• Title/Summary/Keyword: stock databases

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Generalization of Window Construction for Subsequence Matching in Time-Series Databases (시계열 데이터베이스에서의 서브시퀀스 매칭을 위한 윈도우 구성의 일반화)

  • Moon, Yang-Sae;Han, Wook-Shin;Whang, Kyu-Young
    • Journal of KIISE:Databases
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    • v.28 no.3
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    • pp.357-372
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    • 2001
  • In this paper, we present the concept of generalization in constructing windows for subsequence matching and propose a new subsequence matching method. GeneralMatch, based on the generalization. The earlier work of Faloutsos et al.(FRM in short) causes a lot of false alarms due to lack of the point-filtering effect. DualMatch, which has been proposed by the authors, improves performance significantly over FRM by exploiting the point filtering effect, but it has the problem of having a smaller maximum window size (half that FRM) given the minimum query length. GeneralMatch, an improvement of DualMatch, offers advantages of both methods: it can use large windows like FRM and, at the same time, can exploit the point-filtering effect like DualMatch. GeneralMatch divides data sequences into J-sliding windows (generalized sliding windows) and the query sequence into J-disjoint windows (generalized disjoint windows). We formally prove that our GeneralMatch is correct, i.e., it incurs no false dismissal. We also prove that, given the minimum query length, there is a maximum bound of the window size to guarantee correctness of GeneralMatch. We then propose a method of determining the value of J that minimizes the number of page accesses, Experimental results for real stock data show that, for low selectivities ($10^{-6}~10^{-4}$), GeneralMatch improves performance by 114% over DualMatch and by 998% iver FRM on the average; for high selectivities ($10^{-6}~10^{-4}$), by 46% over DualMatch and by 65% over FRM on the average.

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Optimization of Post-Processing for Subsequence Matching in Time-Series Databases (시계열 데이터베이스에서 서브시퀀스 매칭을 위한 후처리 과정의 최적화)

  • Kim, Sang-Uk
    • The KIPS Transactions:PartD
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    • v.9D no.4
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    • pp.555-560
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    • 2002
  • Subsequence matching, which consists of index searching and post-processing steps, is an operation that finds those subsequences whose changing patterns are similar to that of a given query sequence from a time-series database. This paper discusses optimization of post-processing for subsequence matching. The common problem occurred in post-processing of previous methods is to compare the candidate subsequence with the query sequence for discarding false alarms whenever each candidate subsequence appears during index searching. This makes a sequence containing candidate subsequences to be accessed multiple times from disk, and also have a candidate subsequence to be compared with the query sequence multiple times. These redundancies cause the performance of subsequence matching to degrade seriously. In this paper, we propose a new optimal method for resolving the problem. The proposed method stores ail the candidate subsequences returned by index searching into a binary search tree, and performs post-processing in a batch fashion after finishing the index searching. By this method, we are able to completely eliminate the redundancies mentioned above. For verifying the performance improvement effect of the proposed method, we perform extensive experiments using a real-life stock data set. The results reveal that the proposed method achieves 55 times to 156 times speedup over the previous methods.

Optimal Construction of Multiple Indexes for Time-Series Subsequence Matching (시계열 서브시퀀스 매칭을 위한 최적의 다중 인덱스 구성 방안)

  • Lim, Seung-Hwan;Kim, Sang-Wook;Park, Hee-Jin
    • Journal of KIISE:Databases
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    • v.33 no.2
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    • pp.201-213
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    • 2006
  • A time-series database is a set of time-series data sequences, each of which is a list of changing values of the object in a given period of time. Subsequence matching is an operation that searches for such data subsequences whose changing patterns are similar to a query sequence from a time-series database. This paper addresses a performance issue of time-series subsequence matching. First, we quantitatively examine the performance degradation caused by the window size effect, and then show that the performance of subsequence matching with a single index is not satisfactory in real applications. We argue that index interpolation is fairly useful to resolve this problem. The index interpolation performs subsequence matching by selecting the most appropriate one from multiple indexes built on windows of their inherent sizes. For index interpolation, we first decide the sites of windows for multiple indexes to be built. In this paper, we solve the problem of selecting optimal window sizes in the perspective of physical database design. For this, given a set of query sequences to be peformed in a target time-series database and a set of window sizes for building multiple indexes, we devise a formula that estimates the cost of all the subsequence matchings. Based on this formula, we propose an algorithm that determines the optimal window sizes for maximizing the performance of entire subsequence matchings. We formally Prove the optimality as well as the effectiveness of the algorithm. Finally, we perform a series of extensive experiments with a real-life stock data set and a large volume of a synthetic data set. The results reveal that the proposed approach improves the previous one by 1.5 to 7.8 times.

