Khai phá mẫu xu hướng tuần tự lên đối tượng từ tập dữ liệu chuỗi thời gian

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1 V·o"jk吋w"e e"mj k"pk羽m v隠 d英 li羽u chu厩i th運k"ikcp."e e"rj逢挨pi"rj r"mjck"rj "vtk"

th泳c ph鰻 bi院p"vt‒p"f英 li羽u chu厩i th運k"ikcp."8衣i s嘘 th運k"ikcp"Cnngp."e e"ik違i thu壱t h厩

tr嬰 ejq"sw "vt·pj"mjck"rj "o磯u tu亥n t詠 ph鰻 bi院n

2 V·o"jk吋w"e e"e»pi"vt·pj"nk‒p"swcp"ejq"e挨"s荏 n#"vjw{院t c栄c"8隠 v k"x "ejq"e挨"u荏 khoa

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3 Chu育n b鵜 d英 li羽u th詠c nghi羽m, d英 li羽w"8亥w"x q"荏 8¤{"n "f英 li羽u th鵜 vt逢運ng ch泳ng mjq p0"Vj詠c hi羽n ti隠n x穎 n#"f英 li羽u

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5 Ti院p"j pj"8 pj"ik "uq"u pj"e e"ik違i thu壱v"8隠 xu医v"vj»pi"swc"m院t qu違 th詠c nghi羽m

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III PIÉ["IKCQ"PJI烏M V影 : 21/1/2013

IV PIÉ["JQÉP"VJÉPJ"PJK烏M V影: 21/6/2013

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TP.HCM, ban ch栄 nhi羽o"x "e e"vj亥{"e»"vtqpi"mjqc"Mjqc"j丑e"x "m "vjw壱v"o {"v pj"8«"ik¿r"8叡, cung c医r"o»k"vt逢運ng h丑c t壱p t嘘t nh医v"x "pj英ng ki院n th泳c qu#"d w"ik¿r"v»k"vj詠c hi羽p"8隠 v k"p {0

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trong d英 li羽u chu厩i th運k"ikcp"8„pi"xck"vt "t医t quan tr丑pi"8嘘i v噂k"ej¿pi"vc0"V瑛 nh英ng

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th医{"8逢嬰c m泳e"8瓜 hi羽u qu違 c栄a gi違i thu壱t d詠c"vt‒p"e医w"vt¿e"e¤{"uq"x噂i gi違i thu壱t

ABSTRACT

Nowadays, time series is present in many various application domains such

as finance, medicine, geology, meteorology, etc Analyzing and mining time series for useful information and hidden knowledge is very significant in those domains to help users such as data analysts and managers get fascinating insights into important temporal relationships of objects/phenomena along the time Therefore, this thesis introduced a notion of frequent temporal inter-object pattern and accordingly proposed two frequent temporal pattern mining algorithms on a set of different time series As compared to frequent sequential patterns in sequential databases, frequent temporal inter-object patterns are more informative with explicit and exact temporal information automatically discovered from many various time series

The two proposed algorithms which are brute-force and tree-based are efficiently defined in a level-wise bottom-up approach dealing with the combinatorial explosion problem in the association analysis task When analyzing experimental results, we can see the advantage of tree-based algorithm in comparision with brute-force algorithm

As shown in experiments on real financial time series, this thesis results can

be further used to efficiently enhance the temporal rule mining process on time series for decision making support

L 云K"ECO"AQCP

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ej pj"v»k"vj詠c hi羽p"x "ej逢c"e„"rj亥n n瓜k"fwpi"p q"e栄a lu壱p"x<p"p {"8逢嬰c n瓜r"8吋 l医y

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EJ姶愛PI"3 : GI閏I THI烏W"A陰 VÉK 15

1.1 Gi噂i thi羽u v医p"8隠 15

1.2 M映c ti‒w"8隠 v k 19

1.3 Ph衣o"xk"8隠 v k 19

306"""pij c"8隠 v k 19

1.5 C医w"vt¿e"nw壱p"x<p 20

EJ姶愛PI"4 : E愛"U雲 N""VJW[蔭T 22

2.1 D英 li羽u chu厩i th運i gian 22

2.1.1 Time Series 22

2.1.2 Chu厩i con (Subsequence) 22

2.305"Vt́pi"mj噂p (Match) 23

40306"Vt́pi"mj噂p t亥o"vj逢運ng (Trivial Match) 23

40307"Vt́pi"mj噂r"mj»pi"v亥o"vj逢運ng (Non-trivial match) 24

2.1.6 Motif 24

2.2 X穎 n#"f英 li羽u chu厩i th運i gian 24

40403"E e"8瓜 8q"v逢挨pi"v詠 (similarity measurement) 24

2.2.2 Chu育p"j„c"f英 li羽u (Data Normalization) 27

405"Mjck"rj "o磯u tu亥n t詠 ph鰻 bi院n 27

40503"A鵜pj"pij c 27

2.3.2 M瓜t s嘘 mj k"pk羽o"vj逢運ng g員r"vtqpi"mjck"rj "o磯u tu亥n t詠 ph鰻 bi院n 28

406"Rj逢挨pi"rj r"vjw"ik違m s嘘 chi隠u x医p x雨 g瓜p t瑛pi"8q衣n PAA (Piecewise Aggregate Approximation) 29

407"Rj逢挨pi"rj p bi院p"8鰻i chu厩i th運i gian sang d衣pi"m "v詠 SAX (Symbolic Aggregate Approximation) 30

408"Rj逢挨pi"rj r"dk院p"8鰻i chu厩i th運i gian sang d衣pi"m "jk羽w"mjw{pj"j逢噂ng 33

409"A衣i s嘘 quan h羽 th運i gian Allen 35

2.8 Generic Dictionary trong C# 36

EJ姶愛PI"5 <"EèE"EðPI"VTîPJ"PIJKçP"E永U NKçP"SWCP 38

503"E e"rj逢挨pi"rj r"v·o"oqvkh"vtqpi"f英 li羽u chu厩i th運i gian 38

50303"Rj逢挨pi"rj r"v·o"oqvkh"8嘘i v噂k"e挨"u荏 d英 li羽u chu厩i th運i gian l噂n 38

50304"Rj逢挨pi"rj r"v·o"oqvkh"f詠c"vt‒p"OFN 38

3.2 M瓜t s嘘 gi違i thu壱v"mjck"rj "o磯u ph鰻 bi院n 40

3.2.1 Gi違i thu壱t Apriori 40

3.2.2 Gi違i thu壱t FP-Growth 41

3.2.3 Gi違i thu壱t GSP 42

3.2.4 Gi違i thu壱t Prefix Span 42

3.3 M瓜t s嘘 e»pi"vt·pj"nk‒p"swcp"mj e"x隠 mjck"rj "o磯w"vt‒p"f英 li羽u chu厩i th運i gian 43

EJ姶愛PI"6 <"J姶閏NG TI蔭P C一N GI謂I QUY蔭T V遺P"A陰 47

4.1 Gi噂i thi羽u 47

604"Sw "vt·pj"mjck"rj "o磯w"zw"j逢噂ng tu亥n t詠 nk‒p"8嘘k"v逢嬰pi"vt‒p"e挨"u荏 d英 li羽u chu厩i th運i gian 47

