M瓜t s嘘 mjƒk"pk羽o"vj逢運 ngg 員r"vtqpi"mjck"rjƒ"o磯 u tu亥n t詠 ph鰻 bi院n

Một phần của tài liệu Khai phá mẫu xu hướng tuần tự lên đối tượng từ tập dữ liệu chuỗi thời gian (Trang 28 - 36)

2. 305"Vt́pi"mj噂 p (Match)

2.3.2 M瓜t s嘘 mjƒk"pk羽o"vj逢運 ngg 員r"vtqpi"mjck"rjƒ"o磯 u tu亥n t詠 ph鰻 bi院n

Cho I = {I1, I2."È0"Kpʼ"n "v壱p t医t c違 items.

T壱p ph亥n t穎*kvgougv+<"n "o瓜t t壱r"mjƒe"t厩pi"x "mj»pi"e„"vj泳 t詠eƒe"kvgou0

M瓜t chu厩k"*ugswgpeg+"n "o瓜v"fcpj"uƒej"e„"vj泳 t詠eƒe"u詠 ki羽n (events).

M厩i m瓜t chu厩k"u"8逢嬰e"m "jk羽u <e1, e2, .... , en> sao cho s詠 ki羽n e1 x違{"tc"vt逢噂c s詠 ki羽n e2, e2 x違{"tc"vt逢噂c e3 ,..

Chi隠w" f k" e栄a m瓜t chu厩k" n " u嘘 n逢嬰pi" kvgo" e„" vtqpi" ejw厩ị Ch鰯ng h衣n m瓜t chu厩k"U"e„"m"kvgo"8逢嬰c g丑k"n "m"Î ugswgpeg0"XF<">*CD+E@"n "o瓜t 3 Î ugswgpeg"x " e„"m ej"vj逢噂e"n "4.

Chu厩i con: chu厩k" "?">b1 b2 È"dm@"8逢嬰c g丑k"n "ejw厩i con c栄a chu厩k"g"?">c1

a2È"cn@"jc{"g"n "ejw厩i cha c栄c" ."m#"jk羽w" "稀g."p院u t欝n t衣i nh英ng s嘘piw{‒p"3ø"l1

< j2 >"È">"l2ø"o"ucq"ejq"d1稀 aj1, b2稀 aj2."È."dm稀 ajm0"X "f映 chu厩k">*D+*CE+@"n "

chu厩i con c栄c" >*CD+*G+*CEF+@=" pj逢pi" >*CD+*G+@" mj»pi" rj違k" n " ejw厩i con c栄a chu厩i <(ABE)>.

E挨"u荏 d英 li羽u chu厩k"n "o瓜t t壱p h嬰r"eƒe"d瓜 d英 li羽w"e„"f衣pi"*ukf."ự"vtqpi"8„" ukf"n "o«"8鵜nh danh c栄a chu厩k"x "u"n "ejw厩k"eƒe"kvgougv.

D違pi"2.1 X "f映 v隠e挨 s荏 d英 li羽u chu厩i [1]

Sid Chu厩i (s)

10 <(AB)C(DE)>

20 <ACD(E)>

A瓜 h厩 tr嬰 (support): Cho e挨"u荏 d英 li羽u chu厩i D, m厩i chu厩k"e„" o瓜t ch雨 s嘘 8鵜nh danh duy nh医v0"A瓜 h厩 tr嬰 tuy羽v"8嘘i c栄a m瓜t m磯u tu亥n t詠 f n "v鰻ng s嘘 chu厩i trong D e„"ej泳a f0"A瓜 h厩 tr嬰 v逢挨pi"8嘘i c栄a f n "v雨 l羽 ph亥p"vt<o"ejw厩i trong D ch泳a f. 雲8¤{"o泳c h厩 tr嬰 tuy羽v"8嘘i ho員e"v逢挨pi"8嘘i s胤8逢嬰c s穎 d映ng chuy吋p"8鰻i qua l衣k."m "

hi羽w"n "sup(f).

