Proceedings of the 2015 International Conference on Modeling, Simulation and Applied Mathematics

Mining Time Series Data with Two Dimensional Fuzzy Pattern Rules

Authors
Haifeng Xia, Bing Chen, Jiawei Fan, Zhi Li, Dan Gao
Corresponding Author
Haifeng Xia
Available Online August 2015.
DOI
https://doi.org/10.2991/msam-15.2015.78How to use a DOI?
Keywords
fuzzy pattern rule; referential vector distance; K-means cluster; J-measure;stage characteristics
Abstract
Based on association rules and fuzzy pattern theory, this paper presents a data mining model to extract patterns using two-dimensional fuzzy pattern rules, focusing on the discretization of the time series of dependent and independent variables. The referential vector distance is established as a similarity function, and K-means clustering method is used to acquire the basic trend features. The silhouette coefficient is used to test and analyze the clustering result. Due to the potential delay of the influence of the independent variable on the dependent variable, we determine the optimal lag phase with the sort rule of J-measure based on the principle of maximum entropy. The fuzzy pattern rules of the influence of the independent variable on the dependent variable are determined and interpreted according to the trend features and the fuzzy pattern definitions. The obtained character sets are adjusted and iterated several times based on the definitions of the stage characteristics to locate and interpret the inherent periodic characteristics of the couple of time series. The reliability of the proposed model is tested with an empirical analysis of the effect of the price of corn on that of the pork.More importantly, the analysis unit of this model can be as accurate as the time of a day, suggesting its potential advantages in analyzing the short-term characteristics of time series.
Open Access
This is an open access article distributed under the CC BY-NC license.

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Proceedings
Part of series
Advances in Intelligent Systems Research
Publication Date
August 2015
ISBN
978-94-6252-104-9
ISSN
1951-6851
DOI
https://doi.org/10.2991/msam-15.2015.78How to use a DOI?
Open Access
This is an open access article distributed under the CC BY-NC license.

Cite this article

TY  - CONF
AU  - Haifeng Xia
AU  - Bing Chen
AU  - Jiawei Fan
AU  - Zhi Li
AU  - Dan Gao
PY  - 2015/08
DA  - 2015/08
TI  - Mining Time Series Data with Two Dimensional Fuzzy Pattern Rules
PB  - Atlantis Press
SP  - 342
EP  - 349
SN  - 1951-6851
UR  - https://doi.org/10.2991/msam-15.2015.78
DO  - https://doi.org/10.2991/msam-15.2015.78
ID  - Xia2015/08
ER  -