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研究生: 劉家豪
Liu, Chia Hao
論文名稱: 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
指導教授: 陳恭
學位類別: 碩士
Master
系所名稱: 理學院 - 資訊科學系
論文出版年: 2009
畢業學年度: 97
語文別: 中文
論文頁數: 63
中文關鍵詞: 領域專屬語言形狀樣式時序性資料集
外文關鍵詞: Domain-Specific Languge, Chart Pattern, time-series datasets
相關次數: 點閱:252下載:25
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  • 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.

    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

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