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題名 實作時序性資料集的形狀查詢語言
Implementation of a Shape Query Language for Time Series Datasets
作者 劉家豪
Liu, Chia Hao
貢獻者 陳恭
劉家豪
Liu, Chia Hao
關鍵詞 領域專屬語言
形狀樣式
時序性資料集
Domain-Specific Languge
Chart Pattern
time-series datasets
日期 2009
上傳時間 9-May-2016 12:02:41 (UTC+8)
摘要 越來越多帶有時間序列的資料普遍的存在醫學工程、商業統計、財務金融等各領域，例如：在財務金融分析領域中已知的形狀樣式用以預測未來價格趨勢做出買賣的決策。由於時序性資料通常非常的龐大，領域的專家看法也未必相同，所描述出新的形狀樣式剛開始也都是比較粗略的，必須透過不斷的修正才會得到比較精準的結果。有鑒於此，我們實做了一套時序性資料集的形狀查詢語言，透過簡單的語言描述，讓使用者簡便快速的定義出屬於自己的形狀樣式。此外我們也實作出互動式的環境並實際有效率應用於台灣證券交易市場。
There are more and more time series data in the fields of medical engineering, commerce statistics, finance, etc. For example, in financial analysis, we can forecast the price trends by using some well known chart patterns. People want to find out some new patterns for making their purchase decisions fast and easily. However, it is technical challenging to implement a high-level pattern description language. This thesis implemented a shape query language for time-series datasets. Through the simple syntax, field users can find out there own shape patterns by using a more realistic, easily and fast way. We have also developed an interactive environment that users can apply our shape query language to the data of Taiwan Stock Market efficiently.
參考文獻 [1] Siau-Cheng Khoo, Wei-Ngan Chin and Ng Kah Hwa. A Language-Base Approach to Financial Analyses. Nov 2006.
     [2] D. Berndt and J. Clifford. Using dynamic time warping to find patterns in time series. In KDD-94: AAAI Workshop on Knowledge Discovery in Database, page 359-370, Seattle, Washington, July 1994.
     [3] Sun Wu and Udi Manber. Fast text searching allowing errors. Communications of the ACM, v.35 n.10, p.83-91, Oct 1992.
     [4] Martin Fowler. Language Workbenches: The Killer-App for Domain Specific Languages. 2005
     http://martinfowler.com/
     [5] R. Arawal, G. Psaila, E. L. Wimmers, and M. Zait. Querying Shapes of Histories. IBM Research Report RJ 9962 (87921), IBM AI-maden Research Center, San Jose, California, June 1995.
     [6] Saswat Anand, Wei-Ngan Chin, Sian-Cheng Khoo. Charting Patterns on Price History. International Conference on Functional Programming (ICFP01), Firenze, Italy, 3-5 September 2001.
     [7] John Huges,"Why Functional Programming Matters" The Computer Journal, Volume 32, Number 2, April 1989.
     [8] S. Wu and U. Manber. Fast text searching allowing errors. Communications of the ACM, October 1992.
     [9] The language specification: The Revised5 Report on the Algorithmic Language Scheme.
     http://schemers.org/Documents/Standards/R5RS/
     [10] 台灣銀行網站
     http://fund.bot.com.tw/z/template/glcat_22.asp.htm
     [11] 台灣證券交易所網站
     http://www.tse.com.tw/ch/index.php
     [12] Chang-Shing Perng, Haixun Wang, Sylvia R. Zhang, D. Stott Parker, "Landmarks: A New Model for Similarity-Based Pattern Querying in Time Series Databases," icde, p. 33, 16th International Conference on Data Engineering (ICDE`00), 2000.
     [13] 陳恭,「程式語言應用與原理上課講義」, 10月2007
     [14] Domain-Specific Language. An Annotated Bibliography
     http://homepages.cwi.nl/~arie/papers/dslbib/
     [15] Keith V. Nesbitt, Stephen Barrass. Finding Trading Patterns in Stock Market Data. (IEEE pp. 45-55) September 2004.
