Leung Tat Wing. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (leaves 94-98). / Abstracts in English and Chinese. / Abstract --- p.i / Acknowledgement --- p.iv / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Unusual Pattern Discovery --- p.3 / Chapter 1.2 --- Trend Prediction --- p.4 / Chapter 1.3 --- Thesis Organization --- p.5 / Chapter 2 --- Unusual Pattern Discovery --- p.6 / Chapter 2.1 --- Introduction --- p.6 / Chapter 2.2 --- Related Work --- p.7 / Chapter 2.2.1 --- Time Series Discords --- p.7 / Chapter 2.2.2 --- Brute Force Algorithm --- p.8 / Chapter 2.2.3 --- Keogh et al.'s Algorithm --- p.10 / Chapter 2.2.4 --- Performance Analysis --- p.14 / Chapter 2.3 --- Proposed Approach --- p.18 / Chapter 2.3.1 --- Haar Transform --- p.20 / Chapter 2.3.2 --- Discretization --- p.22 / Chapter 2.3.3 --- Augmented Trie --- p.24 / Chapter 2.3.4 --- Approximating the Magic Outer Loop --- p.27 / Chapter 2.3.5 --- Approximating the Magic Inner Loop --- p.28 / Chapter 2.3.6 --- Experimental Result --- p.28 / Chapter 2.4 --- More on discord length --- p.42 / Chapter 2.4.1 --- Modified Haar Transform --- p.42 / Chapter 2.4.2 --- Fast Haar Transform Algorithm --- p.43 / Chapter 2.4.3 --- Relation between discord length and discord location --- p.45 / Chapter 2.5 --- Further Optimization --- p.47 / Chapter 2.5.1 --- Improved Inner Loop Heuristic --- p.50 / Chapter 2.5.2 --- Experimental Result --- p.52 / Chapter 2.6 --- Top K discords --- p.53 / Chapter 2.6.1 --- Utility of top K discords --- p.53 / Chapter 2.6.2 --- Algorithm --- p.58 / Chapter 2.6.3 --- Experimental Result --- p.62 / Chapter 2.7 --- Conclusion --- p.64 / Chapter 3 --- Trend Prediction --- p.69 / Chapter 3.1 --- Introduction --- p.69 / Chapter 3.2 --- Technical Analysis --- p.70 / Chapter 3.2.1 --- Relative Strength Index --- p.70 / Chapter 3.2.2 --- Chart Analysis --- p.70 / Chapter 3.2.3 --- Dow Theory --- p.71 / Chapter 3.2.4 --- Moving Average --- p.72 / Chapter 3.3 --- Proposed Algorithm --- p.79 / Chapter 3.3.1 --- Piecewise Linear Representation --- p.80 / Chapter 3.3.2 --- Prediction Tree --- p.82 / Chapter 3.3.3 --- Trend Prediction --- p.84 / Chapter 3.4 --- Experimental Results --- p.86 / Chapter 3.4.1 --- Experimental setup --- p.86 / Chapter 3.4.2 --- Experiment on accuracy --- p.87 / Chapter 3.4.3 --- Experiment on performance --- p.88 / Chapter 3.5 --- Conclusion --- p.90 / Chapter 4 --- Conclusion --- p.92 / Bibliography --- p.94
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_325698 |
| Date | January 2006 |
| Contributors | Leung, Tat Wing., Chinese University of Hong Kong Graduate School. Division of Computer Science and Engineering. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, xii, 98 leaves : ill. (some col.) ; 30 cm. |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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