Time series segmentation and hashing in the stock market prediction problems

It is suggested to associate each analyzed time series of exchange-traded asset price (TS-P) with time series of hash codes (TS-HK) that will show the price rising or falling for each element of TS-P. In this case the hash codes are integers, and their sequence allows similar (typical) groups of TS-P highlighting in exchange-traded asset price changing dynamics. Described are the procedures of the original time series conversion and of the corresponding hash codes determination. The basic properties of hash codes sequences are formulated. The methodology of trajectory analysis and the asset exchange rate forecasting is suggested, using segmentation and hashing data.