M磯u tu亥n t詠 ph鰻 bi院n: Ejq"vt逢噂e"pi逢叡ng h厩 tr嬰 t嘘i thi吋u (minSup+"zƒe"8鵜nh b荏k"pi逢運k"f́ng, minSup 樺 (0, 1]. M瓜t m磯u tu亥n t詠 f 8逢嬰e"eqk"n "rj鰻 bi院n n院w"8瓜 h厩

tr嬰 c栄c"p„"n噂p"j挨p"jq員c b茨ng minSup: sup(f) œ"minSup."mjk"8„""f 8逢嬰c g丑k"n "o磯u tu亥n t詠 ph鰻 bi院n.

206" Rj逢挨pi" rjƒr" vjw" ik違m s嘘 chi隠u x医p x雨 g瓜p t瑛pi" 8q衣n PAA (Piecewise Aggregate Approximation)

M瓜t chu厩i th運k"ikcp"E"e„"ejk隠w"f k"p"e„"vj吋 8逢嬰c bi吋u di宇n b荏i m瓜v"mj»pi"

gian w chi隠w"*"y">>"p+"vj»pi"swc"o瓜t vector C= c1."È"cw 0""Vtqpi"8„"rj亥n t穎 th泳 i c栄a C 8逢嬰e"v pj"vqƒp"f詠c"vjgq"e»pi"vj泳c sau: [17-18]

潔拍件 =拳 券 茅 布 潔倹 券 拳件 倹=券 拳岫件伐1岻+1

A吋 thu gi違m m瓜t chu厩i d英 li羽u th運i gian t瑛mj»pi"ikcp"p"ejk隠w"vj pj"mj»pi"

gian w chi隠w."vc"e„"vj吋 chia d英 li羽w"vj pj"y"rj亥n b茨pi"pjcw"8逢嬰c g丑k"n "eƒe"htcog0" Ikƒ"vt鵜vtwpi"d·pj"e栄c"eƒe"8k吋m n茨m trong m瓜t frame s胤8逢嬰e"v pj"vqƒp"x "vj»pi"swc"

vector g欝o"y"ikƒ"vt鵜8„"vc"8«"e„"8逢嬰c m瓜t bi吋u di宇n thu gi違m v隠 s嘘 chi隠u c栄a chu厩i d英 li羽u th運i gian g嘘c.

J·pj"2.7 Bi院p"8鰻i thu gi違m chi隠u theo PAA [18]

姶w"8k吋m: d宇 v pj"vqƒp"*ej雨 c亥p"v pj"ikƒ"vt鵜 vtwpi"d·pj"eƒe"8k吋m trong t瑛ng kho違ng), h厩 tr嬰 nhi隠w" 8瓜 8q" v逢挨pi" v詠 mjƒe"pjcw" *ej鰯ng h衣p" eƒe" j o" 8q" mjq違ng

eƒej"e„"vt丑ng s嘘, xo逸n th運k"ikcp"8瓜piÈ+.

Khuy院v"8k吋o<"n o"m医v"8k"o瓜t s嘘 vj»pi"vkp"swcp"vt丑pi"ejq"swƒ"vt·pj"mjck"rjƒ"

(ch鰯ng h衣p"eƒe"8k吋m c詠c tr鵜."i„eÈ+"x "xk羽e"zƒe"8鵜pj"8逢嬰c s嘘 ugiogpv"e pi"8„pi" xck"vt”"swcp"vt丑ng.

207" Rj逢挨pi" rjƒr" dk院p" 8鰻i chu厩i th運i gian sang d衣pi" m " v詠 SAX (Symbolic Aggregate Approximation)

A¤{"n "o瓜t trong nh英pi"rj逢挨pi"rjƒr"dk吋u di宇n chu厩i th運i gian [17-3:̲"8«" 8逢嬰c ch泳pi"okpj"n "e„"mj違 p<pi"ik英 l衣i nh英pi"vj»pi"vkp"e„"#"pij c"v瑛 d英 li羽u g嘘c sau khi bi院p"8鰻k"x "v衣o ra nh英ng k院t qu違 h英u d映pi"vtqpi"eƒe"x医p"8隠 nk‒p"swcp"v噂i gom c映o"x "rj¤p"nq衣i d英 li羽w0"Ak吋m m衣nh c栄c"rj逢挨pi"rjƒr"p {"n "ik英 l衣k"8逢嬰e"eƒe" v pj"ej医t c栄a d英 li羽u g嘘e"x "e„"vj吋 ƒr"f映pi"eƒe"ik違i thu壱v"e挨"d違p"8吋 uq"uƒpj"ejw厩i

