Recursive temporal meta-cluster of daily time series

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dc.contributor.advisor Lingras, Pawan
dc.creator Haider, Farhana
dc.date.accessioned 2015-10-01T13:54:21Z
dc.date.available 2015-10-01T13:54:21Z
dc.date.issued 2015
dc.identifier.other QA280 H345 2015
dc.identifier.uri http://library2.smu.ca/xmlui/handle/01/26342
dc.description xi, 134 leaves : ill. (some col.) ; 29 cm.
dc.description Includes abstract.
dc.description Includes bibliographical references (leaves 125-134).
dc.description.abstract Identifying pattern groups from large temporal data sets, preserving clustering schemes obtained from different heuristic algorithms and presenting temporal pattern profiles for a specific day and previous days are significant concerns in many fields. As clustering schemes created by different heuristic algorithms may not completely agree with each other, researchers have proposed different clustering ensemble techniques to combine such schemes. In the first phase, this research proposes a rough set based ensemble method that preserves the inherent order in clustering. In the second phase, the Recursive Meta-cluster algorithm is used to create meta-profiles having current volatility with historical perspective for the financial daily temporal pattern clusters, which a trader may use while making decisions. Traditionally, any information of the historical or future clustering is not considered for temporal clustering. The proposed algorithm clusters the temporal patterns iteratively using previous clustering results from connected historical patterns. en_CA
dc.language.iso en en_CA
dc.publisher Halifax, N.S. : Saint Mary's University
dc.subject.lcc QA280
dc.subject.lcsh Time-series analysis
dc.subject.lcsh Rough sets
dc.subject.lcsh Granular computing
dc.title Recursive temporal meta-cluster of daily time series en_CA
dc.type Text en_CA
thesis.degree.name Master of Science in Applied Science
thesis.degree.level Masters
thesis.degree.discipline Mathematics and Computing Science
thesis.degree.grantor Saint Mary's University (Halifax, N.S.)


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