An Effective Similarity Search Technique supporting Time Warping in Sequence Databases (시퀀스 데이타베이스에서 타임 워핑을 지원하는 효과적인 유살 검색 기법)

  • Kim, Sang-Wook;Park, Sang-Hyun
    • Journal of KIISE:Databases
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    • v.28 no.4
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    • pp.643-654
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    • 2001
  • This paper discusses an effective processing of similarity search that supports time warping in large sequence database. Time warping enables finding sequences with similar patterns even when they are of different length, Previous methods fail to employ multi-dimensional indexes without false dismissal since the time warping distance does not satisfy the triangular inequality. They have to scan all the database, thus suffer from serious performance degradation in large database. Another method that hires the suffix tree also shows poor performance due to the large tree size. In this paper we propose a new novel method for similarity search that supports time warping Our primary goal is to innovate on search performance in large database without false dismissal. to attain this goal ,we devise a new distance function $D_{tw-Ib}$ consistently underestimates the time warping distance and also satisfies the triangular inequality, $D_{tw-Ib}$ uses a 4-tuple feature vector extracted from each sequence and is invariant to time warping, For efficient processing, we employ a distance function, We prove that our method does not incur false dismissal. To verify the superiority of our method, we perform extensive experiments . The results reveal that our method achieves significant speedup up to 43 times with real-world S&P 500 stock data and up to 720 times with very large synthetic data.

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Concurrency Control based on Serialization Graph for Query Transactions in Broadcast Environment : CCSG/QT (방송환경에서 질의 거래를 위해 직렬화 그래프에 기반을 둔 동시성 제어 기법)

  • 이욱현;황부현
    • Journal of KIISE:Databases
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    • v.30 no.1
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    • pp.95-107
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    • 2003
  • The broadcast environment has asymmetric communication aspect that is typically much greater communication bandwidth available from server to clients than in the opposite direction. In addition, most of mobile computing systems allow mostly read-only transactions from mobile clients for retrieving different types of information such as stock data, traffic information and mews updates. Since previous concurrency control protocols, however, do not consider such a particular characteristics, the performance degradation occurs when previous schemes are applied to the broadcast environment. In this paper, we propose the efficient concurrency control for query transaction in broadcast environment. The following requirements are satisfied by adapting weak consistency that is the appropriate correctness criterion of read-only transactions: (1) the mutual consistency of data maintained by the server and read by clients (2) the currency of data read by clients. We also use the serialization graph scheme to check the weak consistency efficiently. As a result, we improved a performance by reducing unnecessary aborts and restarts of read-only transactions caused when global serializability was adopted.

Optimistic Concurrency Control based on TimeStamp Intervals for Broadcast Environment: OCC/TI (방송환경에서 타임스탬프 구간에 기반을 둔 낙관적 동시성 제어 기법)

  • 이욱현;황부현
    • Journal of KIISE:Databases
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    • v.29 no.6
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    • pp.477-491
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    • 2002
  • The broadcast environment has asymmetric communication aspect that is typically much greater communication bandwidth available from server to clients than in the opposite direction. In addition, mobile computing systems generate mostly read-only transactions from mobile clients for retrieving different types of information such as stock data, traffic information and news updates. Since previous concurrency control protocols, however, do not consider such a particular characteristics, the performance degradation occurs when previous schemes are applied to the broadcast environment. In this paper, we propose optimistic concurrency control based on timestamp interval for broadcast environment. The following requirements are satisfied by adapting weak consistency that is the appropriate correctness criterion of read-only transactions: (1) the mutual consistency of data maintained by the server and read by clients (2) the currency of data read by clients. We also adopt the timestamp Interval protocol to check the weak consistency efficiently. As a result, we improved a performance by reducing unnecessary aborts and restarts of read-only transactions caused when global serializability was adopted.

Spatial and temporal dynamic of land-cover/land-use and carbon stocks in Eastern Cameroon: a case study of the teaching and research forest of the University of Dschang

  • Temgoua, Lucie Felicite;Solefack, Marie Caroline Momo;Voufo, Vianny Nguimdo;Belibi, Chretien Tagne;Tanougong, Armand
    • Forest Science and Technology
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    • v.14 no.4
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    • pp.181-191
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    • 2018
  • This study was carried out in the teaching and research forest of the University of Dschang in Belabo, with the aim of analysing land-cover and land-use changes as well as carbon stocks dynamic. The databases used are composed of three Landsat satellite images (5TM of 1984, 7ETM + of 2000 and 8OLI of 2016), enhanced by field missions. Satellite images were processed using ENVI and ArcGIS software. Interview, focus group discussion methods and participatory mapping were used to identify the activities carried out by the local population. An inventory design consisting of four transects was used to measure dendrometric parameters and to identify land-use types. An estimation of carbon stocks in aboveground and underground woody biomass was made using allometric models based on non-destructive method. Dynamic of land-cover showed that the average annual rate of deforestation is 0.48%. The main activities at the base of this change are agriculture, house built-up and logging. Seven types of land-use were identified; adult secondary forests (64.10%), young secondary forests (7.54%), wetlands (7.39%), fallows (3.63%), savannahs (9.59%), cocoa farms (4.28%) and mixed crop farms (3.47%). Adult secondary forests had the highest amount of carbon ($250.75\;t\;C\;ha^{-1}$). This value has decreased by more than 60% for mixed crop farms ($94.67\;t\;C\;ha^{-1}$), showing the impact of agricultural activities on both forest cover and carbon stocks. Agroforestry systems that allow conservation and introduction of woody species should be encouraged as part of a participatory management strategy of this forest.

