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International Conference on Education Technology, Management and Humanities Science (ETMHS 2015)
© 2015. The authors - Published by Atlantis Press 1069
don't care about single sequence points of exceptions, but the abnormal change of time series over a period of time. Ma et al., using support vector regression model for training sequence of historical events, when the new coming time series data deviates from the model, it is defined as the new event of the time series. The TSA - Tree improved algorithm achieve the discovery of Singular Value Decomposition and its singular model was defined as a sudden change in the time series.[6] In this paper, on the basis of these methods, we use activity to extract abnormal pattern. The clustering of time series
Time series similarity measure is the method to weigh the similarity degree of two time series. Euclidean distance and Dynamic Time Warping are two classic methods for Time series similarity measure, but these two methods have defects when application to financial time series. Euclidean distance [7] are vulnerable to the interference of volatility of financial time series, and the complexity of the dynamic time warping measure algorithm limits its application scope. In this paper, first time, weuse k-Medoids algorithm to clustering analysis.
Time-Space Domain of Behavior Research
The Basic Definition Definition 1: 、1 Behavior spatial domain:Ω Ω ,Ω , Ω ,… i 1,2,3, … ,Ω is an individual; 、2 Individual behavior time domain:The time range in Ω of a behavior;T =[t ,t ] 、3 Group behavior time domain:The time range in n individuals;
T=[t ,t ]∪[t ,t ]∪[t ,t ]( )1 [t ,t ] is the scope of the behavior’s time inΩ Definition 2: Behavior time-space domain:All individuals involved a behavior is as the spatial domainΩ,the
behavior time domain is T. {Ω, T}={(Ω , Τ , Ω , Τ , Ω , Τ , … Ω , Τ ( )2 Where Ω , Τ is an individualΩ ‘s time domain Τ on the influence of the event Definition3: Activity:It is the degree of an individual affected by the event, in individual time domain
[t ,t ],K is the variation of an individual attribution,Kis the average variation value Activity: =K K⁄ ( )3
Algorithm Description (1) Determination of individual time domain ofbehavior
In order to discover individual time domain of group behavior,we will analyze the individual time series. First, we should adopt different length of time in the time series for clustering. Second,weuse the PLR(Piecewise Linear Representation) to express the selected time series.
Algorithm 1: Input: A certain individual period of time series X
X=< ( , ), ( , ) ,…, ( , )> Output: Filter the tiny volatility in time series S, Which contains only rise and drop
interval,called ’. 1)scanX, statistics all the lift range and their corresponding amplitude; 2) take all the absolute amplitude values, then calculate the average as a threshold,
the amplitude value is greater than the threshold value is marked as strong, less than the threshold is marked as weak;
3) if (the current range exist small shock range) we should fuse the range according to all kinds of situations
elsewe can copies the current interval length and fuse the before fused oscillation zone, then calculate the size of each lift range}
4)Finally, return the scope of lift range , of ’and related magnitude Algorithm 2:
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Reference
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exchang[2]WuXuCh
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