Abstract

Time Series Data mining (TSDM) is one of the most widely used technique that deals with temporal patterns. Genetic algorithm (GA) is a predictive TSDM search technique that is used for solving search/optimization problems. GA is based on the principles and mechanisms of natural selections to find the most nearest optimal solution available from a list of solutions. GA relies on a set of important fundamentals, such as chromosome, crossover and mutation. GA is applied to earthquakes data in the year 2003-2004 in the Suez Gulf in Egypt, gathered from the Egyptian National Seismic Network. The study does not aim to building time series models from the point of time, since the analysis neither include the time nor the prediction of when an earth quake will occur, but to determine the possibility of occurrence of a strong magnitude earthquake after specific sequence of previous earthquakes as temporal pattern. The temporal pattern cluster used is a circle. The objective function used is a function that gives the highest percentage of correct classification. Empirical results show that crossover and mutation probabilities are 0.4 and .01 respectively for both the training and the testing sample. The algorithm yields 96.98% correct classification for the training sample, and 95.35% for the testing sample.

Highlights

  • Time series data suffers, in many applications, of being unobvious, chaotic, hidden and non-periodic

  • Time Series Data Mining (TSDM) techniques overcome the violation of these assumptions and help to discover important hidden patterns in the data

  • The temporal pattern is defined as a circle, the objective function, the optimization formulations and constraints used in the Genetic algorithm (GA) procedure are given below

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Summary

Introduction

In many applications, of being unobvious, chaotic, hidden and non-periodic. Traditional time series analysis methods are limited by the requirement of stationary of the time series and normality and independence of the residuals. When these assumptions are not satisfied, traditional time series techniques yield inaccurate results. Time Series Data Mining (TSDM) techniques overcome the violation of these assumptions and help to discover important hidden patterns in the data. DM is the application of statistics in the form of explanatory data analysis and predictive models to reveal patterns and trends in a very large data set

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