Stock market data and time-series clustering and classification
by Richard Heimann, Nathan Danneman, Pradeepta Mishra, Bater Makhabel
R: Mining Spatial, Text, Web, and Social Media Data
- R: Mining Spatial, Text, Web, and Social Media Data
- Table of Contents
- R: Mining Spatial, Text, Web, and Social Media Data
- R: Mining Spatial, Text, Web, and Social Media Data
- Credits
- Preface
- 1. Module 1
- 1. Warming Up
- 2. Mining Frequent Patterns, Associations, and Correlations
- An overview of associations and patterns
- Market basket analysis
- Hybrid association rules mining
- Mining sequence dataset
- The R implementation
- High-performance algorithms
- Time for action
- Summary
- 3. Classification
- Classification
- Generic decision tree induction
- High-value credit card customers classification using ID3
- Web spam detection using C4.5
- Web key resource page judgment using CART
- Trojan traffic identification method and Bayes classification
- Identify spam e-mail and Naïve Bayes classification
- Rule-based classification of player types in computer games and rule-based classification
- Time for action
- Summary
- 4. Advanced Classification
- 5. Cluster Analysis
- 6. Advanced Cluster Analysis
- Customer categorization analysis of e-commerce and DBSCAN
- Clustering web pages and OPTICS
- Visitor analysis in the browser cache and DENCLUE
- Recommendation system and STING
- Web sentiment analysis and CLIQUE
- Opinion mining and WAVE clustering
- User search intent and the EM algorithm
- Customer purchase data analysis and clustering high-dimensional data
- SNS and clustering graph and network data
- Time for action
- Summary
- 7. Outlier Detection
- Credit card fraud detection and statistical methods
- Activity monitoring – the detection of fraud involving mobile phones and proximity-based methods
- Intrusion detection and density-based methods
- Intrusion detection and clustering-based methods
- Monitoring the performance of the web server and classification-based methods
- Detecting novelty in text, topic detection, and mining contextual outliers
- Collective outliers on spatial data
- Outlier detection in high-dimensional data
- Time for action
- Summary
- 8. Mining Stream, Time-series, and Sequence Data
- 9. Graph Mining and Network Analysis
- 10. Mining Text and Web Data
- A. Algorithms and Data Structures
- 2. Module 2
- 1. Data Manipulation Using In-built R Data
- What is data mining?
- Introduction to the R programming language
- Data type conversion
- Sorting and merging dataframes
- Indexing or subsetting dataframes
- Date and time formatting
- Creating new functions
- Loop concepts - the for loop
- Loop concepts - the repeat loop
- Loop concepts - while conditions
- Apply concepts
- String manipulation
- NA and missing value management
- Missing value imputation techniques
- Summary
- 2. Exploratory Data Analysis with Automobile Data
- Univariate data analysis
- Bivariate analysis
- Multivariate analysis
- Understanding distributions and transformation
- Interpreting distributions
- Variable binning or discretizing continuous data
- Contingency tables, bivariate statistics, and checking for data normality
- Hypothesis testing
- Non-parametric methods
- Summary
- 3. Visualize Diamond Dataset
- 4. Regression with Automobile Data
- 5. Market Basket Analysis with Groceries Data
- 6. Clustering with E-commerce Data
- 7. Building a Retail Recommendation Engine
- 8. Dimensionality Reduction
- 9. Applying Neural Network to Healthcare Data
- 1. Data Manipulation Using In-built R Data
- 3. Module 3
- 1. Going Viral
- 2. Getting Started with R
- 3. Mining Twitter with R
- 4. Potentials and Pitfalls of Social Media Data
- 5. Social Media Mining – Fundamentals
- Key concepts of social media mining
- Good data versus bad data
- Understanding sentiments
- Sentiment polarity – data and classification
- Supervised social media mining – lexicon-based sentiment
- Supervised social media mining – Naive Bayes classifiers
- Unsupervised social media mining – Item Response Theory for text scaling
- Summary
- 6. Social Media Mining – Case Studies
- A. Conclusions and Next Steps
- Bibliography
- Index
Time-series clustering has been proven to provide effective information for further research. In contrast to the classic clustering, the time-series dataset comprises data changed with time.
This algorithm is denoted as "clustering seasonality patterns in the presence of errors"; the summarized algorithm is listed in the following figure. The major characteristic of this algorithm is to introduce a specific distance function and a dissimilarity function.
Please take a look at the R codes file ch_08_herror.R from the bundle of R codes for previously mentioned algorithms. The codes can be tested with the following command:
> source("ch_08_herror.R")
Stock market is a complex dynamic system, and many factors can affect the market. For example, breaking financial news is also a key factor for this topic.
The characteristics of stock market data are large volume (near infinite), real time, high dimensions, and high complexity. The various data streams from stock markets go along with many events and correlations.
Stock market sentiment analysis is one topic related to this domain. The stock market is too complex with many factors that can affect the market. People's opinion or sentiment is one of the major factors.
The real-time information needs from the stock market require the fast, efficient online-mining algorithms. The time-series data accounts for various data including the stock market data that updates along with time.
To predict the stock market, the past data is really important. Using the past return on certain stock, the future price of that stock can be predicted based on the price-data stream.
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