%0 Journal Article
%T An Association Patterns Mining System Based on Common Mechanism and Its Application
基于共同机制的时间序列关联模式挖掘系统及其应用
%A LAN Qiu-jun
%A MA Chao-qun
%A WEN Feng-hua
%A
兰秋军
%A 马超群
%A 文凤华
%J 系统工程理论与实践
%D 2004
%I
%X This paper gives an algorithm for mining association patterns between two different time series, and describes the construction of a mining system. There are three main processes: segmenting, clustering and discovering association patterns in this system. The algorithm for association patterns discovery is based on the idea of common mechanism, i.e. an association pattern may be a result from a common mechanism or some causality between two series. The influence by the common mechanism more strong, the probability of two patterns more close to each other. Under the constraint of a reliability measuring the influence, the search space is enormously reduced, which brings on low complexity and fine extensibility. An instance shows its validity.
%K data mining
%K association pattern
%K time series
%K finance
数据挖掘
%K 关联模式
%K 时间序列
%K 金融市场
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=5345A212444B96E3&yid=D0E58B75BFD8E51C&vid=B91E8C6D6FE990DB&iid=5D311CA918CA9A03&sid=B9704B40A4225A24&eid=9C65ADEB5990B252&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=1&reference_num=7