粗集理论对股票时间序列的知识发现

提出了将粗集理论应用于时间序列的知识发现。知识发现的过程包括时间序列数据预处理、属性约简和规则抽取三部分。其中数据预处理主要用信号处理技术清洗数据,然后将清洗后的时间序列按照某个变量的变化趋势进行分割,分割后每个时间段内的变化趋势不变,从而将时间序列转换成为一系列静态模式(每种模式代表一种行为趋势),从而去掉其时间依赖性。把决定各种模式的相关属性抽取出来组成一个适用于粗集理论的信息表,然后采用粗集理论对信息表进行属性约简和规则抽取,所得到的规则可以用于预测时间序列在未来的行为。最后将该方法用于股票的趋势预测,取得良好效果。     

基于小波尺度系数的民航QAR数据约简及其性能分析

民航班机的快速存取记录仪(QAR)记录了大量的飞行和性能参数,QAR数据的约简是对这些数据进行数据挖掘的一个重要环节.针对民航QAR数据的特点及为数据约简后应用数据挖掘算法的需要,在小波变换相关理论分析的基础上,提出了利用小波尺度系数进行QAR时间序列数据约简的方法及其性能分析方法,确定了相应的性能评价指标.实验结果表明了该方法对QAR数据约简的正确性及时域、频域数据特征兼顾,数据的主要特征失真小等优点.     

时间事件序列数据可视化综述

时间事件序列数据,是由一个或多个记录构成的集合,每个记录由一组带有时间戳的事件类别组成.数据可视化被广泛用于时间事件序列数据的频繁模式发现、相似模式匹配与查询以及潜在阶段模式检测.文中介绍了时间事件序列数据的特征,并重点从时间事件序列数据的可视化呈现方法和可视分析2个方面对已有的工作进行了系统的整理.在可视化呈现方式上,将现有的可视化方法分为4个类别,即基于GanttChart、基于Flow、基于StoryLines及基于矩阵的可视化方法,并分别介绍了相关类别的可视化方法的发展;将可视分析任务总结为4类主要任务,即模式发现与探索、可视化查询、对比分析及结果事件分析,并且从这些可视分析任务的角度总结了现有的可视分析工具.最后,对时间事件序列数据可视化面临的挑战以及未来趋势进行了总结和展望,以期为时间事件序列数据分析提供新的思路.     

基于小波理论的Web挖掘模型研究

为了对infemet上的半结构化数据进行分析,发现其内在的关联模式,论文提出了基于小波理论的web挖掘模型,该模型支持web挖掘的全过程。Web挖掘模型由数据采集器、预处理器、数据约简、挖掘综合器、挖掘方法库和系统维护六部分组成。该模型应用小波聚类分析方法,实现了对经过预处理的Web数据进行约筒的功能。去除了一些冗余的无意义的数据,优化了系统的性能,提高了web挖掘质量。     

基于小波分析的时间序列数据挖掘

将小波分析和ARMA模型引入时间序列数据挖掘中。利用小波消噪对原始时间序列进行滤波,利用小波变换充分提取和分离金融时间序列的各种隐周期和非线性,把小波分解序列的特性和分解数据随尺度倍增而倍减的规律充分用于BP神经网络和自回归移动平均模型的建模。利用小波重构技术将各尺度域的预报结果组合成为时间序列的最终预报。经过试验验证了该方法的实际有效性。     

基于时间序列相似搜索和粗糙集的数据挖掘研究

提出了一种能够对含有时间序列数据的数据库信息进行数据挖掘的方法.首先使用时间序列相似搜索方法对其中的时间序列数据进行模式发现,然后将时间序列数据转化为离散型数值,进一步使用粗糙集理论进行数据约简和规则提取.通过使用这种方法能够对含有时序数据的信息进行充分的挖掘并发现其中的规律.     

基于时间序列相似搜索和粗糙集的数据挖掘研究

提出了一种能够对含有时间序列数据的数据库信息进行数据挖掘的方法。首先使用时间序列相似搜索方法对其中的时间序列数据进行模式发现，然后将时间序列数据转化为离散型数值，进一步使用粗糙集理论进行数据约简和规则提取。通过使用这种方法能够对含有时序数据的信息进行充分的挖掘并发现其中的规律。     

一种粗糙小波网络分类器及应用

提出了一种粗糙小波网络分类器的模型。其过程为:利用粗糙集理论获取分类知识,根据训练样本属性值离散化、属性约简和值约简来构造粗糙小波网络分类器。该分类器可以有效地克服粗糙集规则匹配方法抗噪声能力和规则泛化能力差的缺点;同时可简化小波网络的结构,加快网络的训练速度。并详细介绍了该分类器用于入侵数据识别的步骤和仿真实验结果。     