60403"Ikck"8q衣n chuy吋p"8鰻i sang chu厩i th運k"ikcp"mjw{pj"j逢噂ng 49

60404"Ikck"8q衣p"v·o"e e"ejw厩i con ph鰻 bi院n t瑛 chu厩i th運k"ikcp"mjw{pj"j逢噂ng 50 60405"Ikck"8q衣p"mjck"rj "o磯w"zw"j逢噂ng tu亥n t詠 ph鰻 bi院p"nk‒p"8嘘k"v逢嬰ng 52

605"E e"ik違i thu壱v"8逢嬰e"8隠 xu医v"8吋 mjck"rj "o磯w"zw"j逢噂ng tu亥n t詠 nk‒p"8嘘k"v逢嬰ng vt‒p"v壱p d英 li羽u chu厩i th運i gian 54

4.3.1 Gi違i thu壱t Brute Force 55

4.3.2 Gi違i thu壱t d詠c"vt‒p"e医w"vt¿e"e¤{ 63

EJ姶愛PI"7 : TH衛C NGHI烏M 74

5.1 T鰻ng quan 74

5.2 Ti隠n x穎 n#"f英 li羽u 75

705"N逢w"vt英 d英 li羽u 75

706"O»"v違 th詠c nghi羽m 76

5.4.1 Th詠c nghi羽m c嘘 8鵜nh min-sup 78

5.4.2 Th詠c nghi羽m c嘘 8鵜nh chi隠w"f k"ejw厩i th運i gian 82

5.4.3 Th詠c hi羽n ki吋m tra s嘘 n逢嬰ng k院t h嬰r"8逢嬰e"{‒w"e亥u t衣o ra 86

5.4.4 Th詠c hi羽n ki吋m tra s嘘 泳pi"xk‒p"e栄a hai gi違i thu壱t 88

5.5 K院t qu違 89

708"A pj"ik "ejwpi 91

EJ姶愛PI"8 : K蔭T LU一N 92

6.1 T鰻ng k院t 92

804"A„pi"i„r"e栄a lu壱p"x<p 92

805"J逢噂pi"rj v"vtk吋p"vtqpi"v逢挨pi"nck 93

M 映c l映e"j·pj

J·pj"1.1 Minh h丑a d英 li羽u chu厩i th運i gian c鰻 phi院u S&P500 17

J·pj"2.1 E e"ejw厩i con trong m瓜t chu厩i th運i gian [17] 22

J·pj"2.2 O"n "o瓜t chu厩k"eqp"vt́pi"mj噂p c栄a chu厩i con C trong chu厩i th運i gian T [17] 23

J·pj"2.3 E e"vt́pi"mj噂p t亥o"vj逢運pi"d‒p"vt k"x "d‒p"rj違i c栄a chu厩i C [17] 23

J·nh 2.4 V·o"mjq違pi"e ej"Gwenkf"]3:_ 25

J·pj"2.5 V pj"mjq違pi"e ej"vjgq"FVY"]3:_ 26

J·pj"2.6 Ma tr壱n cho DTW [18] 26

J·nh 2.7 Bi院p"8鰻i thu gi違m chi隠u theo PAA [18] 30

J·pj"2.8 Minh h丑c"dtgcmrqkpvu"ejq"rj逢挨pi"rj r"UCZ"]39_ 31

J·pj"2.9 Bi吋u di宇n b茨ng SAX [17-18] 32

J·pj"2.10 Minh h丑c"e ej"z穎 n#"8映pi"8瓜 trong b違pi"d<o 37

J·pj"3.1 J·pj"okpj"j丑c"ejq"sw "vt·pj"ejw{吋p"8鰻i [21] 39

J·pj"4.1 Minh h丑c"e e"ikck"8q衣p"ej pj"vtqpi"8隠 v k 48

J·pj"4.2 O»"v違 ikck"8q衣n m瓜t c栄c"8隠 v k 49

J·pj"4.3 Minh h丑c"ejq"ikck"8q衣n 2 51

J·pj"4.4 Minh h丑a cho m瓜t m磯u tu亥n t詠 ph鰻 bi院n v噂k"e e"vj pj"rj亥n c栄a m瓜v"8嘘i v逢嬰ng c鰻 phi院u NY 53

J·pj"4.5 Minh h丑a cho m瓜t m磯u tu亥n t穎 ph鰻 bi院n v噂k"e e"vj pj"rj亥n c栄c"jck"8嘘i v逢嬰ng c鰻 phi院w"P["x "UJ 54

J·pj"4.6 Minh h丑a quan h羽 precedes 57

J·pj"4.7 Minh h丑a quan h羽 ÐoggvuÑ 57

J·pj"4.8 Minh h丑a quan h羽 ÐeqpvckpuÑ 58

J·pj"4.9 Minh h丑a quan h羽 ÐqxgtncruÑ 58

J·pj"4.10 Minh h丑a quan h羽 ÐuvctvuÑ 58

J·pj"4.11 Minh h丑a quan h羽 ÐHkpkujgf"d{Ñ 59

J·pj"4.12 Minh h丑a quan h羽 ÐgswcnÑ 59

J·pj"4.13 O«"ik違 gi違i thu壱t Brute Force 63

J·pj"4.14 Minh h丑a m瓜t node trong c医w"vt¿e"e¤{ 64

J·pj"4.15 O»"v違 c医w"vt¿e"e¤{"ucw"d逢噂e"3"x "4 65

J·pj"4.16 Minh h丑a c医w"vt¿e"e¤{"ucw"d逢噂c 3 66

J·pj"4.17 Minh h丑c"e¤{"ucw"d逢噂c 4 68

J·pj"4.18 O«"ik違 j o"EtgcvgVtgg 69

J·pj"4.19 O«"ik違 th栄 t映c BuildTree 69

J·pj"4.20 O«"ik違 th栄 t映c CombineChildNodes 70

J·pj"4.21 O«"ik違 th栄 t映c CombineNode trong gi違i thu壱t d詠c"vt‒p"e医w"vt¿e"e¤{ 71

J·pj"4.22 O«"ik違 j o"QxgtcnnEqodkpg"vtqpi"ik違i thu壱t d詠c"vt‒p"e医w"vt¿e"e¤{ 72

J·pj"4.23 O«"ik違 j o"HkpfRcvvgtpEqpvgpvCpfRqukvkqp 73

J·pj"5.1 Chu厩i th運i gian ch泳pi"mjq p"e鰻 phi院u S&P500 t瑛 pi {"31613;:4 76

J·pj"5.2 Chu厩i th運i gian ch泳pi"mjq p"c鰻 phi院u BA t瑛 pi {"31613;:4 77

J·pj"5.3 Chu厩i th運i gian ch泳pi"mjq p"e鰻 phi院u CSX t瑛 pi {"31613;:4 77

J·pj"5.4 Chu厩i th運i gian ch泳pi"mjq p"e鰻 phi院u CAT t瑛 pi {"31613;:4 77

J·pj"5.5 Chu厩i th運i gian ch泳pi"mjq p"e鰻 phi院u DE t瑛 pi {"31613;:4 78

J·pj"5.6 A欝 th鵜 bi吋u di宇n th運i gian ch衣y 泳ng v噂i m瓜t chu厩i th運k"ikcp"U(R722"x " min-sup = 5 79