""v逢荏pi"ej pj"e栄c"rj逢挨pi"rjƒr"p {"n "dk院p"8鰻i d英 li羽w"vj pj"o瓜t chu厩k"m "v詠

r運i r衣c. Trqpi"8„"u嘘n逢嬰pi"m "v詠 f́pi"8吋 bi吋u hi羽p"8逢嬰e"m "jk羽w"n "a *x "a v逢挨pi"8嘘i nh臼+0"A吋 chuy吋p"8鰻i m瓜t d英 li羽u chu厩i th運i gian g嘘e"dcp"8亥w"vj pj"o瓜t chu厩k"m "v詠 vj·"8亥w"vk‒p"vc"rj違i chu育p"j„c"f英 li羽w0"Ucw"8„, ta s胤 ti院p"j pj"jck"d逢噂c ti院r"vjgq"n "

thu gi違m s嘘 chi隠w"x "ejw{吋n k院t qu違 thu gi違m sang d衣pi"m "v詠 (symbol).

Vtqpi" d逢噂c thu gi違m s嘘 chi隠w." rj逢挨pi" rjƒr" RCC" *Rkgegykug" Ciitgicvg"

Approximation) 8逢嬰c s穎 d映ng. Chu厩i d英 li羽u th運i gian T v噂i s嘘 chi隠w"p"8逢嬰c chia

vj pj"y"rj亥n b茨pi"pjcw."ucw"8„"ikƒ"vt鵜 c栄a t瑛ng ph亥n 8逢嬰c x医p x雨 x "vj吋 hi羽n b茨ng m瓜t h羽 s嘘 duy nh医v"n "ikƒ"vt鵜vtwpi"d·pj"e瓜pi0"Ucw"8„"8吋 chuy吋n h羽 s嘘 v瑛c"p‒w"ucpi" eƒe"m "v詠, ta s穎 d映pi"eƒe"dtgcmrqkpvu"*8k吋m ng逸v+"8吋 ejkc"mj»pi"ikcp"rj¤p"vƒp"vj pj"

a khu v詠e"*tgikqp+"e„"zƒe"uw医t b茨ng nhaụ

Dtgcmrqkpvu<"n "o瓜v"fcpj"uƒej"e„"vj泳 t詠 eƒe"u嘘 B = d1, d2."È."da x "e„"vj吋 8逢嬰e"zƒe"8鵜pj"vj»pi"swc"o瓜t b違ng th嘘pi"m‒0"X "f映 sau cho th医{"eƒe"dtgcmrqkpvu" 泳ng v噂k"ikƒ"vt鵜 a t瑛 2 t噂i 8 [17-18]

J·pj"2.8 Minh h丑c"dtgcmrqkpvu"ejq"rj逢挨pi"rjƒr"UCZ"]39̲

Eƒe"dtgcmrqkpvu"p {"8逢嬰e"zƒe"8鵜pj"ucq"ejq"zƒe"uw医t c栄c"eƒe"ugiogpvu"*e„" 8逢嬰c t瑛RCC+"rj¤p"d嘘 荏 vtqpi"eƒe"rj亥p"n "z医p x雨 b茨pi"pjcw0"Vt逢運ng h嬰r"vc"mj»pi"

s穎 d映ng dtgcmrqkpvu"vj·"eƒe"m "v詠vc"f́pi"u胤 e„"zƒe"uw医t xu医t hi羽p"mjƒe"pjcw"x "f磯n

8院n m瓜t s嘘 chu厩k"eqp"e„"mj違p<pi"zw医t hi羽n nhi隠w"j挨p"eƒe"ejw厩k"eqp"mjƒe0

M瓜v"mjk"eƒe"dtgcmrqkpvu"8逢嬰e"zƒe"8鵜pj"vj·"o厩i khu v詠c s胤8逢嬰e"iƒp"ejq"o瓜t

m "v詠 x "rjfir"iƒp"p {"8逢嬰c th詠c hi羽n t瑛 f逢噂k"n‒p0"Nh英ng khu v詠c th医p nh医v"8逢嬰c

iƒp"d茨pi"ÐcÑ."pj英ng khu v詠e"ecq"j挨p"8逢嬰e"iƒp"d茨pi"ÐdÑ"x "vk院p t映e"ejq"8院n h院t chu厩ị

