Fuzzy intertransaction class association rule mining using Genetic Network Programming for stock market prediction

Intertransaction class association rule (interCAR) has the ability to find the relationships among attributes from different transactions, which has shown its effectiveness for stock market prediction. A crisp interCAR mining method based on Genetic Network Programming (GNP) has been studied in our previous work. But, the crisp method loses much useful information in the discretization and it has many unstable factors influencing the prediction results, so more information is desired in order to make the prediction safer and more efficient. In this paper, a fuzzy interCAR mining method is proposed to keep as much information as possible in the data transformation. Besides, the proposed method has ability that the trading actions bring large profits. The proposed method is applied to Tokyo Stock Exchange, where we compared it with the crisp method as well as some other methods. © 2011 Institute of Electrical Engineers of Japan. Published by John Wiley & Sons, Inc.     

Acquisition of optimal attribute subset through genetic algorithm using GNP‐based class association rule mining

Attribute selection is a technique to prune less relevant information and discover high‐quality knowledge. It is especially useful for the classification of a large database, because the preprocessing of data increases the possibility that predictor attributes given to the mining algorithm become more relevant to the class attribute. In this paper, a method to acquire the optimal attribute subset for the genetic network programming (GNP) based class association rule mining has been proposed, and this attribute selection process using genetic algorithm (GA) leads to a higher accuracy for classification. Class association rule mining through GNP is conducted with a small subset of data rather than the original large number of attributes; thus simple but important rules are obtained for classification while the local optimal problem is avoided. Simulation results with educational data show that the classification accuracy is largely improved from 52.73 to 74.54%, when classification is made using the optimal attribute subset. © 2014 Institute of Electrical Engineers of Japan. Published by John Wiley & Sons, Inc.     

定量关联规则挖掘电站凝汽器运行数据研究

对凝汽器传热端差的各个主要影响因素及它们之间的关系进行了分析.将关联规则挖掘技术应用于凝汽器运行数据的分析,获得了有益的分析结果.对挖掘结果的分析表明,该技术可用于凝汽器的性能分析、状态监测、故障诊断和状态检修等方面,很有意义.     

基于关联规则挖掘的输电线路缺陷状态预测

对输电线路缺陷状态进行关联因素的分析和预测工作,可以为输电线路的巡维工作提供重要的技术支持。在现有输电线路状态分析和影响因素研究的基础上,提出了基于关联规则挖掘的输电线路缺陷状态预测方法。首先根据历史缺陷数据评价得到输电线路缺陷状态。结合各种影响因素,构建线路缺陷状态与相关因素的特征库。然后引入FP-Growth算法挖掘各因素与缺陷状态间的关联规则,并将得到的规则用于预测线路的缺陷状态。最后以某地区架空输电线路为例,通过历史缺陷等数据评价得到缺陷状态样本,提取相关条件特征作为输入特征,并用于预测线路的缺陷状态。结果验证了该方法的有效性,对输电线路的巡维检修有一定的参考价值。     

关联规则挖掘算法在汽轮机监测中的应用

介绍了数据挖掘技术中的关联规则挖掘算法的基本概念,以及运用该算法建立汽轮机运行模型的方法,以某汽轮机轴系振动的数据挖掘为算例,详细说明了通过关联规则挖掘算法,从大量汽轮机振动监测数据中确定轴系振动范围的过程。最后指出,支持度、置信度阈值的设置对挖掘结果有很大的影响。     

基于关联规则挖掘与组合赋权-云模型的电网二次设备运行状态风险评估

针对当前电网二次设备周期性检修效率低、评估结果过于依赖专家主观经验的问题,提出一种基于关联规则挖掘与组合赋权-云模型的二次设备运行状态风险评估方法.首先,基于Apriori关联规则挖掘算法筛选评估指标,构建二次设备运行状态风险评估指标体系.其次,采用属性层次分析法和反熵权法分别计算评估指标的主、客观权重,并基于合作博弈...     