J·pj"5.7 A欝 th鵜 bi吋u di宇n th運i gian ch衣y 泳ng v噂i hai chu厩i th運i gian S&P500, BA x "okp-sup = 5 80

J·pj"5.8 A欝 th鵜 bi吋u di宇n th運i gian ch衣y 泳ng v噂i ba chu厩i th運i gian S&P500, BA, ECV"x "okp-sup = 5 81

J·pj"5.9 A欝 th鵜 bi吋u di宇n th運i gian ch衣y 泳ng v噂i b嘘n chu厩i th運i gian S&P500, BA, ECV."EUZ"x "okp-sup = 5 81

J·pj"5.10 A欝 th鵜 bi吋u di宇n th運i gian ch衣y 泳ng v噂k"p<o"ejw厩i th運i gian S&P500, BA, CAT, CSX, FG"x "okp-sup = 5 82

J·pj"5.11 A欝 th鵜 bi吋u di宇n th運i gian ch衣y 泳ng v噂i chu厩i th運k"ikcp"U(R722"x "ejk隠u f k"ejw厩i th運i gian = 100 83

J·pj"5.12 A欝 th鵜 bi吋u di宇n th運i gian ch衣y 泳ng v噂i 2 chu厩i th運i gian S&P500, BA x "ejk隠w"f k"ejw厩i th運i gian = 100 84

J·pj"5.13 A欝 th鵜 bi吋u di宇n th運i gian ch衣y 泳ng v噂i 3 chu厩i th運i gian S&P500, BA, ECV"x "ejk隠w"f k"ejw厩i th運i gian = 100 85J·pj"5.14 A欝 th鵜 bi吋u di宇n th運i gian ch衣y 泳ng v噂i 4 chu厩i th運i gian S&P500, BA, ECV."EUZ"x "ejk隠w"f k"ejw厩i th運i gian = 100 85J·pj"5.15 A欝 th鵜 bi吋u di宇n th運i gian ch衣y 泳ng v噂i 5 chu厩i th運i gian S&P500, BA, ECV."EUZ."FG"x "ejk隠w"f k"ejw厩i th運i gian = 100 86J·pj"5.16 Minh h丑c"e e"o磯w"zw"j逢噂ng tu亥n t詠 nk‒p"8嘘k"v逢嬰pi"8逢嬰e"v·o"tc"*泳ng v噂i 7"8嘘k"v逢嬰pi"n "UPR722."ECV."FG."EUZ."Dqgkpi+ 90

M 映c l映c b違ng

D違pi"2.1 X "f映 v隠 e挨"u荏 d英 li羽u chu厩i [1] 28

D違pi"2.2 B違pi"8瓜 8q"mjq違pi"e ej"ik英c"e e"m "v詠 [17-18] 32

D違pi"2.3 U w lo衣k"m "v詠 s穎 d映pi"ejq"sw "vt·pj"dk院p"8鰻i sang chu厩k"m "v詠 f pj"ejq"f英 li羽u c鰻 phi院u 34

D違pi"2.4 O逢運i ba m嘘i quan h羽 e挨"d違n Allen [29] 35

D違pi"2.5 E e"e員p quan h羽 thu壱n ngh鵜ch [29] 35

D違pi"5.1 K院t qu違 khi ch衣y v噂i m瓜t chu厩i th運k"ikcp"U(R722"x "okp-sup = 5 79

D違pi"5.2 K院t qu違 khi ch衣y v噂i hai chu厩i th運k"ikcp"U(R722."DC"x "okp-sup = 5 79

D違pi"5.3 K院t qu違 khi ch衣y v噂i ba chu厩i th運k"ikcp"U(R722."DC."ECV"x "okp-sup = 5 80

D違pi"5.4 K院t qu違 khi ch衣y v噂i b嘘n chu厩i th運i gian S&P500, BA, CAT, CSX 81

D違pi"5.5 K院t qu違 khi ch衣y v噂k"p<o"ejw厩i th運i gian S&P500, BA, CAT, CSX, DE x "okp-sup = 5 82

D違pi"5.6 K院t qu違 khi ch衣y v噂i chu厩i th運i gian U(R722"x "ejk隠w"f k"ejw厩i th運i gian = 100 83

D違pi"5.7 K院t qu違 khi ch衣y v噂i 2 chu厩i th運k"ikcp"U(R722."DC"x "ejk隠w"f k"ejw厩i th運i gian = 100 84

D違pi"5.8 K院t qu違 khi ch衣y v噂i 3 chu厩i th運i gian S&P500, BA, CAT 84

D違pi"5.9 K院t qu違 khi ch衣y v噂i 4 chu厩i th運k"ikcp"U(R722."DC."ECV."EUZ"x "ejk隠u f k"ejw厩i th運i gian = 100 85

D違pi"5.10 K院t qu違 khi ch衣y v噂i 5 chu厩i th運k"ikcp"U(R722."DC."ECV."EUZ."FG"x " chi隠w"f k"ejw厩i th運i gian = 100 86

D違pi"5.11 Uq"u pj"v鰻ng s嘘 n逢嬰ng k院t h嬰r"8逢嬰e"{‒w"e亥u t衣o ra t瑛 hai gi違i thu壱t 87

D違pi"5.12 Uq"u pj t鰻ng s嘘 n逢嬰ng k院t h嬰p gi英a hai gi違i thu壱t 88

D違pi"5.13 Uq"u pj"v鰻ng s嘘 泳pi"xk‒p"8逢嬰c t衣o gi英a hai gi違i thu壱t 88

EJ姶愛PI"3 : GI閏I THI烏W"A陰 VÉK

1.1 Gi噂i thi羽u v医p"8隠

S詠 rj v"vtk吋p"x "tc"8運i c栄a h羽 th嘘pi"o {"xk"v pj"8«"8 pj"f医u m瓜v"d逢噂e"8瓜t

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vi羽c thu th壱r"x "n逢w"vt英 d英 li羽w"8«"vt荏 p‒p"8挨p"ik違p0"Pj逢pi"v瑛 kh嘘k"n逢嬰ng d英 li羽u

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tr丑pi"8嘘i v噂k"pi逢運k"swcp"v¤o"mj»pi"rj違k"n "o瓜v"e»pi"xk羽c d宇 f pi0"Pj英pi"rj逢挨pi"

rj r"vt ej"zw医v"x "n逢w"vt英 pj逢"u穎 d映ng kho d英 li羽w"*fcvc"yctgjqwug+"8吋 h厩 tr嬰 cho

vi羽c truy xu医v"x "tc"sw{院v"8鵜nh 8«"8逢嬰e"8隠 xu医t E e"m "vjw壱v"mj o"rj "vtk"vj泳c e pi"8逢嬰e"rj v"vtk吋n nh茨o"ik¿r"ej¿pi"vc"v·o"tc"vtk"vj泳c trong kh嘘k"n逢嬰ng d英 li羽u kh鰻ng

l欝 8cpi"e„ Vjgq"Htcyng{"x "Y0L"*3;;3+]3_."mj o"rj "vtk"vj泳e"vtqpi"e e"e挨"u荏 d英

li羽w"n "o瓜v"sw "vt·pj"mj»pi"8挨p"ik違n (non Î trivial) v噂i m映e"vk‒w"n "v·o"tc"8逢嬰e"e e"

m磯w"e„"v pj"j嬰p l羽, ph鰻 bi院p."ocpi"#"pij c."e„"vj吋 hi吋w"x "fk宇n gi違k"8逢嬰c

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th泳e"8亥w"v逢"rj鰻 bi院n hi羽n nay n "8亥w"v逢"ej泳pi"mjq p0"D‒p"e衣nh kinh nghi羽o"x "jk吋u

