loading
Documents

Research.Publish.Connect.

Paper

Paper Unlock

Authors: Viet-An Nguyen and Vivekanand Gopalkrishnan

Affiliation: School of Computer Engineering, Nanyang Technological University, Singapore

ISBN: 978-989-8111-37-1

ISSN: 2184-4992

Keyword(s): Time Series, Data Mining, Rule Evolution.

Related Ontology Subjects/Areas/Topics: Artificial Intelligence ; Biomedical Engineering ; Business Analytics ; Data Engineering ; Data Mining ; Databases and Information Systems Integration ; Datamining ; Enterprise Information Systems ; Health Information Systems ; Sensor Networks ; Signal Processing ; Soft Computing

Abstract: In the last few decades, due to the massive explosion of data over the world, time series data mining has attracted numerous researches and applications. Most of these works only focus on time series of a single attribute or univariate time series data. However, in many real world problems, data arrive as one or many series of multiple attributes, i.e., they are multivariate time series data. Because they contain multiple attributes, multivariate time series data promise to provide more intrinsic correlations among them, from which more important information can be gathered and extracted. In this paper, we present a novel approach to model and predict the behaviors of multivariate time series data based on a rule evolution methodology. Our approach is divided into distinct steps, each of which can be accomplished by several machine learning techniques. This makes our system highly flexible, configurable and extendable. Experiments are also conducted on real S&P 500 stock data to exami ne the effectiveness and reliability of our approach. Empirical results demonstrate that our system has substantial estimation reliability and prediction accuracy. (More)

PDF ImageFull Text

Download
CC BY-NC-ND 4.0

Sign In Guest: Register as new SciTePress user now for free.

Sign In SciTePress user: please login.

PDF ImageMy Papers

You are not signed in, therefore limits apply to your IP address 3.94.21.209

In the current month:
Recent papers: 100 available of 100 total
2+ years older papers: 200 available of 200 total

Paper citation in several formats:
Nguyen, V. and Gopalkrishnan, V. (2008). RULE EVOLUTION APPROACH FOR MINING MULTIVARIATE TIME SERIES DATA.In Proceedings of the Tenth International Conference on Enterprise Information Systems - Volume 6: ICEIS, ISBN 978-989-8111-37-1, pages 19-26. DOI: 10.5220/0001688500190026

@conference{iceis08,
author={Viet{-}An Nguyen and Vivekanand Gopalkrishnan},
title={RULE EVOLUTION APPROACH FOR MINING MULTIVARIATE TIME SERIES DATA},
booktitle={Proceedings of the Tenth International Conference on Enterprise Information Systems - Volume 6: ICEIS,},
year={2008},
pages={19-26},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0001688500190026},
isbn={978-989-8111-37-1},
}

TY - CONF

JO - Proceedings of the Tenth International Conference on Enterprise Information Systems - Volume 6: ICEIS,
TI - RULE EVOLUTION APPROACH FOR MINING MULTIVARIATE TIME SERIES DATA
SN - 978-989-8111-37-1
AU - Nguyen, V.
AU - Gopalkrishnan, V.
PY - 2008
SP - 19
EP - 26
DO - 10.5220/0001688500190026

Login or register to post comments.

Comments on this Paper: Be the first to review this paper.