     [16] Chiung-Hon Leon Lee, Alan Liu, Wen-Sung Chen. Pattern Discovery of Fuzzy Time Series for Financial Prediction. (IEEE pp. 613-625) May 2006.
     [17] Chang-Shing Perng, Haixun Wang, Sylvia R. Zhang, D. Stott Parker, “Landmarks: A New Model for Similarity-Based Pattern Querying in Time Series Database,” icde, pp.33, 16th International Conference on Data Engineering (ICDE’00), 2000.
     [18] 范銘嘉，「交易指標技術八大門派」，簡愛洋行，2005.
     [19] 林銘郎，「技術指標通論」，簡愛洋行，2004
     [20] 維基百科 http://en.wikipedia.org
描述 碩士
國立政治大學
資訊科學學系
95971016
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0095971016
資料類型 thesis
dc.contributor.advisor 陳恭zh_TW
dc.contributor.author (Authors) 劉家豪zh_TW
dc.contributor.author (Authors) Liu, Chia Haoen_US
dc.creator (作者) 劉家豪zh_TW
dc.creator (作者) Liu, Chia Haoen_US
dc.date (日期) 2009en_US
dc.date.accessioned 9-May-2016 12:02:41 (UTC+8)-
dc.date.available 9-May-2016 12:02:41 (UTC+8)-
dc.date.issued (上傳時間) 9-May-2016 12:02:41 (UTC+8)-
dc.identifier (Other Identifiers) G0095971016en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/94862-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 資訊科學學系zh_TW
dc.description (描述) 95971016zh_TW
dc.description.abstract (摘要) 越來越多帶有時間序列的資料普遍的存在醫學工程、商業統計、財務金融等各領域，例如：在財務金融分析領域中已知的形狀樣式用以預測未來價格趨勢做出買賣的決策。由於時序性資料通常非常的龐大，領域的專家看法也未必相同，所描述出新的形狀樣式剛開始也都是比較粗略的，必須透過不斷的修正才會得到比較精準的結果。有鑒於此，我們實做了一套時序性資料集的形狀查詢語言，透過簡單的語言描述，讓使用者簡便快速的定義出屬於自己的形狀樣式。此外我們也實作出互動式的環境並實際有效率應用於台灣證券交易市場。zh_TW
dc.description.abstract (摘要) There are more and more time series data in the fields of medical engineering, commerce statistics, finance, etc. For example, in financial analysis, we can forecast the price trends by using some well known chart patterns. People want to find out some new patterns for making their purchase decisions fast and easily. However, it is technical challenging to implement a high-level pattern description language. This thesis implemented a shape query language for time-series datasets. Through the simple syntax, field users can find out there own shape patterns by using a more realistic, easily and fast way. We have also developed an interactive environment that users can apply our shape query language to the data of Taiwan Stock Market efficiently.en_US
dc.description.tableofcontents 第1章 緒論 1
     1.1 研究背景 1
     1.2 研究動機 2
     1.3 研究目的 3
     1.4 研究貢獻 3
     1.5 章節架構 4
     第2章 相關研究與技術背景 5
     2.1 特定領域語言(Domain-Specific Language) 5
     2.2 技術分析 9
     2.3 形狀語言的描述 11
     2.4 技術分析工具發展現況 14
     第3章 系統設計與架構 16
     3.1 設計理念 16
     3.2 設計方法 19
     3.2.1 字母表(alphabet)設計 19
     3.2.2 形狀的描述 21
     3.2.3 衍生的形狀 22
     3.2.4 参數化形狀描述 26
     3.3 有效率的執行 27
     3.3.1 索引的架構 27
     3.4 系統架構設計 30
     第4章 系統實作與展示 36
     4.1 資料下載與轉換 36
     4.2 形狀描述與查詢 38
     4.3 函數形狀描述與查詢 41
     4.4 建立索引結構 45
     4.5 測試使用索引檔與效能比較 46
     4.5.1 效能比較分析 48
     第5章 結論 50
     5.1 結論 50
     5.2 未來發展 50
     第6章 參考文獻 51
     附錄A. 程式說明 54		zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0095971016en_US
dc.subject (關鍵詞) 領域專屬語言zh_TW
dc.subject (關鍵詞) 形狀樣式zh_TW
dc.subject (關鍵詞) 時序性資料集zh_TW
dc.subject (關鍵詞) Domain-Specific Langugeen_US
dc.subject (關鍵詞) Chart Patternen_US
dc.subject (關鍵詞) time-series datasetsen_US
dc.title (題名) 實作時序性資料集的形狀查詢語言zh_TW
dc.title (題名) Implementation of a Shape Query Language for Time Series Datasetsen_US
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) [1] Siau-Cheng Khoo, Wei-Ngan Chin and Ng Kah Hwa. A Language-Base Approach to Financial Analyses. Nov 2006.
