挖掘时间序列数据(英文).ppt

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Data Mining: Concepts and Techniques Data Mining: Concepts and Techniques — Chapter 8 — 8.2 Mining time-series data Jiawei Han and Micheline Kamber Department of Computer Science University of Illinois at Urbana-Champaign /~hanj ?2006 Jiawei Han and Micheline Kamber. All rights reserved. Chapter 8. Mining Stream, Time-Series, and Sequence Data Mining data streams Mining time-series data Mining sequence patterns in transactional databases Mining sequence patterns in biological data Time-Series and Sequential Pattern Mining Regression and trend analysis—A statistical approach Similarity search in time-series analysis Sequential Pattern Mining Markov Chain Hidden Markov Model Mining Time-Series Data Time-series database Consists of sequences of values or events changing with time Data is recorded at regular intervals Characteristic time-series components Trend, cycle, seasonal, irregular Applications Financial: stock price, inflation Industry: power consumption Scientific: experiment results Meteorological: precipitation Categories of Time-Series Movements Categories of Time-Series Movements Long-term or trend movements (trend curve): general direction in which a time series is moving over a long interval of time Cyclic movements or cycle variations: long term oscillations about a trend line or curve e.g., business cycles, may or may not be periodic Seasonal movements or seasonal variations i.e, almost identical patterns that a time series appears to follow during corresponding months of successive years. Irregular or random movements Time series analysis: decomposition of a time series into these four basic movements Additive Modal: TS = T + C + S + I Multiplicative Modal: TS = T ? C ? S ? I Estimation of Trend Curve The freehand method Fit the curve by looking at the graph Costly and barely reliable for large-scaled data mining The least-square method Find the curve minimizing the sum of the squares of the deviation of points on the curve from the correspondi

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