The KIPS Transactions:PartD (정보처리학회논문지D)

Korea Information Processing Society (한국정보처리학회)
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Effectiveness Evaluations of Subsequence Matching Methods Using KOSPI Data

한국 주식 데이터를 이용한 서브시퀀스 매칭 방법의 효과성 평가

  • 유승근 (숭실대학교 대학원 컴퓨터학과) ;
  • 이상호 (숭실대학교 컴퓨터학부)
  • Published : 2005.06.01
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Abstract

Previous researches on subsequence matching have been focused on how to make indexes in order to speed up the matching time, and do not take into account the effectiveness issues of subsequence matching methods. This paper considers the effectiveness of subsequence matching methods and proposes two metrics for effectiveness evaluations of subsequence matching algorithms. We have applied the proposed metrics to Korean stock data and five known matching algorithms. The analysis on the empirical data shows that two methods (i.e., the method supporting normalization, and the method supporting scaling and shifting) outperform the others in terms of the effectiveness of subsequence matching.

기존의 서브시퀀스 매칭 방법은 검색을 효율적으로 수행하기 위한 인덱스 구성 방법에 대하여 연구하였으며, 서브시퀀스 매칭 방법의 효과성 평가를 고려하지 않았다. 본 논문은 서브시퀀스 매칭 방법의 효과성에 대하여 고려하였으며, 서브시퀀스 매칭 방법의 효과성을 평가 할 수 있는 2가지 척도를 제안한다. 한국 주식 데이터와 5가지 서브시퀀스 매칭 방법에 대하여 제안된 효과성 측정 방안을 적용하였으며, 그 결과를 분석하였다. 실험 결과, 정규화를 지원하는 서브시퀀스 매칭 방법과 스케일링과 쉬프팅 변환을 지원하는 서브시퀀스 매칭 방법이 상대적으로 효과적인 서브시퀀스를 검색하였다.

Keywords

References

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