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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

Keywords: data mining,association pattern,time series,finance
数据挖掘
,关联模式,时间序列,金融市场

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Abstract:

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.

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