Data mining method and system based on time series

Abstract

The invention discloses a data mining method and system based on time series. The method comprises following steps: obtaining original event records within a set period of time and determining a basic event type and M related event types according to the original event records; generating a first historic time series and M second historic time series corresponding to the basic event type; calculating correlation coefficients between a low-frequency time series of the first historic time series and a low-frequency time series of each second historic time series; determining a low-frequency time series of a kth second historic time series when the correlation coefficient is larger than a first threshold value and establishing a prediction model according to the low-frequency time series of the kth second historic time series and the low-frequency time series of the first historic time series, and obtaining a predicted value of the basic event type according to the prediction model, wherein M is a positive integer, and K is an integer no more than M. The method and system are used for solving the problem of inaccurate predicted results in the prior art.

Description

technical field [0001] The invention relates to the field of data mining, in particular to a time series-based data mining method and system. Background technique [0002] At present, with the increasingly widespread application of computers and networks and the increasing variety of business types in different fields, time series are generated for massive event record data (such as transaction record data of a certain type of credit card in the financial field), and then data mining is performed to predict The changing trend of this event becomes more and more important in the future. Among them, time series forecasting is widely used in target tracking, weather forecasting, market analysis and fault diagnosis. Most traditional forecasting methods use linear models to approximate the development of forecasting objects. [0003] The existing technology uses wavelet analysis theory to preprocess the time series and make predictions based on the preprocessed data modeling. Ho...

AI Technical Summary

Problems solved by technology

[0004] The embodiment of the present invention provides a data mining method and system based on time series to solve the problem of inaccurate prediction results in the prior art

Images