Fuzzy data mining for time-series data

Authors:
Chun-Hao Chen;Tzung-Pei Hong;Vincent S. Tseng
Affiliations:
Department of Computer Science and Information Engineering, Tamkang University, Taipei, Taiwan;Department of Computer Science and Information Engineering, National University of Kaohsiung, Kaohsiung, Taiwan and Department of Computer Science and Engineering, National Sun Yat-Sen University, ...;Department of Computer Science and Information Engineering, National Cheng-Kung University, Tainan, Taiwan
Venue:
Applied Soft Computing
Year:
2012

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Abstract

Time series analysis has always been an important and interesting research field due to its frequent appearance in different applications. In the past, many approaches based on regression, neural networks and other mathematical models were proposed to analyze the time series. In this paper, we attempt to use the data mining technique to analyze time series. Many previous studies on data mining have focused on handling binary-valued data. Time series data, however, are usually quantitative values. We thus extend our previous fuzzy mining approach for handling time-series data to find linguistic association rules. The proposed approach first uses a sliding window to generate continues subsequences from a given time series and then analyzes the fuzzy itemsets from these subsequences. Appropriate post-processing is then performed to remove redundant patterns. Experiments are also made to show the performance of the proposed mining algorithm. Since the final results are represented by linguistic rules, they will be friendlier to human than quantitative representation.