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A study of time series: anomaly detection and trend prediction.

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

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_325698
Date January 2006
ContributorsLeung, Tat Wing., Chinese University of Hong Kong Graduate School. Division of Computer Science and Engineering.
Source SetsThe Chinese University of Hong Kong
LanguageEnglish, Chinese
Detected LanguageEnglish
TypeText, bibliography
Formatprint, xii, 98 leaves : ill. (some col.) ; 30 cm.
RightsUse 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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