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d英 li羽u ch泳pi"mjq p"vj·"ej逸c ch逸n s胤 h厩 tr嬰 r医t nhi隠u trong vi羽c d詠 d q"u詠 bi院n 8瓜ng v隠 ik "e栄c"e e"e鰻 phi院w"e pi"pj逢"o嘘k"nk‒p"j羽 gi英c"e e"e鰻 phi院w"o "pj "8亥w"v逢"

swcp"v¤o0 Fq"8„."nw壱p"x<p"u胤 s穎 d映ng t壱p d英 li羽u chu厩i th運k"ikcp"vtqpi"n pj"x詠e"p {"8吋 th詠c hi羽p"e e"okpj"j丑a c栄c"8隠 v k

Hi羽n nay nhi隠w"e»pi"vt·pj"nk‒p"swcp"v噂k"rj¤p"v ej"f英 li羽u ch泳pi"mjq p"8«"8逢嬰c th詠c hi羽n trong th運k"ikcp"swc0"Vtqpi"n pj"x詠c d詠 d q."pi逢運i ta s穎 d映pi"o»"

j·pj"CTKOC"*AutoRegressive Integrate Moving Average) do Box-Lgpmkpu"8隠 ngh鵜

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d詠 8q p"jq員e"rj¤p"n噂r"e e"f英 li羽w"v k"ej pj"ej泳pi"mjq p0"Lq"Vkpi."Vcm-chung Fu,

x " Hw-nck" Ejwpi" ]8_" e pi" vk院p" j pj" mjck" rj " f英 li羽w" nk‒p" ikcq" f鵜ch (inter vtcpucevkqp+"x "p瓜i t衣k"vtqpi"épi"o瓜t giao d鵜ch (intra transactiop+"8吋 v·o"tc"e e"o磯u

ph鰻 bi院p"vtqpi"8„"e e"kvgo"vtqpi"o瓜t m磯w"mj»pi"d鵜 gi噂i h衣n trong m瓜t lo衣i c鰻 phi院u

o "e„"vj吋 8院n t瑛 nhi隠u lo衣i c鰻 phi院w"mj e"pjcw0"Pj„o"v e"ik違 C.Cho, Y.Wu [26] pijk‒p"e泳w"mjck"rj "f英 li羽w"nk‒p"ikcq"f鵜ch d詠c"vt‒p"8欝 th鵜 x "pj„o"e栄a Lu, Jcp"x "

Khi nh逸e"8院p"e e"f英 li羽w"v k"ej pj"ej泳pi"mjq p"vc"vj逢運ng nh逸e"8院n d英 li羽u

chu厩i th運i gian (time series data) D英 li羽u chu厩i th運i gian xu医t hi羽n m瓜v"e ej"v詠 pjk‒p"荏 nhi隠u 泳ng d映ng th詠c t院 trong cu瓜c s嘘pi"pj逢<"n pj"x詠c kinh t院 - v k"ej pj"*f英

li羽u ch泳pi"mjq p."ik "x piÈ0+."n pj"x詠e"o»k"vt逢運pi"*n逢嬰pi"o逢c"j pi"pi {."ej医t n逢嬰pi"mj»pi"mj È0+."n pj"x詠c y t院 (nh鵜r"vko."u„pi"p«qÈ+."8鵜a ch医v."j„c"j丑c M瓜t

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c栄a d英 li羽u chu厩i th運k"ikcp"n "t医t l噂n M瓜t chu厩i th運k"ikcp"n "ejw厩i tr鵜 s嘘 th詠c, m厩i

tr鵜 bi吋u di宇n m瓜v"ik "vt鵜 8q"v衣i nh英ng th運k"8k吋o"e ej"8隠u nhau [18] Khi nh逸e"8院n d英

li羽u chu厩i th運i gian, ta c亥n ph違k"n逢w"#"8院n th泳 t詠 c栄c"e e"u詠 ki羽n x違{"tc"vt‒p"ejw厩i

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J·pj"1.1 Minh h丑a d英 li羽u chu厩i th運i gian c鰻 phi院u S&P500

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z e"8鵜pj"e e"oqvkh"vj逢運ng g員p trong d英 li羽u chu厩i th運i gian ho員e"zc"j挨p"p英c"n "v·o"tc"e e"o嘘i quan h羽 gi英c"e e"o磯u th逢運pi"zw{‒p0"

M瓜v"x "f映 v隠 mjck"rj "o磯u tu亥n t詠 ph鰻 bi院p"n "f詠c"x q"ik "8„pi"e穎a c栄c"e e"

lo衣i c鰻 phi院w."pi逢運k"vc"e„"vj吋 t¿v"tc"o瓜t k院t lu壱p"pj逢"ucw<"ÐIk "e鰻 phi院w"e»pi"v{"Z"

s胤 v<pi"4"rjk‒p"nk‒p"vk院p r欝i gi違o"vtqpi"5"rjk‒p"vk院r"vjgqÑ"jq員c th壱o"ej "n "o嘘k"nk‒n

h羽 gi英a 2 lo衣i c鰻 phi院w"pj逢"ÐIk "e鰻 phi院u X s胤 v<pi"nk‒p"v映e"vtqpi"4"rjk‒p"t欝k"ucw"8„"7"pi {"ik "e鰻 phi院u Y s胤 gi違o"vtqpi"5"rjk‒p"vk院r"vjgqÑ0"T "t pi"pj英pi"vj»pi"vkp"e„"8逢嬰e"pj逢"x壱{"n "t医v"e„"ik "vt鵜 x "p院w"pj逢"vc"e„"vj吋 t壱n d映pi"8逢嬰e"m "vjw壱v"mjck"rj "

n {"vj·"u胤 8go"n衣i nhi隠u h厩 tr嬰 8亥w"v逢"rj́"j嬰p trong kinh doanh

1.2 M映e"vk‒w"8隠 v k

M映e"vk‒w"8隠 v k"n "mjck"rj "o磯w"zw"j逢噂ng tu亥n t詠 nk‒p"8嘘k"v逢嬰ng t瑛 t壱p d英

li羽u th運i gian T瑛 t壱p d英 li羽u chu厩i th運k"ikcp"*pj¤p"v衣q"x "vj詠c ti宇n), ta s胤 v·o"tc"v医t

c違 e e"o磯u tu亥n t詠 ph鰻 bi院p"nk‒p"8嘘k"v逢嬰ng T瑛 8„"f磯p"tc"#"pij c"u詠 nk‒p"j羽 gi英c"e e"8嘘k"v逢嬰pi"nk‒p"swcp0