Empirical Selection of Informative Microsatellite Markers within Co-ancestry Pig Populations Is Required for Improving the Individual Assignment Efficiency

  • Lia, Y.H.;Chu, H.P.;Jiang, Y.N.;Lin, C.Y.;Li, S.H.;Li, K.T.;Weng, G.J.;Cheng, C.C.;Lu, D.J.;Ju, Y.T.
    • Asian-Australasian Journal of Animal Sciences
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    • v.27 no.5
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    • pp.616-627
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    • 2014
  • The Lanyu is a miniature pig breed indigenous to Lanyu Island, Taiwan. It is distantly related to Asian and European pig breeds. It has been inbred to generate two breeds and crossed with Landrace and Duroc to produce two hybrids for laboratory use. Selecting sets of informative genetic markers to track the genetic qualities of laboratory animals and stud stock is an important function of genetic databases. For more than two decades, Lanyu derived breeds of common ancestry and crossbreeds have been used to examine the effectiveness of genetic marker selection and optimal approaches for individual assignment. In this paper, these pigs and the following breeds: Berkshire, Duroc, Landrace and Yorkshire, Meishan and Taoyuan, TLRI Black Pig No. 1, and Kaohsiung Animal Propagation Station Black pig are studied to build a genetic reference database. Nineteen microsatellite markers (loci) provide information on genetic variation and differentiation among studied breeds. High differentiation index ($F_{ST}$) and Cavalli-Sforza chord distances give genetic differentiation among breeds, including Lanyu's inbred populations. Inbreeding values ($F_{IS}$) show that Lanyu and its derived inbred breeds have significant loss of heterozygosity. Individual assignment testing of 352 animals was done with different numbers of microsatellite markers in this study. The testing assigned 99% of the animals successfully into their correct reference populations based on 9 to 14 markers ranking D-scores, allelic number, expected heterozygosity ($H_E$) or $F_{ST}$, respectively. All miss-assigned individuals came from close lineage Lanyu breeds. To improve individual assignment among close lineage breeds, microsatellite markers selected from Lanyu populations with high polymorphic, heterozygosity, $F_{ST}$ and D-scores were used. Only 6 to 8 markers ranking $H_E$, $F_{ST}$ or allelic number were required to obtain 99% assignment accuracy. This result suggests empirical examination of assignment-error rates is required if discernible levels of co-ancestry exist. In the reference group, optimum assignment accuracy was achievable achieved through a combination of different markers by ranking the heterozygosity, $F_{ST}$ and allelic number of close lineage populations.

A Single Index Approach for Subsequence Matching that Supports Normalization Transform in Time-Series Databases (시계열 데이터베이스에서 단일 색인을 사용한 정규화 변환 지원 서브시퀀스 매칭)

  • Moon Yang-Sae;Kim Jin-Ho;Loh Woong-Kee
    • The KIPS Transactions:PartD
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    • v.13D no.4 s.107
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    • pp.513-524
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    • 2006
  • Normalization transform is very useful for finding the overall trend of the time-series data since it enables finding sequences with similar fluctuation patterns. The previous subsequence matching method with normalization transform, however, would incur index overhead both in storage space and in update maintenance since it should build multiple indexes for supporting arbitrary length of query sequences. To solve this problem, we propose a single index approach for the normalization transformed subsequence matching that supports arbitrary length of query sequences. For the single index approach, we first provide the notion of inclusion-normalization transform by generalizing the original definition of normalization transform. The inclusion-normalization transform normalizes a window by using the mean and the standard deviation of a subsequence that includes the window. Next, we formally prove correctness of the proposed method that uses the inclusion-normalization transform for the normalization transformed subsequence matching. We then propose subsequence matching and index building algorithms to implement the proposed method. Experimental results for real stock data show that our method improves performance by up to $2.5{\sim}2.8$ times over the previous method. Our approach has an additional advantage of being generalized to support many sorts of other transforms as well as normalization transform. Therefore, we believe our work will be widely used in many sorts of transform-based subsequence matching methods.

Committee Learning Classifier based on Attribute Value Frequency (속성 값 빈도 기반의 전문가 다수결 분류기)

  • Lee, Chang-Hwan;Jung, In-Chul;Kwon, Young-S.
    • Journal of KIISE:Databases
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    • v.37 no.4
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    • pp.177-184
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    • 2010
  • In these day, many data including sensor, delivery, credit and stock data are generated continuously in massive quantity. It is difficult to learn from these data because they are large in volume and changing fast in their concepts. To handle these problems, learning methods based in sliding window methods over time have been used. But these approaches have a problem of rebuilding models every time new data arrive, which requires a lot of time and cost. Therefore we need very simple incremental learning methods. Bayesian method is an example of these methods but it has a disadvantage which it requries the prior knowledge(probabiltiy) of data. In this study, we propose a learning method based on attribute values. In the proposed method, even though we don't know the prior knowledge(probability) of data, we can apply our new method to data. The main concept of this method is that each attribute value is regarded as an expert learner, summing up the expert learners lead to better results. Experimental results show our learning method learns from data very fast and performs well when compared to current learning methods(decision tree and bayesian).