Segment 1 for Data Set A against Segment 1 for Data Set B), so I would preferably require an equal number of segments each.

I am aware that certain extensions are available within the RapidMiner Marketplace, however I do not believe that any of them have what I am looking for. Your assistance is much appreciated.

Edit: I am currently trying to replicate the Voting-Based Outlier Mining for Multiple Time Series (V-BOMM) with multiple data sets. So far, I am able to perform the operation by recording and comparing common dates against each other.

However, I would like to enhance the process to compare Segments rather than simply dates. I have gone through the existing functionalities of RapidMiner, and thus far I don't believe any fit my requirements.

I have also considered Dynamic Time Warping, but I can't seem to find an available functionality in RapidMiner.

Ultimate question: Can someone guide me to functionalities that can help replicate the segmentation in the attached image such that the segments can be compared between Historic Data Sets in RapidMiner? Also, can someone guide me on how to implement Dynamic Time Warping using RapidMiner?

Has QUIT--Anony-Mousse
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Tasha Schmidt
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  • Can you add a question to all of this? Usually a sentence that ends in a question mark (?). – Erik Philips Dec 23 '17 at 19:01
  • @ErikPhilips Modified questions accordingly, will keep that in mind in the future. – Tasha Schmidt Dec 23 '17 at 20:02
  • A good question would involve your code attempt at adding the missing functionality to Rapidminer. Neither requests for library/tool recommendations nor requests for tutorials are on-topic here, because a full tutorial needs much more space than the answers here can provide. – Has QUIT--Anony-Mousse Dec 28 '17 at 22:25

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I would use the new version of the Time Series extension, using the windowing features to segment the time series into whatever parts you want. There is a nice explanation of the new tools in the blog section of the community.

Scott Genzer
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