Journal of Digital Convergence (디지털융복합연구)

The Society of Digital Policy and Management (한국디지털정책학회)
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A Fusion of the Period Characterized and Hierarchical Bayesian Techniques for Efficient Cluster Analysis of Time Series Data

시계열자료의 효율적 군집분석을 위한 구간특징화와 계층적 베이지안 기법의 융합

  • Jung, Young-Ae (Dept. of Information Technology Education, Sun-Moon University) ;
  • Jeon, Jin-Ho (Dept. of Business Administration, Catholic Kwan-Dong University)
  • 정영애 (선문대학교 IT학부) ;
  • 전진호 (가톨릭관동대학교 경영학과)
  • Received : 2015.04.16
  • Accepted : 2015.07.20
  • Published : 2015.07.28
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Abstract

An effective way to understand the dynamic and time series that follows the passage of time, as valuation is to establish a model to analyze the phenomena of the system. Model of the decision process is efficient clustering information of the total mass of the time series data of the relevant population been collected in a particular number of sub-groups than to look at all a time to an understand of the overall data through each community-specific model determination. In this study, a sub-grouping of the group and the first of the two process model of each cluster by determining, in the following in sub-population characterized by a fusion with heuristic Bayesian clustering techniques proposed a process which can reduce calculation time and cost was confirmed by experiments using actual effectiveness valuation.

주가지표처럼 동적이며 시간흐름을 따르는 시계열자료들을 이해하는 효과적인 방법은 주어진 시계열자료들에 대하여 모델을 결정함으로서 이해하는 것이 좋다. 주어진 자료들에 대한 모델 결정과정은 수집되어진 대용량 시계열자료 전체를 한 번에 다 살펴보는 것보다 자료를 특정의 중요한 몇 개의 하위그룹으로 군집화하여 각 군집별 모델결정을 통해 자료 전체를 이해하는 것이 효율적이다. 본 연구에서는 주어진 시계열자료들에 대하여 하위그룹으로의 효율적 군집화 과정 그리고 각 군집별 모델결정의 두 과정 중 첫 번째 과정인 하위집단으로 군집화 과정에 자료의 구간특징화 기법과 휴리스틱 베이지안기법의 융합을 이용하여 시간 및 계산비용을 감소시킬 수 있는 기법을 제안하였으며 실제적인 주가지표를 이용한 실험을 통해 제안하는 기법의 유효성을 확인하였다.

Keywords

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