J·pj"2.9 Bi吋u di宇n b茨ng SAX [17-18]

T瑛 m瓜t chu厩i d英 li羽u th運i gian, ta thu gi違m s嘘 chi隠u b茨pi" rj逢挨pi" rjƒr" RCC."ucw"8„"u穎 d映pi"eƒe"dtgcmrqkpvu"*荏 8¤{"vc"f́pi"4"dtgcmrqkpvu"8吋 ejkc"n o"5"

khu v詠e+"x "ew嘘k"épi"vc"e„"8逢嬰c m瓜t chu厩i th運k"ikcp"n "o瓜t word: baabccbc. Eƒe"8瓜8q"e挨"d違p"8逢嬰e"ƒr"f映ng cho SAX:

Gi違 s穎vc"e„"jck"ejw厩i th運k"ikcp"S"x "E"e„"épi"ejk隠w"f k"p."p院w"ƒr"f映pi"8瓜 8q"v逢挨pi"v詠 Euclid:

Sau khi chuy吋p"eƒe"ejw厩k"eqp"vj pj"f衣ng PAA (g丑k"n "芸博 x "系違+"vj·"vc"e„"vj吋 e„"8逢嬰c m瓜t x医p x雨 c壱p"f逢噂i c栄c"e»pi"vj泳e"Gwenkf"pj逢"ucw<

Cu嘘k"épi"p院u ta chuy吋n d英 li羽w"vj pj"f衣ng chu厩k"m "v詠."vc"e„"vj吋 8鵜pj"pij c"

m瓜v"j o"OKPFKUV"vt違 v隠 kho違pi"eƒej"pj臼 nh医t gi英a hai chu厩i th運i gian

J o"fkuv"荏vt‒p"e„"vj吋8逢嬰e"v pj"f逢c"x q"o瓜t b違pi"v·o"mk院o"pj逢"ucw<

V噂i r: ch雨 s嘘 j pi"x "e<"ej雨 s嘘 c瓜t, d英 li羽u cho t瑛pi"»"*t.e+"e„"vj吋 8逢嬰e"v pj" vjgq"e»pi"vj泳c sau:

Kho違pi"eƒej"ik英a 2 chu厩k"m "v詠 s胤8逢嬰e"v pj"f詠c"x q"mjq違pi"eƒej"e栄a t瑛ng c員r"m "v詠.

208"Rj逢挨pi"rjƒr"dk院n 8鰻i chu厩i th運i gian sang d衣pi"m "jk羽w"mjw{pj"j逢噂ng

Rj逢挨pi"rjƒr"dk院p"8鰻i chu厩i d英 li羽u g嘘c sang d衣pi"m "jk羽w"mjw{pj"j逢噂ng

8逢嬰c d詠a vt‒p"#"v逢荏ng v隠 8逢運pi"vtwpi"d·pj"fk"8瓜ng c栄a d英 li羽u ch泳pi"mjqƒp"8«"

t瑛pi"8逢嬰e"vt·pj"d {"vtqpi"d k"dƒq"e栄a Jong P. Yoon, Yixin Nwq."x "Lwpihyun Nam [20, 33].

M#"jk羽w"mjw{pj"j逢噂ng (trend indicator) bao g欝m 6 c医r"8瓜uq"uƒpj"mjƒe"pjcw"

gi英a hai chu厩i th運k"ikcp0"A嘘i v噂i d英 li羽u ch泳pi"mjqƒp."8瓜 d鵜ch chuy吋p"ikƒ"pi逸n h衣n

8逢嬰c bi吋u di宇n b荏i s詠 v逢挨pi" swcp" ik英c" ikƒ" vt鵜 hi羽n t衣i c栄a m瓜t c鰻 phi院u so v噂i

8逢運ng d鵜ch chuy吋p"vtwpi"d·pj"35"vw亥p0"Jc{"p„k"eƒej"mjƒe, ta s胤 ph違k"v pj"vqƒp"o瓜t