1.3 Ph衣o"xk"8隠 v k

Vj»pi"swc"v壱p d英 li羽u ch泳pi"mjq p"e栄a th鵜 vt逢運ng th院 gi噂i (ho員c c栄a Vi羽t

Nam), ta s胤 ti院p" j pj" mj違q" u v" v pj" ej医t c栄a chu厩i th運i gian m瓜v" e ej" v鰻ni" sw v"

(th詠c hi羽n t詠 8瓜ng ho員e"zgo"zfiv"vt詠c ti院r+0"Ucw"8„"v瑛 nh英ng chu厩i th運k"ikcp"e„"v pj"

ch医v"rj́"j嬰p v噂k"{‒w"e亥u, ta s胤 ti院p"j pj"mjck"rj "8吋 v·o"tc"v医t c違 e e"o磯u tu亥n t詠

ph鰻 bi院p"nk‒p"8嘘k"v逢嬰pi0"A隠 v k"u胤 d詠c"vt‒p"#"v逢荏ng c栄c"e e"rj逢挨pi"rj r"mjck"rj "

m磯u ph鰻 bi院p"pj逢"Crtkqtk"x "HR"Itqyvj"x "e„"o瓜t s嘘 8k隠u ch雨nh v隠 gi違i thu壱v"8吋 rj́"j嬰p v噂k"v pj"ej医t c栄a d英 li羽u chu厩i th運i gian Cu嘘k"épi"vc"v·o"o瓜v"rj逢挨pi"

rj r"rj́"j嬰r"8吋 8 pj"ik "o嘘k"nk‒p"j羽 gi英c"e e"8嘘k"v逢嬰ng hi羽n di羽p"vtqpi"e e"o磯u

ph鰻 bi院n v瑛c"v·o"8逢嬰c

Piq k"tc"8隠 v k"e pi"u胤 t壱r"vtwpi"8 pj"ik "x隠 hi羽u su医v"8吋 8違m b違q"ej逢挨pi"vt·pj"vj詠c hi羽p"rjfir"mjck"rj "vtqpi" o瓜t th運k"ikcp" x "jcq"rj "vtqpi"rj衣m vi cho rjfir0

Vtqpi"sw "vt·pj"vj詠c hi羽p."8隠 v k"u胤 s穎 d映ng l衣i m瓜t s嘘 m "vjw壱t ph鰻 bi院n trong

sw "vt·pj"z穎 n#"e pi"pj逢"mjck"rj "f英 li羽u chu厩i th運k"ikcp"8«"e„"u印p"pj逢<"t¿v"vt ej"8員e" vt逢pi." m " vjw壱t ti隠n x穎 n#." m " vjw壱v" v·o" oqvkh." m " vjw壱t thu gi違m chi隠u

*fkogpukqpcnkv{"tgfwevkqp+."m "vjw壱t r運i r衣e"j„c"*fcvc"fkuetgvk|cvkqp+."m "vjw壱t bi院n 8鰻i sang chu厩k"m "v詠, v "e e"m "vjw壱v"vtqpi"mjck"rj "f英 li羽u chu厩i tu亥n t詠 ph鰻 bi院n

1.4 ""pij c"8隠 v k

""pij c"vjばc tiいn: hi羽p"pc{"sw "vt·pj"rj¤p"v ej"x "z穎 n#"f英 li羽w"v k"ej pj."

8員c bi羽v"n "f英 li羽u ch泳pi"mjq p"8„pi"o瓜v"xck"vt "swcp"vt丑ng trong n隠n kinh t院 th院

gi噂k"p„k"ejwpi"x "Xk羽v"Pco"p„k"tk‒pi0"A隠 v k"mj»pi"ej雨 cung c医r"ejq"pi逢運k"f́pi"

nh英pi"vj»pi"vkp"j英w" ej"x隠 tk‒pi"o瓜v"8嘘k"v逢嬰ng c映 th吋 o "vt‒p"j院v"p„"e p"e„"mj違 p<pi"vj吋 hi羽n m嘘i quan h羽 gi英c"e e"8嘘k"v逢嬰pi"nk‒p"swcp0"M院t qu違 c栄c"8隠 v k"e„"vj吋

ik¿r"vc"rj¤p"v ej"dk院p"8瓜ng trong qu "mj泳 x "f磯n ra nh英pi"zw"j逢噂pi"vtqpi"v逢挨pi"nck"

c栄a t瑛ng lo衣i c鰻 phi院w"*v<pi."ik違o"È0+0"Piq k"tc"vc"e pi"ejq"rjfir"pj "8亥w"v逢"pj·p"

th医{"8逢嬰c s詠 nk‒p"j羽 gi英c"e e"nq衣i c鰻 phi院w"mj e"pjcw"x "#"pij c"e栄a nh英ng m嘘i

quan h羽 p {."v瑛 8„"e„"vj吋 ch丑n l詠a vi羽e"8亥w"v逢"x q"pj„o"e鰻 phi院w"ucq"ejq"e„"jk羽u

qu違 x "ik違m b噂t r栄i ro

""pij c"mjqc"jがc<"A„pi"i„r"8亥w"vk‒p"e栄a lu壱p"x<p"n "8隠 xu医t ra m瓜v"mjw»p"

m磯u (template) g丑k"n "Ðo磯w"zw"j逢噂ng tu亥n t詠 ph鰻 bi院p"nk‒p"8嘘k"v逢嬰piÑ"j厩 tr嬰 gi違i

quy院t v医p"8隠 mjck"rj "o磯u ph鰻 bi院p"vt‒p"v壱p d英 li羽u chu厩i th運k"ikcp0"Ac"u嘘 e e"e»pi"vt·pj"mjck"rj "o磯w"zw"j逢噂ng tu亥n t詠 8«"e„"ej雨 t壱r"vtwpi"mjck"rj "vt‒p"e挨"u荏 d英 li羽u

chu厩i (sequential database) - pij c"n "d臼 qua y院u t嘘 th運i kho違ng gi英c"e e"u詠 ki羽n

(ch雨 swcp"v¤o"u詠 ki羽n A x違{"tc"vt逢噂c B ch泳 mj»pi"swcp"v¤o"n "vt逢噂e"dcq"n¤w+0"A隠

v k"u胤 e„"mj違 p<pi"v·o"tc"e e"o磯u ph鰻 bi院n tu亥n t詠 o "x磯n gi英 l衣k"8¿pi"v pj"ej医t

th運i kho違ng v瑛c"p‒w0"O員v"mj e."e e"e»pi"vt·pj"vt逢噂e"8¤{"ej雨 t壱r"vtwpi"mjck"rj "vt‒p"

m瓜t chu厩i c映 th吋 (m瓜v"8嘘k"v逢嬰ng nh医v"8鵜nh), lu壱p"x<p"mj»pi"ej雨 ti院p"j pj"mjck"rj "vt‒p"o瓜v"8嘘k"v逢嬰ng c映 th吋 o "e p"o荏 r瓜pi"tc"mjck"rj "vt‒p"pjk隠w"8嘘k"v逢嬰ng M磯u 8逢嬰e"v·o"vj医{"e„"vj pj"rj亥p"8院n t瑛 nhi隠w"8嘘k"v逢嬰pi"mj e"pjcw0"X·"x壱y k院t qu違 c栄a