基于FP-network关联规则挖掘算法的配电网薄弱点分析研究

针对配电网运行时经常发生故障的情况,如何快速高效地寻找出配电网中的薄弱点成为了当下配电网安全运行的一大难题.文中采用频繁模式网络(FP-network)模型,建立事务-项目的关联矩阵,并且将所需要进行关联规则挖掘的数据储存在关联矩阵中,从而进行关联规则的数据挖掘.通过算例分析证实了FP-network关联规则挖掘算法可...     

An efficient class association rule‐pruning method for unified intrusion detection system using genetic algorithm

Genetic network programming (GNP)‐based class association rule mining has been demonstrated to be efficient for misuse and anomaly detection. However, misuse detection is weak in detecting brand new attacks, while anomaly detection has a defect of high positive false rate. In this paper, a unified detection method is proposed to integrate misuse detection and anomaly detection to overcome their disadvantages. In addition, GNP‐based class association rule mining method extracts an overwhelming number of rules which contain much redundant and irrelevant information. Therefore, in this paper, an efficient class association rule‐pruning method is proposed based on matching degree and genetic algorithm (GA). In the first stage, a matching degree‐based method is applied to preprune the rules in order to improve the efficiency of the GA. In the second stage, the GA is implemented to pick up the effective rules among the rules remaining in the first stage. Simulations on KDDCup99 show the high performance of the proposed method. © 2012 Institute of Electrical Engineers of Japan. Published by John Wiley & Sons, Inc.     

Evolutionary selection of interesting class association rules using genetic relation algorithm

During the last years, several association rule‐based classification methods have been proposed, these algorithms may quickly generate accurate rules. However, the generated rules are often very large in terms of the number of rules and usually complex and hardly understandable for users. Among all the rules generated by the algorithms, only some of them are likely to be of any interest to the domain expert analyzing the data. Most of the rules are either redundant, irrelevant or obvious. In this paper, a new method for selecting the interesting class association rules is proposed by an evolutionary method named genetic relation algorithm. The algorithm evaluates the relevance and interestingness of the discovered association rules by the relationships between the rules in each generation using a specific measure of distance among them giving a reduced set of rules as the result in the final generation. This small rule set has the following properties: (i) accurate as it has at least the same classification accuracy as the complete association rule set, (ii) interesting because of the diversity of rules and (iii) comprehensible because it is more understandable for the users as the number of attributes involved in the rules is also small. The efficiency of the proposed method is compared with other conventional methods including genetic network programming‐based mining using ten databases and the experimental results show that it outperforms others keeping a good balance between the classification accuracy and the comprehensibility of the rules. © 2011 Institute of Electrical Engineers of Japan. Published by John Wiley & Sons, Inc.     

面向智能电网大数据关联规则挖掘的频繁模式网络模型

针对目前关联规则挖掘频繁树(FP-Tree)算法实现较困难以及难以处理数据库更新的缺点,提出了频繁模式网络(FP-network)模型,将关联规则挖掘所需要的信息压缩到一个无向网络图上,并建立事务项目关联矩阵,从而进行数据存储和数据挖掘。FP-network模型适用于智能电网大数据的关联规则挖掘。以关联规则挖掘在输电线路故障分析领域的应用为例进行算例分析,结果表明所提出的FP-network关联规则挖掘算法不仅继承了FP-Tree算法的优点,而且只需扫描一次数据库,也便于数据库的维护和更新,从而提高了智能电网大数据关联规则挖掘的效率。     