8逢運ng bao 3% (5% ho員e"9'"v́{"pi逢運i s穎 d映ng) so v噂k"8逢運ng d鵜ch chuy吋n trung

d·pj"35"vw亥p0"A逢運pi"dcq"p {"u胤 ik¿r"n丑c ra nh英pi"fcq"8瓜ng ng逸n h衣n. C映 th吋<"8嘘i v噂i th運k"ikcp"v"?"2."3."4È0."p"Î 1, Mm*v+"n "8逢運ng th鰯pi"vtwpi"d·pj"fk"8瓜ng m, Mk(t)

n "8逢運ng th鰯pi"vtwpi"d·pj"fk"8瓜ng k (v噂i m < k). V噂i d英 li羽u ch泳pi"mjqƒp"vc"e„"o"?" 35"x "m"?"620"Eƒe"vj»pi"u嘘o"x "m"8逢嬰c l詠a ch丑p"v́{"x q"pi逢運i s穎 d映ng ch泳mj»pi"

b逸t bu瓜c ph違i c嘘 8鵜pj"pj逢"vtqpi"d k"dƒq0"雲 8¤{"o = 13 x "m = 40 n "jck"ikƒ"vt鵜 hay

8逢嬰c s穎 d映ng nh医v"vtqpi"n pj"x詠c ch泳pi"mjqƒp0"Gi違 s穎 m ej"vj逢噂e"8逢運pi"dcq"n "g" vj·"8"m#"jk羽w"mjw{pj"j逢噂ng s胤8逢嬰e"8鵜pj"pij c"pj逢"ucw

A<" " A逢運ng d鵜ch chuy吋p" vtwpi" d·pj" pi逸n h衣n n茨o" rj c" vt‒p 8逢運ng d鵜ch chuy吋p"vtwpi"d·pj"f k"j衣p0Vtqpi"vt逢運ng h嬰r"p {."mjw{pj"j逢噂pi"n‒p"e栄a c鰻 phi院u trong ng逸n h衣p"8«"{院u d亥p"x "ikƒ"jk羽n t衣k"ej逢c"n医p"x q"g'"e壱p"f逢噂i c栄c"8逢運ng d鵜ch chuy吋p"vtwpi"d·pj"pi逸n h衣n. Mjk"p {"Ok(t) < Mm*v+"x "u*v+">"Om(t) Î Mm(t) * e

B: A逢運ng d鵜ch chuy吋p" vtwpi" d·pj" pi逸n h衣n n茨o" rj c" vt‒p" 8逢運ng d鵜ch chuy吋p"vtwpi"d·pj"f k"j衣p0Vtqpi"vt逢運ng h嬰r"p {."mjw{pj"j逢噂pi"n‒p"e栄a c鰻 phi院u trong ng逸n h衣n v磯p"e”p"v逢挨pi"8嘘i m衣pj"x "ikƒ"vt鵜 hi羽n t衣k"8«"n医p"x q"g'"e壱p"f逢噂i c栄c"8逢運ng d鵜ch chuy吋p"vtwpi"d·pj"pg逸n h衣p0"Mjk"p {"Ok(t) < Mm*v+"x "u*v+"@"Om(t)

Î Mm(t) * e

C<"""Mjk"e„"u詠 giao nhau c栄c"4"8逢運pi"vtwpi"d·pj"fk"8瓜pị"vtqpi"8„"8逢運ng

vtwpi"d·pj"fk"8瓜ng ng逸n h衣p"8«"x逢嬰v"n‒p"vt‒p"8逢運ng d鵜ch chuy吋p"vtwpi"d·pj"f k"j衣n

*vt逢噂e"8„"p„"p茨o"f逢噂i): Mk(t) < Mm(t)

D: Mjk"e„"u詠 giao nhau c栄c"4"8逢運pi"vtwpi"d·pj"fk"8瓜pị"vtqpi"8„"8逢運ng

vtwpi"d·pj"fk"8瓜ng ng逸n h衣p"8«"8k"zw嘘ng so v噂k"8逢運ng d鵜ch chuy吋p"vtwpi"d·pj"f k"

h衣p"*vt逢噂e"8„"p„"p茨o"vt‒p+<"Mk(t) > Mm(t)