vi羽e" mjck" rj " mj»pi" ej雨 i„k" i丑n trong vi羽e" 8 pj" ik " o瓜v" 8嘘k" v逢嬰ng c映 th吋 (m瓜t

chu厩i th運k"ikcp+"o "j挨p"vj院."8隠 v k"ik¿r"ejq"ej¿pi"vc"e„"vj吋 th医{"8逢嬰c m嘘i quan h羽

c映 th吋 gi英c"e e"8嘘k"v逢嬰pi"e„"nk‒p"swcp"v噂k"pjcw"*vj»pi"swc"e e"o磯u ph鰻 bi院n tu亥n t詠 nk‒p"8嘘k"v逢嬰ng) T瑛 8„"mj嘘k"n逢嬰ng tri th泳e"o "pi逢運i s穎 d映pi"e„"8逢嬰c s胤 v<pi"n‒p."vtk"

th泳e"t¿v"vt ej"u胤 ocpi"v pj"v鰻ng th吋 j挨p0"Ew嘘k"épi."nw壱p"x<p"8隠 xu医t ra hai gi違i

thu壱t nh茨m h厩 tr嬰 ejq"sw "vt·pj"v·o"mk院o"e e"o磯u ph鰻 bi院n tu亥n t詠 nk‒p"8嘘k"v逢嬰ng

v瑛c"p‒w"x "ej衣y th詠c nghi羽o"vt‒p"f英 li羽w"v k"ej pj"vj壱t s詠 Th運k"ikcp"ej逢挨pi"vt·pj"

th詠c hi羽n khck"rj "rj違i n茨m trong m瓜t gi噂i h衣p"ejq"rjfir0

1.5 C医w"vt¿e"nw壱p"x<p

Lu壱p"x<p"8逢嬰e"vt·pj"d {"vjgq"d嘘 c映c sau:

Ej逢挨pi"3"- Gi噂i thi羽w"8隠 v k<"8逢c"tc"piw{‒p"pj¤p"e pi"pj逢"v pj"e医p thi院t cho

vi羽e"pijk‒p"e泳w"x "rj v"vtk吋p"8隠 v k

Ej逢挨pi"4"- E挨"u荏 n#"vjw{院t: gi噂i thi羽u nh英pi"e挨"u荏 x "mj k"pk羽m n隠n t違ng ejq"rj逢挨pi"rj r"nw壱p"x "sw "vt·pj"jk羽n th詠c c栄a lu壱p"x<p0

Ch逢挨pi"5"- E e"e»pi"vt·pj"pijk‒p"e泳w"nk‒p"swcp: gi噂i thi羽w"e e"e»pi"vt·pj"n#"

thuy院v"e„"nk‒p"swcp"v噂k"8隠 v k0

Ej逢挨pi"6"- J逢噂ng ti院p c壱n gi違i quy院t v医p"8隠: gi噂i thi羽w"e e"ikck"8q衣n ej pj"ejq"sw "vt·pj"mjck"rj "o磯w"zw"j逢噂ng tu亥n t詠 nk‒p"8嘘k"v逢嬰pi"vt‒p"e挨"u荏 d英 li羽u chu厩i

th運i gian

Ej逢挨pi"7"- Th詠c nghi羽m<"vt·pj"d {"sw "vt·pj"8q"8衣e"x "uq"u pj"m院t qu違 khi

s穎 d映ng hai gi違i thu壱t do lu壱p"x<p"8隠 xu医t

Ej逢挨pi" 8" - K院t lu壱n: 8„pi" i„r" e栄a lu壱p" x<p" x " j逢噂pi" pijk‒p" e泳u trong v逢挨pi"nck0

EJ姶愛PI"4 <"E愛"U雲 N""VJW[蔭T

2.1 D 英 li羽u chu厩i th運i gian

2.1.1 Time Series

M瓜t chu厩i th運k"ikcp"*vkog"ugtkgu+"n "ejw厩i tr鵜 s嘘 th詠c, m厩i tr鵜 bi吋u di宇n m瓜t

ik "vt鵜 8q"v衣i nh英ng th運k"8k吋o"e ej"8隠u nhau [18] Ho員c chu厩i th運i gian T = t 1 , t 2 ,

È0."v mn "o瓜t t壱r"e„"vj泳 t詠 m bi院p"ocpi"ik "vt鵜 s嘘 th詠c ho員e"ik "vt鵜 s嘘 piw{‒p"8逢嬰c

Piq k" tc" pi逢運k" vc" e pi" 8逢c" tc" 8鵜pj" pij c" x隠 chu厩i th運k" ikcp" 8挨p" dk院p" x "

chu厩i th運k"ikcp"8c"dk院n Chu厩i th運k"ikcp"8挨p"dk院p"n "o瓜t chu厩i th運i gian ch雨 ch泳a

m瓜v"swcp"u v"8逢嬰c ghi nh壱n m瓜v"e ej"vw亥n t詠 t衣i nh英ng kho違ng th運k"ikcp"e ej"8隠u

nhau Chu厩i th運k"ikcp"8c"dk院p"n "ejw厩i th運k"ikcp"o "vtqpi"8„"v衣i m瓜t th運k"8k吋o"vc"e„"

nhi隠w"swcp"u v"*dk院p+"mj e"pjcw0

2.1.2 Chu 厩i con (Subsequence)

N院w"vc"e„"o瓜t chu厩i th運k"ikcp"V"e„"ejk隠w"f k"o"vj·"o瓜t chu厩i con C c栄a T s胤

ch泳a m瓜t ph亥n g欝m nh英pi"ik "vt鵜 荏 nh英ng v鵜 vt "p嘘i ti院r"pjcw"vtqpi"V"ucq"ejq"E"e„"

chi隠w"f k"p"*p">"o+"x "d逸v"8亥u t衣i m瓜t v鵜 vt "r"vtqpi"V"]17]

Vj»pi"vj逢運pi"pi逢運i ta s穎 d映ng c穎a s鰻 vt逢嬰v"*unkfkpi"ykpfqy+"8吋 vt ej"zw医t

e e"ejw厩i con t瑛 chu厩i th運k"ikcp"V0"J·pj"2.1 cho th医{"x "f映 v隠 3 chu厩i con A,B,C

trong m瓜t chu厩i th運k"ikcp"*8逢嬰e"8 pj"f医u b荏k"o k"v‒p+0

J·pj"2.1 E e"ejw厩i con trong m瓜t chu厩i th運i gian [17]

2 0305"Vt́pi"mj噂p (Match)

s詠 vt́pi"mj噂p gi英a 2 chu厩k"eqp"fq"pi逢運k"f́pi"8鵜pj"pij c+"x "o瓜t chu厩i th運i gian

8亥u t衣i q, n院u kho違ng e ej"F"ik英a 2 chu厩i nh臼 j挨p"jq員c b茨pi"T."pij c"n "F*E."O+"T"vj·"vc"p„k"t茨pi"O"n "o瓜t chu厩k"eqp"vt́pi"mj噂p v噂k"E"x "pi逢嬰c l衣i

