Evaluating Accuracies of a Trading Rule Mining Method Based on Temporal Pattern Extraction

  • Hidenao Abe
  • Satoru Hirabayashi
  • Miho Ohsaki
  • Takahira Yamaguchi
Conference paper

DOI: 10.1007/978-3-540-68416-9_6

Part of the Lecture Notes in Computer Science book series (LNCS, volume 4944)
Cite this paper as:
Abe H., Hirabayashi S., Ohsaki M., Yamaguchi T. (2008) Evaluating Accuracies of a Trading Rule Mining Method Based on Temporal Pattern Extraction. In: Raś Z.W., Tsumoto S., Zighed D. (eds) Mining Complex Data. MCD 2007. Lecture Notes in Computer Science, vol 4944. Springer, Berlin, Heidelberg

Abstract

In this paper, we present an evaluation of accuracies of temporal rules obtained from the integrated temporal data mining environment using trading dataset from the Japanese stock market. Temporal data mining is one of key issues to get useful knowledge from databases. However, users often face on difficulties during such temporal data mining process for data pre-processing method selection/construction, mining algorithm selection, and post-processing to refine the data mining process. To get rules that are more valuable for domain experts from a temporal data mining process, we have designed an environment, which integrates temporal pattern extraction methods, rule induction methods and rule evaluation methods with visual human-system interface. Then, we have done a case study to mine temporal rules from a Japanese stock market database for trading. The result shows the availability to find out useful trading rules based on temporal pattern extraction.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2008

Authors and Affiliations

  • Hidenao Abe
    • 1
  • Satoru Hirabayashi
    • 2
  • Miho Ohsaki
    • 3
  • Takahira Yamaguchi
    • 4
  1. 1.Department of Medical InformaticsShimane University, School of Medicine 
  2. 2.Graduate School of Science and TechnologyKeio University 
  3. 3.Faculty of EngineeringDoshisha University 
  4. 4.Faculty of Science and TechnologyKeio University 

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