Study on Time Series Based on the Key Point of Three Points

The key point (turning point and extreme point) is the most important point characterization of time series,This paper proposes a novel algorithm of time series based on the three key points. First, It analyzes the time series form of three points; Secondly, it presents the turning point theorem and the three turning point theorem, And proved them; Finally, it gives the algorithm and experiment analysis. The experimental results show that the algorithm can accurately positioning key points in time series.