Continuous simulate quantitative time series data mining method
A technology of time series and data mining, applied in the direction of electrical digital data processing, special data processing applications, instruments, etc., can solve the problems of affecting the mining effect, losing key information, etc., and achieve the effect of avoiding a huge amount of calculation
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[0026] The following examples will further illustrate the present invention.
[0027] Embodiments of the present invention include the following steps:
[0028] 1) Data cleaning, discovering and correcting identifiable errors in data files, including checking data consistency, dealing with invalid and missing values, etc.;
[0029] 2) Determine cycle division; the cycle division can be set as a cycle of production according to the natural cycle, and the natural cycle can be one of day, week, month, quarter, year, etc.
[0030] 3) Determine the number of output points of the Fourier transform and the number n of sampling points of the sampled data; the number of output points of the Fourier transform may be 8-24, too many may lead to clustering failure.
[0031] 4) Perform Fourier transform on the data in the period, set the data in the period as x, Among them, F(x) represents the Fourier transform of x, and n represents the number of sampling points;
[0032] 5) Data sampl...
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