基于关联规则挖掘的电力生产安全事故事件关键诱因筛选

随着智能电网、通信网络及电力生产安全事故事件分析水平的提高和发展,电力生产安全事故事件数据量快速增长、复杂性不断增大,逐步构成了电力生产安全事故事件大数据。为在先验事故事件大数据的基础上高效、可靠地对事故诱因进行分类和识别,基于关联规则挖掘进行电力生产安全事故事件关键诱因筛选。根据事故事件的特点,建立电力生产安全事故诱因分析体系,对不同类型的事故进行布尔离散化,并基于关联规则挖掘提出事故诱因的诱发度计算方法,运用Apriori算法进行深度关联规则挖掘,并根据强关联规则对关键诱因进行筛选和分析。以某区域近5年的事故实例分析验证了该方法的有效性。     

Signal control by successive updating of control parameters based on prediction of traffic flow

In traditional coordinated traffic signal control on an urban road network, the following two problems occur. First, the conventional method involves a time lag between traffic measurement and signal control. Second, an abrupt switching of control parameters throws the traffic flow into disorder. This paper proposes a new approach to avoid these problems. We increase the frequency of switching. The control parameters are switched as frequently as every two cycles. At the time of switching, minor variations of the ongoing plan are generated. For each variation of plan, traffic delay at each intersection is predicted based on measured traffic data at upstream detectors. Then the plan minimizing the delay is chosen to be the control parameters in the next cycle. In order to evaluate the validity of this approach, experiments were carried out using a traffic simulator. The experiments indicate that the proposed method reduces the queue length significantly, compared with the conventional method. © 2007 Wiley Periodicals, Inc. Electr Eng Jpn, 161(3): 49–57, 2007; Published online in Wiley InterScience ( www.interscience.wiley.com ). DOI 10.1002/eej.20391     

基于语义关联特征的大型信息管理系统数据挖掘技术

为了提高大型信息管理系统的数据检索和挖掘能力,提出了一种基于语义关联特征提取的大型信息管理系统数据挖掘技术。构建云存储模型进行大型信息管理系统中大数据分布式存储设计,结合大数据信息流的特征重组方法进行信息管理系统的优化结构重组,在重组的信息管理系统拓扑结构中提取信息管理分布数据的语义关联维特征量,以语义关联特征量为训练样本集进行信息管理系统的集成调度和数据挖掘,采用模糊C均值算法进行大型信息管理系统中分布数据语义关联特征的自适应融合和聚类处理,采用特征压缩器进行大型信息管理系统的存储空间降维处理,提高目标数据挖掘能力和信息管理系统的自适应调度能力。仿真结果表明,采用该方法进行大型信息管理系统数据挖掘的准确性较好,语义关联聚类性较强,提高了对信息管理系统目标数据的检索和调度能力。     

关联规则挖掘在电厂设备故障监测中应用

关联规则挖掘是数据挖掘的重要分支,其通过描述数据库中不同数据属性之间所存在的潜在关系规则,找出满足给定支持度阀值和置信度阀值多个域之间的依赖关系。随着电厂设备运行期间各种故障的发生,各状态监测点参数也会发生相应变化,利用关联规则挖掘算法,找出故障发生时故障现象与故障类别之间的关联关系,更好地对设备进行故障监测与诊断。阐述了关联规则挖掘的主要概念,对挖掘时最常用的Apriori算法进行探讨,并以汽轮机凝汽器的一种典型故障为例说明了算法的执行情况,对挖掘结果进行了解释。结果验证了所用方法的可行性与正确性。     

基于关联规则数据挖掘技术的电网故障诊断

在实际的电网故障诊断中,面临如何从海量数据找到真正对于诊断结果有帮助的关键数据以及当故障信息存在不完整或不确定性,甚至关键信息丢失时,会导致故障诊断难以得出正确结论的问题。针对此问题,将关联规则数据挖掘DLG(Direct Large temsests Generation）算法引入到电网故障诊断中。首先以保护、断路器作为条件属性,故障区域作为决策属性,考察各种故障情况并建立原始决策表,然后利用关联规则挖掘进行属性约简,通过修改阈值进行交互式挖掘,直接提取最佳属性约简组合,然后利用最佳属性约简组合形成的约简决策表和关联规则交互式挖掘,针对各种情况的故障信息进行诊断推理。运用C编写了基于该方法的故障诊断软件, 采用四母线配电网系统作为仿真对象,算例结果表明该算法在一定电网规模和保护动作信息不完备的情况下,故障诊断正确性高、容错性好,实用性强。     

