摘要
多元金融时间序列之间是互相影响的。该文就跨时间序列的关联规则挖掘提出一种新方法:ES-Apriori,此方法通过减少数据库扫描次数,优化内存分配,能够高效地分析多元时间序列之间的关联规则。试验表明,用此方法分析中国证券市场的股票时间序列非常有效。
There are many association rules among multiple financial time series.In this paper,a new algorithm named ES-Apriori will be presented to mine inter -time series association rules.This algorithm needs to search the whole database only time ,with the rational arrangement of memory usage it can successfully mine the association rules among time series.Experiments have shown that this method can efficiently analyse the time series of Chinese Stock Market.
出处
《计算机工程与应用》
CSCD
北大核心
2003年第25期196-198,共3页
Computer Engineering and Applications
基金
北京市自然科学基金"源于信息获取知识的知识挖掘理论与技术研究"(编号:4011003)