J·pj"2.2 O"n "o瓜t chu厩k"eqp"vt́pi"mj噂p c栄a chu厩i con C trong chu厩i th運i gian

T [17]

2 0306"Vt́pi"mj噂p t亥o"vj逢運ng (Trivial Match)

chu厩k"eqp"O"8cpi"vt́pi"mj噂p (match) v噂k"E"x "d逸v"8亥u t衣i v鵜 vt "s0"Vc"8鵜pj"pij c"O"vt́pi"mj噂p t亥o"vj逢運ng v噂i C n院u p = q (2 chu厩k"eqp"e„"épi"8k吋m b逸v"8亥u) ho員c mj»pi"zw医t hi羽n m瓜t chu厩k"eqp"OÓ"d逸v"8亥u t衣i v鵜 vt "sÓ"ucq"ejq"F*E.OÓ+"@"T"x "s">"sÓ">"r"jq員e"r">"sÓ">"s0"J·pj"405"ejq"vj医y m瓜v"x "f映 v隠 vt́pi"mj噂p t亥o"vj逢運ng

J·pj"2.3 E e"vt́pi"mj噂p t亥o"vj逢運pi"d‒p"vt k"x "d‒p"rj違i c栄a chu厩i C [17]

2 0307"Vt́pi"mj噂r"mj»pi"v亥o"vj逢運ng (Non-trivial match)

Hai chu厩k" eqp" 8逢嬰c g丑k" n " vt́pi" mj噂r" mj»pi" v亥o" vj逢運ng n院w" pj逢" ej¿pi"vt́pi"mj噂r"pjcw"x "8逢嬰c chia c逸t b荏i m瓜t chu厩i eqp"mj e"mj»pi"vt́pi"mj噂p v噂i c違

2 chu厩k"vt‒p0"]39_

2.1.6 Motif

M瓜t chu厩i con (subsequence) trong chu厩i th運k"ikcp"V"8逢嬰c l員p l衣k" v"pj医t m瓜t

l亥p"vtqpi"V"8逢嬰e"zgo"n "o瓜v"oqvkh0"N逢w"#"n "mj»pi"e亥n ph違k"vt́pi"mj噂r"vq p"d瓜

*pij c"n "ik嘘pi"pjcw"jq p"vq p+"vj· m噂k"8逢嬰e"zgo"n "oqvkh0"]39_

2.2 X 穎 n#"f英 li羽u chu厩i th運i gian

A嘘i v噂i d英 li羽u chu厩i th運k"ikcp."vj»pi"vj逢運ng ta ph違k"zgo"zfiv"o瓜t s嘘 mj k"

ni羽o"8逢嬰c s穎 d映pi"8吋 h厩 tr嬰 cho vi羽e"uq"u pj"x "mjck"rj 0"

2.2 03"E e"8瓜 8q"v逢挨pi"v詠 (similarity measurement)

A嘘i v噂i d衣pi"d k"vq p"v·o"mk院o"v逢挨pi"v詠 vt‒p"f英 li羽u chu厩i th運i gian, ta f́pi"

m瓜v"e»pi"vj泳e"8吋 v pj"8瓜 v逢挨pi"v詠 gi英a hai chu厩i th運i gian

A瓜 8q"Gwenkf: [17]

Q = q1, q2."È."sn

C = c1, c2."È0."en

Ta xem m厩i chu厩k" n " o瓜v"8k吋o"vtqpi"mj»pi"ikcp"Gwenkf" p"ejk隠u (v噂k"p" n "

chi隠w"f k"e栄a m厩i chu厩k+0"A瓜 8q"kho違pi"e ej"Gwenkf"ik英a hai chu厩i th運k"ikcp"p {"8逢嬰e"v pj"d荏k"e»pi"vj泳c:

2

)(

J·pj"2.4 V·o kho違pi"e ej"Gwenkf"]3:_

姶w"8k吋o<"8挨p"ik違n, d宇 f pi"v pj."f宇 m荏 r瓜ng cho nhi隠u d衣pi"d k"vq p"mjck"

rj "f英 li羽u chu厩i th運i gian

Khuy院v"8k吋m: nh衣y c違m v噂i nhi宇w."mj»pi"v pj"8逢嬰c khi 2 chu厩i th運k"ikcp"e„"

chi隠w"f k"mj e"pjcw"jq員e"dk‒p"8瓜 fcq"8瓜pi"mj e"pjcw"]3:_

A瓜 8q"zq逸n th運k"ikcp"8瓜ng [18]

T瑛 2 chu厩i th運k"ikcp"Z"x "[."vc"v pj"mjq違pi"e ej"vj»pg qua vi羽e" pj"z衣 m瓜t 8k吋m t瑛 chu厩i th運k"ikcp"p {"ucpi"pjk隠w"8k吋m c栄a chu厩i th運k"ikcp"mkc"x " pj"z衣 p {"mj»pi" vj鰯pi" j pi0" Rj逢挨pi" rj r" p {" i丑k" n " zq逸n th運k" ikcp" 8瓜ng (Dynamic Time

Warping Î FVY+"fq"Dgtpfv"x "Enkhhqtf"*3;;8+"ik噂i thi羽u

Rj逢挨pi"rj r"p {"ejq"rjfir"o荏 r瓜ng ho員c thu h姻r"e e"v p"jk羽u (signals) theo

chi隠u th運k"ikcp0"""v逢荏pi"ej pj"pj逢"ucw<

Gi違 s穎 vc"e„"4"ejw厩i th運k"ikcp"Z"x "["pj逢"ucw<

X = x1, x2."È."zn

Y = y1, y2."È0."{m

Vc"ejq"rjfir"u詠 m荏 r瓜ng c栄a t瑛ng chu厩i th運i gian b茨pi"e ej"n員p l衣k"e e"rj亥n

t穎 Scw"sw "vt·pj"p {"vc"8逢嬰c hai chu厩i m噂k"n "ZÓ"x "[Ó0"A瓜 8q"Gwenkf"ucw"8„"8逢嬰c r"f映ng cho hai chu厩k"ZÓ"x "[Ó"p {<

J·pj"2.5 V pj"mjq違pi"e ej"vjgq"FVY"]3:_

J·pj"2.6 Ma tr壱n cho DTW [18]

Pi逢運k"vc" r"f映ng gi違i thu壱t quy ho衣ej"8瓜pi"8吋 v pj"mjq違pi"e ej"FYV"ik英a

2 chu厩i th運k"ikcp0"A亥w"vk‒p"mjq違pi"e ej"eqp"F*k l+"8逢嬰e"v pj"vt逢噂c r欝k"ucw"8„"vk院p

t映e"v pj"ejq"v噂i khi D(m,n) 8逢嬰e"v pj<

姶w"8k吋m: k院t qu違 v pj"ej pj"z e"j挨p"uq"x噂k"8瓜 8q"Gwenkf"x "ejq"rjfir"pj壱n

d衣ng m磯w"e„"ejk隠w"f k"mj e"pjcw"pj逢pi"e„"j·pj"f衣ng gi嘘ng nhau

Khuy院v"8k吋m: th運i gian ch衣{"n¤w"[18]

A瓜 8q"ejw厩k"eqp"ejwpi"f k"pj医t (Longest Common Subsequence)[18]

