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Mining time series data for segmentation by using Ant Colony Optimization [An article from: European Journal of Operational Research]
Book Details
Author(s)S.S. Weng, Y.H. Liu
PublisherElsevier
ISBN / ASINB000P6NRXG
ISBN-13978B000P6NRX6
MarketplaceFrance 🇫🇷
Description
This digital document is a journal article from European Journal of Operational Research, published by Elsevier in 2006. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
In trying to distinguish data features within time series data for specific time intervals, time series segmentation technology is often required. This research divides time series data into segments of varying lengths. A time series segmentation algorithm based on the Ant Colony Optimization (ACO) algorithm is proposed to exhibit the changeability of the time series data. In order to verify the effect of the proposed algorithm, we experiment with the Bottom-Up method, which has been reported in available literature to give good results for time series segmentation. Simulation data and genuine stock price data are also used in some of our experiments. The research result shows that time series segmentation run by the ACO algorithm not only automatically identifies the number of segments, but its segmentation cost was lower than that of the time series segmentation using the Bottom-Up method. More importantly, during the ACO algorithm process, the degree of data loss is also less compared to that of the Bottom-Up method.
Description:
In trying to distinguish data features within time series data for specific time intervals, time series segmentation technology is often required. This research divides time series data into segments of varying lengths. A time series segmentation algorithm based on the Ant Colony Optimization (ACO) algorithm is proposed to exhibit the changeability of the time series data. In order to verify the effect of the proposed algorithm, we experiment with the Bottom-Up method, which has been reported in available literature to give good results for time series segmentation. Simulation data and genuine stock price data are also used in some of our experiments. The research result shows that time series segmentation run by the ACO algorithm not only automatically identifies the number of segments, but its segmentation cost was lower than that of the time series segmentation using the Bottom-Up method. More importantly, during the ACO algorithm process, the degree of data loss is also less compared to that of the Bottom-Up method.
