Matching and Retrieving Sequential Patterns Under Regression

  • Authors:
  • Hansheng Lei;Venu Govindaraju

  • Affiliations:
  • State University of New York at Buffalo, Amherst, NY;State University of New York at Buffalo, Amherst, NY

  • Venue:
  • WI '04 Proceedings of the 2004 IEEE/WIC/ACM International Conference on Web Intelligence
  • Year:
  • 2004

Quantified Score

Hi-index 0.00

Visualization

Abstract

Sequential pattern matching and retrieving is of real value.For example, finding stocks in the NASDAQ market whose closing prices are always about $β驴 higher than or β驴 times as that of a given company.The probelm reduces to linear pattern retrieval: given query X, find all sequence Y from database S so that Y = β驴 + β驴 with confidence C. In this paper, we novelly introduce SLR (Simple Linear Regression) model [5,7] to solve this problem.We extend 1-dimensional R^2 to ER^2 for multi-dimensional sequence matching, such as on-line handwritten signature.In addition, we develop SLR+FFT pruning techniques based on SLR to speed up retrieval without incurring any false dismissal. Experimental results show that the pruning ratio of SLR+FFT is efficient (can be above 99%).Experiments on real stocks discovered many interesting patterns.Preliminary test on on-line signature recognition using ER^2 as similarity measure also shows high accuracy.