| 小波变换的离群时序数据挖掘分析 |
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| 引用本文： | 文琪,彭宏.小波变换的离群时序数据挖掘分析[J].电子科技大学学报(社会科学版),2005(4). |
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| 作者姓名： | 文琪 彭宏 |
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| 作者单位： | 西华大学科技处 成都610039
(文琪)，西华大学计算机与数理学院 成都610039(彭宏) |
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| 摘 要： | 针对时序数据进行离群数据挖掘方法的研究。通过对时序数据进行离散小波变换,将其从时域空间变换到频域空间,使时序数据映射为多维空间的点。该方法具有多尺度、时移不变性等特点,经离群时间序列进行离散小波变换后,不仅具有良好的保距性又达到降低维数目的。然后提出一种基于距离的离群时序数据挖掘算法。仿真试验表明了该方法的有效性。
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| 关 键 词： | 小波变换 时序数据 离群数据 数据挖掘 |
Analysis of Time Series Outlier Mining Based on Wavelet Transform |
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| WEN Qi,PENG Hong.Analysis of Time Series Outlier Mining Based on Wavelet Transform[J].Journal of University of Electronic Science and Technology of China(Social Sciences Edition),2005(4). |
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| Authors: | WEN Qi PENG Hong |
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| Institution: | WEN Qi1,PENG Hong2 |
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| Abstract: | In this paper, the outlier mining method for time series data is investigated. DWT is used to transform the time series data from time domain to frequency domain. The time series data can be mapped into the multidimensional points in multidimensional space. We proposed a distanced-based algorithm to mine the outliers. The simulation results show the effectiveness of the method. |
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| Keywords: | wavelet transform time series outlier data data mining |
| 本文献已被 CNKI 等数据库收录！ |