马尔科夫模型改进的时间序列预测算法研究

时间序列的传统预测方法能够很好地拟合和预测平稳时间序列,对于非线性非平稳的时间序列数据预测效果不好。为解决该问题,文本提出一种改进的预测算法。通过小波分解和单边重构,原始时间序列被分解为一列低频数据和两列高频数据。低频数据采用传统的时间序列方法 GARCH模型预测,高频数据使用改进方法预测。通过马尔科夫模型预测出状态区间,结合指数平滑法,预测出高频结果。与低频数据结果叠加得到最终预测结果。经误差比较,改进算法预测精度有较大提升。     

基于自适应小波分解的时间序列分类方法

时间序列分类即通过构建分类模型建模时间序列中的特征来实现对该时间序列的归类,是时间序列挖掘的重要研究分支。现有的时间序列分类方法多数从时域的角度对时间序列进行建模,忽视了时间序列中隐含的频域信息,而时间序列往往同时蕴含着多种不同变化速率的变化模式,这些变化模式在时域上相互叠加,使得时间序列的变化规律变得比较复杂,因此仅从时域的角度进行建模,难以有效地从复杂的规律中捕获其蕴含的多种相对简单的规律。提出一种基于自适应多级小波分解的神经网络方法AMWDNet,使用自适应小波分解建模时间序列中的多级时频信息,自适应小波分解模块能够同时从时域和频域的角度出发,对时间序列中蕴含的多种变化模式进行有效分解,通过使用长短期时间模式提取模块分别建模时间序列中的长期和短期时间模式。选取时间序列分类任务中8个主流的方法作为基准方法,在UCR数据集仓库中的8个数据集上进行对比实验,结果表明,AMWDNet在其中的7个数据集上取得了最高的分类准确率,相比于次优的基准方法提升了0.1~2.2个百分点,整体分类性能优于MLP和FCN等基准方法。     

基于像素的时序数据可视化分析方法TSD-PVAP

提出了一种基于像素的时序数据可视化分析方法TSD-PVAP。该方法采用了基于像素的可视化技术,运用了HSI颜色映射模式方法和递归模式的像素排列技术,对大数据量的时序数据进行可视化分析。     

Non-negative Tri-factor tensor decomposition with applications

Non-negative matrix factorization (NMF) mainly focuses on the hidden pattern discovery behind a series of vectors for two-way data. Here, we propose a tensor decomposition model Tri-ONTD to analyze three-way data. The model aims to discover the common characteristics of a series of matrices and at the same time identify the peculiarity of each matrix, thus enabling the discovery of the cluster structure in the data. In particular, the Tri-ONTD model performs adaptive dimension reduction for tensors as it integrates the subspace identification (i.e., the low-dimensional representation with a common basis for a set of matrices) and the clustering process into a single process. The Tri-ONTD model can also be regarded as an extension of the Tri-factor NMF model. We present the detailed optimization algorithm and also provide the convergence proof. Experimental results on real-world datasets demonstrate the effectiveness of our proposed method in author clustering, image clustering, and image reconstruction. In addition, the results of our proposed model have sparse and localized structures.     

基于导数序列的时间序列同构关系发现

时间序列子序列匹配作为时间序列检索、聚类、分类、异常监测等挖掘任务的基础被广泛研究。但传统的时间序列子序列匹配都是对精确相同或近似相同的模式进行匹配,为此定义了一种全新的具有相似发展趋势的序列模式——时间序列同构关系,经过数学推导给出了时间序列同构关系判定的法则,并基于此提出了同构关系时间序列片段发现的算法。该算法首先对原始时间序列进行预处理,然后分段拟合后对各时间序列分段进行同构关系判定。针对现实背景数据难以满足理论约束的问题,通过定义一个同构关系容忍度参数使实际时间序列数据的同构关系挖掘成为可能。实验结果表明,该算法能有效挖掘出满足同构关系的时间序列片段。     

Knowledge Discovery Through Self-Organizing Maps: Data Visualization and Query Processing

In data mining, the usefulness of a data pattern depends on the user of the database and does not solely depend on the statistical strength of the pattern. Based on the premise that heuristic search in combinatorial spaces built on computer and human cognitive theories is useful for effective knowledge discovery, this study investigates how the use of self-organizing maps as a tool of data visualization in data mining plays a significant role in human–computer interactive knowledge discovery. This article presents the conceptual foundations of the integration of data visualization and query processing for knowledge discovery, and proposes a set of query functions for the validation of self-organizing maps in data mining. Received 1 November 1999 / Revised 2 March 2000 / Accepted in revised form 20 October 2000     

