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    題名: 實作時序性資料集的形狀查詢語言
    Implementation of a Shape Query Language for Time Series Datasets
    作者: 劉家豪
    Liu, Chia Hao
    貢獻者: 陳恭
    劉家豪
    Liu, Chia Hao
    關鍵詞: 領域專屬語言
    形狀樣式
    時序性資料集
    Domain-Specific Languge
    Chart Pattern
    time-series datasets
    日期: 2009
    上傳時間: 2016-05-09 12:02:41 (UTC+8)
    摘要: 越來越多帶有時間序列的資料普遍的存在醫學工程、商業統計、財務金融等各領域,例如:在財務金融分析領域中已知的形狀樣式用以預測未來價格趨勢做出買賣的決策。由於時序性資料通常非常的龐大,領域的專家看法也未必相同,所描述出新的形狀樣式剛開始也都是比較粗略的,必須透過不斷的修正才會得到比較精準的結果。有鑒於此,我們實做了一套時序性資料集的形狀查詢語言,透過簡單的語言描述,讓使用者簡便快速的定義出屬於自己的形狀樣式。此外我們也實作出互動式的環境並實際有效率應用於台灣證券交易市場。
    There are more and more time series data in the fields of medical engineering, commerce statistics, finance, etc. For example, in financial analysis, we can forecast the price trends by using some well known chart patterns. People want to find out some new patterns for making their purchase decisions fast and easily. However, it is technical challenging to implement a high-level pattern description language. This thesis implemented a shape query language for time-series datasets. Through the simple syntax, field users can find out there own shape patterns by using a more realistic, easily and fast way. We have also developed an interactive environment that users can apply our shape query language to the data of Taiwan Stock Market efficiently.
    參考文獻: [1] Siau-Cheng Khoo, Wei-Ngan Chin and Ng Kah Hwa. A Language-Base Approach to Financial Analyses. Nov 2006.
    [2] D. Berndt and J. Clifford. Using dynamic time warping to find patterns in time series. In KDD-94: AAAI Workshop on Knowledge Discovery in Database, page 359-370, Seattle, Washington, July 1994.
    [3] Sun Wu and Udi Manber. Fast text searching allowing errors. Communications of the ACM, v.35 n.10, p.83-91, Oct 1992.
    [4] Martin Fowler. Language Workbenches: The Killer-App for Domain Specific Languages. 2005
    http://martinfowler.com/
    [5] R. Arawal, G. Psaila, E. L. Wimmers, and M. Zait. Querying Shapes of Histories. IBM Research Report RJ 9962 (87921), IBM AI-maden Research Center, San Jose, California, June 1995.
    [6] Saswat Anand, Wei-Ngan Chin, Sian-Cheng Khoo. Charting Patterns on Price History. International Conference on Functional Programming (ICFP01), Firenze, Italy, 3-5 September 2001.
    [7] John Huges,"Why Functional Programming Matters" The Computer Journal, Volume 32, Number 2, April 1989.
    [8] S. Wu and U. Manber. Fast text searching allowing errors. Communications of the ACM, October 1992.
    [9] The language specification: The Revised5 Report on the Algorithmic Language Scheme.
    http://schemers.org/Documents/Standards/R5RS/
    [10] 台灣銀行網站
    http://fund.bot.com.tw/z/template/glcat_22.asp.htm
    [11] 台灣證券交易所網站
    http://www.tse.com.tw/ch/index.php
    [12] Chang-Shing Perng, Haixun Wang, Sylvia R. Zhang, D. Stott Parker, "Landmarks: A New Model for Similarity-Based Pattern Querying in Time Series Databases," icde, p. 33, 16th International Conference on Data Engineering (ICDE`00), 2000.
    [13] 陳恭,「程式語言應用與原理上課講義」, 10月2007
    [14] Domain-Specific Language. An Annotated Bibliography
    http://homepages.cwi.nl/~arie/papers/dslbib/
    [15] Keith V. Nesbitt, Stephen Barrass. Finding Trading Patterns in Stock Market Data. (IEEE pp. 45-55) September 2004.
    [16] Chiung-Hon Leon Lee, Alan Liu, Wen-Sung Chen. Pattern Discovery of Fuzzy Time Series for Financial Prediction. (IEEE pp. 613-625) May 2006.
    [17] Chang-Shing Perng, Haixun Wang, Sylvia R. Zhang, D. Stott Parker, “Landmarks: A New Model for Similarity-Based Pattern Querying in Time Series Database,” icde, pp.33, 16th International Conference on Data Engineering (ICDE’00), 2000.
    [18] 范銘嘉,「交易指標技術八大門派」,簡愛洋行,2005.
    [19] 林銘郎,「技術指標通論」,簡愛洋行,2004
    [20] 維基百科 http://en.wikipedia.org
    描述: 碩士
    國立政治大學
    資訊科學學系
    95971016
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0095971016
    資料類型: thesis
    顯示於類別:[資訊科學系] 學位論文

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