Segment-based Multiple Time Series Association Analysis
Liang Qin, Jian Liu · 2006
In this paper,it is studied that segment-based multiple time series association rules analysis,and an ap- proach is presented.The approach is that,firstly finding the frequent segment pattern in the time series by means of clustering,then using the found segment patterns as templates to do the inter-transactional association analysis.We use the data of Chinese stock market from 1997 to 2001 as the test data set to test our approach.The experimental re- sults show that the approach is effective.