金融领域时间序列挖掘技术研究

A study of time series mining technology in financial field

数据挖掘技术近年来被广泛用于时间序列分析,时间序列挖掘技术主要包括关联分析、序列分析、分类分析、聚类分析和异常检测等五类。由于金融领域的时间序列具有一些重要的特征,因此将各种挖掘方法与金融时间序列的特征,以及各种传统的时间序列分析模型相结合,是目前金融时间序列挖掘领域的研究热点。

Data mining technology is widely used in time series analysis.Time series mining includes association analysis,sequence analysis,classification,clustering and outlier detection.As financial time series has some important features,it has become a popular topic of research to combine features of various financial time series mining approaches with the traditional time series algorithms and analysis models.