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Mining Change Events in Large Datasets
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Mining Change Events in Large Datasets
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1.Hashmat Rohian Jiashu Zhao
2.
Discover patterns whose frequency dramatically changes over time or any other dimension (FP mining extension)
Discover new rules associating changes (Financial markets)
Predict changes in one variable based on the changes in another dimensions (Outbreak detection)
3.
Design practical and useful approach to discovering novel and interesting change knowledge from large databases
Analyze and present the knowledge mined in a clear and coherent manner
Evaluate the knowledge based on a gold standard
4.
Qian's CPD(Change Point Detection) Algorithm
Based on Qians measure
Improved CPD1 { Divide and Conquer }
Using Divide & Conquer with global ratios
Improved CPD2 { Divide and Conquer }
Using Divide & Conquer with local ratios
Binomial method
The Kolmogorov-Smirnov test (KS-test)
5.
Level-wise search
k-itemsets (itensets with k items) are used to explore (k+1)- itemsets from transactional databases
First, the set of frequent 1-itemsets is found (denoted L1)
L1 is used to find L2, the set of frquent 2-itemsets
L2 is used to find L3, and so on, until no frequent k-itemsets can be found
Generate strong association rules from the frequent itemsets
6.
Transitional ratio
First Derivative
Second Derivative
the rate of change of the rate of change
Etc.
7. 8. 9. 10. 11. 12.
A stock market index is a method of measuring a section of the stock market. We use 27 stock market indices.
13. 14. 15.
Statistical tools are more accurate for CPD
Binary points produce robust change points
The transitional ratio and the slope change measures have very similar results
Local change point estimation based on true and false points produce consistent measure
Both transitional ratio and slope robust for noisy or incomplete datasets
16.
Use binary data for CPD and real data for change measure
Use regression to predict changes in one dimension using variables
Incorporate our system in the FP mining
Apply our methods on other real datasets
Make our system more efficient and automated
17.
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