摘要: 研究时态数据库中多粒度时间下的近似周期的挖掘问题。在多粒度时间、多粒度时间格式的基础上引入多粒度时间间隔的定义以及相关性质,构造多粒度近似周期模型,提出一个基于SOM聚类的多粒度近似周期的挖掘算法。利用高频股票数据580000宝钢JBT1进行实验,证明了该算法的有效性。
关键词:
数据挖掘,
自组织映射网络,
多粒度时间,
近似周期
Abstract: This paper discusses a mining problem of approximate periodicity with multi-granularity time in the temporal database. It introduces the concepts and properties of the multi-granularity time interval on the basis of multi-granularity time and multi-granularity time format. It constructs multi-granularity approximate periodic pattern. It proposes an mining algorithm based on self-organizing map to find multi-granularity approximate periodic pattern. Results obtained from experiments on high frequency stock market data of 580000 Bao Steel JBT1 demonstrate that the proposed algorithm is efficient.
Key words:
data mining,
Self-Organizing Map(SOM) network,
multi-granularity time,
approximate periodicity
中图分类号:
姜 华;孟志青;周克江;肖建华. 多粒度时间下的近似周期挖掘研究[J]. 计算机工程, 2010, 36(3): 83-85,8.
JIANG Hua; MENG Zhi-qing; ZHOU Ke-jiang; XIAO Jian-hua. Study of Approximate Periodicity Mining with Multi-granularity Time[J]. Computer Engineering, 2010, 36(3): 83-85,8.