基于广义求差法的保护分类与单项采集异常速算

基于广义求差法的原理和变量对应关系,探讨了差动保护的一种分类方法。将其分成对应型、替代型、固有相位差型。探讨了区内短路电流与差电流的关系。对广义求差法在各种类型中的应用给出评价。对含有“替代采集”的替代型保护进行分析说明。除两个特例外,证明了单项采集异常速算规律,提出“系数减1法则”。证明了固有相位差型差动保护单项采集异常的结论符合“系数减1法则”。     

（12期拿下）基于Apriori关联规则的电能表检定质量影响因素分析

电能表的质量问题直接影响了用户侧的供电可靠性与安全性,关系到国家电网系统稳定与经济运行。针对目前电能表质量存在的不足,应用Apriori关联规则数据挖掘方法,将7种检定试验结果作为质量评估指标,对这7类影响因素做了关联分析,得到了各个检定试验项目对检定质量的影响程度。同时探讨了检定项目的内部关联,找出了高频连带出现的不合格检定项目。在分析这些检定项高频出现的原因的基础上,得出了电能表质量薄弱点集中在计量模块这一结论。为提高检定通过率、提高产品质量提供了参考。     

SDH系统网络故障的告警关联分析

在SDH网络运行过程中,每天都会产生大量的告警,运用数据挖掘中的关联规则分析处理网管数据库中保留的历史告警数据,可得到用来辅助告警过滤和故障定位的关联规则,从而减轻网管人员的工作强度,有效提高工作效率.文章对原始告警数据进行了压缩和数据转换,利用SQL Server 2005中的关联规则挖掘工具分析得到其关联规则,初步的实验表明该分析模型具有实用价值.     

Parallel mining and application of fuzzy association rules

Quantitative attributes are partitioned into several fuzzy sets by using fuzzy c-means algorithm. Fuzzy c-means algorithm can embody the actual distribution of the data, and fuzzy sets can soften the partition boundary. Then, we improve the search technology of apriori algorithm and present the algorithm for mining fuzzy association rules. As the database size becomes larger and larger, a better way is to mine fuzzy association rules in parallel. In the parallel mining algorithm, quantitative attributes are partitioned into several fuzzy sets by using parallel fuzzy c-means algorithm. Boolean parallel algorithm is improved to discover frequent fuzzy attribute set, and the fuzzy association rules with at least a minimum confidence are generated on all processors. The experiment results implemented on the distributed linked PC/workstation show that the parallel mining algorithm has fine scaleup, sizeup and speedup. Last, we discuss the application of fuzzy association rules in the classification. The example shows that the accuracy of classification systems of the fuzzy association rules is better than that of the two popular classification methods: C4.5 and CBA. __________ Translated from Journal of Southeast University (Natural Science Edition), 2005, 35(2): 165–170 (in Chinese)     

基于广义S变换与PSO-PNN的电能质量扰动识别

为了克服从电网电能质量监测系统的大数据中自动识别出电能质量扰动的困难,提出了一种基于广义S变换与PSO-PNN的电能质量扰动识别新方法。该方法利用了广义S变换能兼顾时频分辨率的特点,首先使用广义S变换分析扰动信号的时频特性,接着从广义S变换模矩阵中提取出扰动信号的时频特征量,然后用PSO-PNN分类器对扰动信号进行分类识别。PSO算法的使用克服了PNN的平滑因子没有确定选取方法的缺陷,使分类器性能大大提升。仿真实验结果表明,该方法能够对常见的6种电能质量扰动进行高效的分类识别,分类正确率高,对噪声不敏感,具有良好的应用价值。