| 跨时间序列关联规则分析的高效处理算法 |
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| 引用本文： | 董泽坤,史忠植,李辉. 跨时间序列关联规则分析的高效处理算法[J]. 计算机工程与应用, 2003, 39(25): 196-198 |
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| 作者姓名： | 董泽坤 史忠植 李辉 |
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| 作者单位： | 中国科技大学研究生院计算机学部,北京,100039;中科院计算技术研究所智能信息重点实验室,北京,100080 |
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| 基金项目： | 北京市自然科学基金“源于信息获取知识的知识挖掘理论与技术研究”(编号:4011003) |
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| 摘 要： | 多元金融时间序列之间是互相影响的。该文就跨时间序列的关联规则挖掘提出一种新方法:ES-Apriori,此方法通过减少数据库扫描次数,优化内存分配,能够高效地分析多元时间序列之间的关联规则。试验表明,用此方法分析中国证券市场的股票时间序列非常有效。
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| 关 键 词： | 关联规则 跨时间序列 ES-Apriori |
| 文章编号： | 1002-8331-(2003)25-0196-03 |
| 修稿时间： | 2003-05-01 |
An Efficient Algorithm for Mining Inter-Time Series Association Rules |
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| Dong Zekun Shi Zhongzhi Li Hui. An Efficient Algorithm for Mining Inter-Time Series Association Rules[J]. Computer Engineering and Applications, 2003, 39(25): 196-198 |
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| Authors: | Dong Zekun Shi Zhongzhi Li Hui |
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| Affiliation: | Dong Zekun 1 Shi Zhongzhi 2 Li Hui 21 |
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| Abstract: | There are many association rules among multiple financial time series.In this paper,a new algorithm named ES-Apriori will be presented to mine inter -time series association rules.This algorithm needs to search the whole database only time ,with the rational arrangement of memory usage it can successfully mine the association rules among time series.Experiments have shown that this method can efficiently analyse the time series of Chinese Stock Market. |
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| Keywords: | association rule inter-time series ES-Apriori |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