基于超图模型的空间数据挖掘

在空间数据挖掘中,知识表现为空间数据的内在结构以及不同数据子集之间的关系。可视化技术充分利用了图形和图像的表达能力以及人对于色彩和空间的敏锐的感知能力,使人机有机地融合在一起。该文基于超图理论提出了超图模型并将其用于空间数据挖掘。超图模型将超图理论、对象技术和可视化技术融合在一起,可用于表达复杂数据的内在结构和相互之间的关系,也表示对象的不同属性以及对象之间的关联程度。     

An on-line SAX and HMM-based anomaly detection and visualization tool for early disturbance discovery in a dynamic industrial process

In order to achieve an optimum and successful operation of an industrial process, it is important firstly to detect upsets, equipment malfunctions or other abnormal events as early as possible and secondly to identify and remove the cause of those events. Univariate and multivariate statistical process control methods have been widely applied in process industries for early fault detection and localization.The primary objective of the proposed research is the design of an anomaly detection and visualization tool that is able to present to the shift operator – and to the various levels of plant operation and company management – an early, global, accurate and consolidated presentation of the operation of major subgroups or of the whole plant, aided by a graphical form.Piecewise Aggregate Approximation (PAA) and Symbolic Aggregate Approximation (SAX) are considered as two of the most popular representations for time series data mining, including clustering, classification, pattern discovery and visualization in time series datasets. However SAX is preferred since it is able to transform a time series into a set of discrete symbols, e.g. into alphabet letters, being thus far more appropriate for a graphical representation of the corresponding information, especially for the shift operator. The methods are applied on individual time records of each process variable, as well as on entire groups of time records of process variables in combination with Hidden Markov Models. In this way, the proposed visualization tool is not only associated with a process defect, but it allows also identifying which specific abnormal situation occurred and if this has also occurred in the past. Case studies based on the benchmark Tennessee Eastman process demonstrate the effectiveness of the proposed approach. The results indicate that the proposed visualization tool captures meaningful information hidden in the observations and shows superior monitoring performance.     

Experiencing SAX: a novel symbolic representation of time series

Many high level representations of time series have been proposed for data mining, including Fourier transforms, wavelets, eigenwaves, piecewise polynomial models, etc. Many researchers have also considered symbolic representations of time series, noting that such representations would potentiality allow researchers to avail of the wealth of data structures and algorithms from the text processing and bioinformatics communities. While many symbolic representations of time series have been introduced over the past decades, they all suffer from two fatal flaws. First, the dimensionality of the symbolic representation is the same as the original data, and virtually all data mining algorithms scale poorly with dimensionality. Second, although distance measures can be defined on the symbolic approaches, these distance measures have little correlation with distance measures defined on the original time series. In this work we formulate a new symbolic representation of time series. Our representation is unique in that it allows dimensionality/numerosity reduction, and it also allows distance measures to be defined on the symbolic approach that lower bound corresponding distance measures defined on the original series. As we shall demonstrate, this latter feature is particularly exciting because it allows one to run certain data mining algorithms on the efficiently manipulated symbolic representation, while producing identical results to the algorithms that operate on the original data. In particular, we will demonstrate the utility of our representation on various data mining tasks of clustering, classification, query by content, anomaly detection, motif discovery, and visualization.     

基于频繁模式发现的时间序列异常检测方法

针对传统异常片段检测方法在处理增量式时间序列时效率低的问题,提出一种基于频繁模式发现的时间序列异常检测（TSAD）方法。首先,将历史输入的时间序列数据进行符号转化;其次,利用符号化特征找出历史序列数据集中的频繁模式;最后,结合最长公共子序列匹配方法度量频繁模式与当前新增加时间序列数据之间的相似度,从而发现新增加数据中的异常模式。与基于滑动窗口预测的水文时间序列异常检测方法（TSOD）和基于扩展符号聚集近似的水文时间序列异常挖掘方法（ESAA）相比,对于实验选择的三种类型的时间序列数据,TSAD的检测率都超过90%;TSOD对规则性较强的序列检测率较高,能达到99%,但对噪声干扰较大的序列检测率较低,对数据偏向性较强;ESAA对三种类型的数据检测率均不超过70%。实验结果表明,TSAD在时间序列异常检测中能够较好地发现异常片段。     

Visual mining of time series using a tubular visualization

In this paper, we study the visual mining of time series, and we contribute to the study and evaluation of 3D tubular visualizations. We describe the state of the art in the visual mining of time-dependent data, and we concentrate on visualizations that use a tubular shape to represent data. After analyzing the motivations for studying such a representation, we present an extended tubular visualization. We propose new visual encodings of the time and data, new interactions for knowledge discovery, and the use of rearrangement clustering. We show how this visualization can be used in several real-world domains and that it can address large datasets. We present a comparative user study. We conclude with the advantages and the drawbacks of our method (especially the tubular shape).