     [2] D. Berndt and J. Clifford. Using dynamic time warping to find patterns in time series. In KDD-94: AAAI Workshop on Knowledge Discovery in Database, page 359-370, Seattle, Washington, July 1994.
     [3] Sun Wu and Udi Manber. Fast text searching allowing errors. Communications of the ACM, v.35 n.10, p.83-91, Oct 1992.
     [4] Martin Fowler. Language Workbenches: The Killer-App for Domain Specific Languages. 2005
     http://martinfowler.com/
     [5] R. Arawal, G. Psaila, E. L. Wimmers, and M. Zait. Querying Shapes of Histories. IBM Research Report RJ 9962 (87921), IBM AI-maden Research Center, San Jose, California, June 1995.
     [6] Saswat Anand, Wei-Ngan Chin, Sian-Cheng Khoo. Charting Patterns on Price History. International Conference on Functional Programming (ICFP01), Firenze, Italy, 3-5 September 2001.
     [7] John Huges,"Why Functional Programming Matters" The Computer Journal, Volume 32, Number 2, April 1989.
     [8] S. Wu and U. Manber. Fast text searching allowing errors. Communications of the ACM, October 1992.
     [9] The language specification: The Revised5 Report on the Algorithmic Language Scheme.
     http://schemers.org/Documents/Standards/R5RS/
     [10] 台灣銀行網站
     http://fund.bot.com.tw/z/template/glcat_22.asp.htm
     [11] 台灣證券交易所網站
     http://www.tse.com.tw/ch/index.php
     [12] Chang-Shing Perng, Haixun Wang, Sylvia R. Zhang, D. Stott Parker, "Landmarks: A New Model for Similarity-Based Pattern Querying in Time Series Databases," icde, p. 33, 16th International Conference on Data Engineering (ICDE`00), 2000.
     [13] 陳恭,「程式語言應用與原理上課講義」, 10月2007
     [14] Domain-Specific Language. An Annotated Bibliography
     http://homepages.cwi.nl/~arie/papers/dslbib/
     [15] Keith V. Nesbitt, Stephen Barrass. Finding Trading Patterns in Stock Market Data. (IEEE pp. 45-55) September 2004.
     [16] Chiung-Hon Leon Lee, Alan Liu, Wen-Sung Chen. Pattern Discovery of Fuzzy Time Series for Financial Prediction. (IEEE pp. 613-625) May 2006.
     [17] Chang-Shing Perng, Haixun Wang, Sylvia R. Zhang, D. Stott Parker, “Landmarks: A New Model for Similarity-Based Pattern Querying in Time Series Database,” icde, pp.33, 16th International Conference on Data Engineering (ICDE’00), 2000.
     [18] 范銘嘉，「交易指標技術八大門派」，簡愛洋行，2005.
     [19] 林銘郎，「技術指標通論」，簡愛洋行，2004
     [20] 維基百科 http://en.wikipedia.org		zh_TW