研究者情報 | 神奈川大学

ヤマグチ　タカヒラ Yamaguchi Takahira 山口　高平所属神奈川大学情報学部システム数理学科神奈川大学大学院工学研究科工学専攻（情報システム創成領域）職種教授
言語種別	英語
発行・発表の年月	2007/09
形態種別	学術雑誌
査読	査読あり
標題	Evaluating accuracies of a trading rule mining method based on temporal pattern extraction
執筆形態	共著
掲載誌名	MINING COMPLEX DATA
出版社・発行元	SPRINGER-VERLAG BERLIN
巻・号・頁	4944,pp.72-81
著者・共著者	Hidenao Abe,Satoru Hirabayashi,Miho Ohsaki,Takahira Yamaguchi
概要	In this paper, we present an evaluation of accuracies of temporal rules obtained from the integrated temporal data mining environment using trading dataset from the Japanese stock market. Temporal data mining is one of key issues to get useful knowledge from databases. However, users often face on difficulties during such temporal data mining process for data pre-processing method selection/construction, mining algorithm selection, and post-processing to refine the data mining process. To get rules that are more valuable for domain experts from a temporal data mining process, we have designed an environment, which integrates temporal pattern extraction methods, rule induction methods and rule evaluation methods with visual human-system interface. Then, we have done a case study to mine temporal rules from a Japanese stock market database for trading. The result shows the availability to find out useful trading rules based on temporal pattern extraction.
ISSN	0302-9743