Mining Emerging Patterns from Time Series Data with Time Gap Constraint

淡江大學機構典藏 > 工學院 > 資訊工程學系暨研究所 > 期刊論文 > Item 987654321/75776

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题名:	Mining Emerging Patterns from Time Series Data with Time Gap Constraint
作者:	Yu, Hsieh-Hui;Chen, Chun-Hao;Tseng, Vincent S.
贡献者:	淡江大學資訊工程學系
关键词:	Emerging patterns;Contrast sets;Time series data analysis;Symbolic aggregative approximation (SAX);Perceptually important points (PIPs)
日期:	2011-09
上传时间:	2012-04-13 18:20:06 (UTC+8)
出版者:	Kumamoto: I C I C International
摘要:	Discovery of powerful contrasts between datasets is an important issue in data mining. To address this, the concept of emerging patterns (EPs) has thus been introduced by Dong and Li. EPs are a set of itemsets whose support changes significantly from one dataset to another. Although an increasing number of works focus on this topic with regard to relational databases, few have considered mining EPs in time series. In this paper, we thus propose a framework named PIPs-SAX for mining EPs from time series data. The framework contains two phases: the first phase is data transformation and the second is the EPs mining. The first phase transforms the time series data into a symbolic representation based on the SAX and PIPs algorithms. In the second phase, we propose an algorithm, called TSEPsMiner, to mine time series EPs with a time gap constraint. Experiments on financial data collected from the Taiwanese stock exchange were also made in order to evaluate the effectiveness of the proposed framework.
關聯:	International Journal of Innovative Computing, Information and Control 7(9), pp.5515-5528
显示于类别:	[資訊工程學系暨研究所] 期刊論文

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