E<" " A逢運ng d鵜ch chuy吋p" vtwpi" d·pj" pi逸n h衣n n茨o" rj c" f逢噂k" 8逢運ng d鵜ch chuy吋p"vtwpi"d·pj"f k"j衣p0Vtqpi"vt逢運ng h嬰r"p {."mjw{pj"j逢噂ng xu嘘ng trong ng逸n h衣n c栄a c鰻 phi院u v磯p"e”p"o衣pj"x "ikƒ"e鰻 phi院w"ej逢c"n医p"x q"g'"e壱p"vt‒p"e栄c"8逢運ng d鵜ch chuy吋p"vtwpi"d·pj"pi逸n h衣p0"Mjk"p {"Ok(t) > Mm*v+"x "u*v+">"Om(t) + Mm(t) * e

F<" A逢運ng d鵜ch chuy吋p" vtwpi" d·pj" pi逸n h衣n n茨o" rj c" f逢噂k" 8逢運ng d鵜ch chuy吋p"vtwpi"d·pj"f k"j衣p0Vtqpi"vt逢運ng h嬰r"p {."mjw{pj"j逢噂ng xu嘘ng trong ng逸n h衣n c栄a c鰻 phi院w"8«"{院u d亥p"x "ikƒ"e鰻 phi院w"8«"n医p"x q"g'"e壱p"vt‒p"e栄c"8逢運ng d鵜ch chuy吋p"vtwpi"d·pj"pi逸n h衣p0"Mjk"p {"Ok(t) > Mm*v+"x "u*v+"@"Om(t) + Mm(t) * e

B違ng 2.3 v„o"v逸t 6 d衣pi"m "jk羽w"8逢嬰c s穎 d映ng sau khi bi院p"8鰻i t瑛 d英 li羽u th運i gian g嘘e"x "#"pij c"e栄c"ej¿pg

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A mjw{pj"j逢噂pi"v<pi"{院u B mjw{pj"j逢噂pi"v<pi"o衣nh C b逸v"8亥w"e„"mjw{pj"j逢噂pi"v<pi D b逸v"8亥w"e„"mjw{pj"j逢噂ng gi違m E mjw{pj"j逢噂ng gi違m m衣nh F mjw{pj"j逢噂ng gi違m y院u

2.7 A衣i s嘘 quan h羽 th運i gian Allen

P<o"3;:5."Lcogu"H"Cnngp"]28 - 29̲"8«"zw医t b違n m瓜v"d k"dƒq"vtqpi"8„"»pi"

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8栄. O逢運i ba m嘘i quan h羽e挨"d違n c栄c"Cnngp"8逢嬰e"o»"v違 c映 th吋 trong b違ng 2.4. B違pi"p {"8鵜pj"pij c"v医t c違eƒe"o嘘i quan h羽e„"vj吋 t欝n t衣i gi英a hai th運i kho違pi"8«" zƒe"8鵜pj"vt逢噂e"8„0"O厩i quan h羽8逢嬰c bi吋u di宇n b茨ng m瓜v"n逢嬰e"8欝 th吋 hi羽n m嘘k"nk‒p"

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m瓜t kho違pi"eƒej"x隠 th運i gian gi英c"c"x "d0

D違pi"2.4 O逢運i ba m嘘i quan h羽e挨"d違n Allen [29]

Eƒe"o嘘i quan h羽vt‒p"8逢嬰c s逸p x院p theo th泳 t詠 c医r"8瓜 t瑛n¿e"c"d逸v"8亥w"vt逢噂c b cho t噂i khi a x違{"tc"8欝ng th運i v噂k"d"x "ew嘘k"épi"n "c"d逸v"8亥w"ucw"d0"Vc"e„"pj壱n

zfiv"n "8"e員p trong 13 m嘘i quan h羽p {"ocpi"v pj"vjw壱n ngh鵜ch. Ch鰯ng h衣p"pj逢"p院u

vc"e„"c"8k"vt逢噂c d"*c"rtgegfgu"d+"vj·"vc"e pi"u胤e„"o瓜t quan h羽 ngh鵜ej"8違q"n "d"8逢嬰c

8k"vt逢噂c b荏k"c"*d"rtgegfgf"d{"c+0""Tk‒pi"o嘘i quan h羽ÐgswcnuÑ"vj·"vjw壱n ngh鵜ch v噂i

ej pj"p„0"V瑛ng c員r"m "jk羽u quan h羽 thu壱n ngh鵜ch s胤 bao g欝m ch英 vi院v"vj逢運pi"x "

ch英 vi院t hoa c栄c"épi"o瓜t k "v詠*x "f映r"x "R+0"

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