Rj逢挨pi"rj r"p {"ejq"rjfir"d臼 qua nh英ng d英 li羽u nhi宇w"mjk"uq"u pj

E„"vj吋 r"f映ng quy ho衣ej"8瓜pi"ejq"d k"vq p"v·o"ejw厩k"eqp"ejwpi"f k"pj医t

X = 3, 2, 5, 7, 4, 8, 10, 7

Y = 2, 5, 4, 7, 3, 10, 8, 6

LCS = 2, 5, 7, 10

A瓜 v逢挨pi"v詠 c栄c"Z"x "[<"Uko*Z.[+""?"~NEU~""?"6"*X噂i 0 Sim ( X , Y ) length)

ho員c Sim(X,Y) = |LCS| / n (V噂i 0 Sim ( X , Y ) 1)

姶w"8k吋m: tr詠e"swcp"x "ejq"rjfir"nq衣i b臼 nhi宇u

Khuy院v"8k吋m: ph違k"v·o"tc"o瓜t gi違i thu壱v"x "e医u vt¿e"f英 li羽w"rj́"j嬰r"8吋 gi違m

b噂v"mj»pi"ikcp"jcq"rj "jq員c th運k"ikcp"v·o"mk院m (n院u gi違i quy院t b茨pi"8羽 qui ho員c

2.2.2 Chu 育p"j„c"f英 li羽u (Data Normalization)

Vj»pi"vj逢運pi"vt逢噂e"sw "vt·pj"vjw"ik違m s嘘 chi隠u (dimensionality reduction)

ho員c r運i r衣e"j„c"f英 li羽w"*fkuetgvk|cvkqp+."ej¿pi"vc"vj逢運ng chu育p"j„c"f英 li羽u chu厩i

th運k"ikcp"vt逢噂e0"N#"fq"8吋 ta chu育p"j„c"f英 li羽w"n "fq"f英 li羽w"8亥w"x q"*荏 8¤{"n "f英

li羽u chu厩i th運k"ikcp+"vj逢運pi"e„"dk‒p"8瓜 fcq"8瓜ng r医v"mj e"pjcw"x "xk羽e"uq"u pj"vt詠c

ti院p d英 li羽u g嘘c tr荏 p‒p"mj„"mj<p0"O瓜t trong nh英pi"rj逢挨pi"rj r"ejw育p"j„c"f英 li羽u vj逢運pi"8逢嬰e" r"f映pi"n "rj逢挨pi"rj r"¥-ueqtg"*rj逢挨pi"rj r"ejw育p"j„c"f詠c"vt‒p"8瓜

l羽ch chu育p"x "ik "vt鵜 vtwpi"d·pj+

Piq k"tc"e pi"e„"pjk隠w"rj逢挨pi"rj r"ejw育p"j„c"f英 li羽w"mj e"pj逢"rj逢挨pi"

rj p chu育p"j„c"vjgq"okp-max hay decimal scaling [1]

2.3 Mjck"rj "o磯u tu亥n t詠 ph鰻 bi院n

2.3 03"A鵜pj"pij c

Mjck"rj "o磯u tu亥n t詠 ph鰻 bi院n [1][2] n "sw "vt·pj"mjck"rj "tc"e e"u詠 ki羽n hay

e e"ejw厩i xu医t hi羽p"vj逢運pi"zw{‒p"x "e„"v pj"vj泳 t詠 vtqpi"e挨"u荏 d英 li羽u chu厩i M瓜t

x "f映 vk‒w"dk吋w<"ÐMj ej"j pi"owc"o {"違nh Canon s胤 e„"mjw{pj"j逢噂pi"owc"vj‒o"

o {" kp" JR" vtqpi" x pi" o瓜v" vj piÑ0" X医p" 8隠 mjck" rj " o磯u tu亥n t詠 ph鰻 bi院p" 8逢嬰c

Citcycn"x "Utkmcpv"8隠 xu医t l亥p"8亥w"p<o"3;;7"]3_"f詠c"vt‒p"ejw厩i mua s違n ph育m c栄a

mj ej"j pi0"Mjck"rj "o磯u tu亥n t詠 8逢嬰c 泳ng d映ng trong nhi隠w"n pj"x詠e"pj逢<"rj¤p"

v ej"vj鵜 vt逢運pị"rj¤p"v ej"o磯u truy c壱p web, d詠 8q p"pjw"e亥u mua s逸m c栄c"mj ej"

h piÈ0Ucw"mjk"e„"8逢嬰e"e e"o磯u tu亥n t詠, ta s胤 v·o"nw壱t tu亥n t詠: bi吋u hi羽n quan h羽 e„"

th吋 e„"ik英a hai lo衣t s詠 ki羽p"*ugswgpvkcn"gxgpv+"x "vtqpi"8„"e„"o瓜t lo衣t s詠 ki羽n x違y ra vt逢噂c m瓜t lo衣t s詠 ki羽p"mj e0

2.3.2 M 瓜t s嘘 mj k"pk羽o"vj逢運ng g員r"vtqpi"mjck"rj "o磯u tu亥n t詠 ph鰻 bi院n

Cho I = {I1, I2."È0"Kp "n "v壱p t医t c違 items

T壱p ph亥n t穎 *kvgougv+<"n "o瓜t t壱r"mj e"t厩pi"x "mj»pi"e„"vj泳 t詠 e e"kvgou0

M瓜t chu厩k"*ugswgpeg+"n "o瓜v"fcpj"u ej"e„"vj泳 t詠 e e"u詠 ki羽n (events)

M厩i m瓜t chu厩k"u"8逢嬰e"m "jk羽u <e1, e2, , en> sao cho s詠 ki羽n e1 x違{"tc"vt逢噂c

s詠 ki羽n e2, e2 x違{"tc"vt逢噂c e3 ,

Chi隠w" f k" e栄a m瓜t chu厩k" n " u嘘 n逢嬰pi" kvgo" e„" vtqpi" ejw厩ị Ch鰯ng h衣n m瓜t

chu厩k"U"e„"m"kvgo"8逢嬰c g丑k"n "m"Î ugswgpeg0"XF<">*CD+E@"n "o瓜t 3 Î ugswgpeg"x "e„"m ej"vj逢噂e"n "4

Chu厩i con: chu厩k" "?">b1 b2 È"dm@"8逢嬰c g丑k"n "ejw厩i con c栄a chu厩k"g"?">c1

a2È"cn@"jc{"g"n "ejw厩i cha c栄c" "m#"jk羽w" "稀 g."p院u t欝n t衣i nh英ng s嘘 piw{‒p"3ø"l1

< j2 >"È">"l2ø"o"ucq"ejq"d1稀 aj1, b2稀 aj2."È."dm稀 ajm0"X "f映 chu厩k">*D+*CE+@"n "

chu厩i con c栄c" >*CD+*G+*CEF+@=" pj逢pi" >*CD+*G+@" mj»pi" rj違k" n " ejw厩i con c栄a

chu厩i <(ABE)>

E挨"u荏 d英 li羽u chu厩k"n "o瓜t t壱p h嬰r"e e"d瓜 d英 li羽w"e„"f衣pi"*ukf."ự"vtqpi"8„"ukf"n "o«"8鵜nh danh c栄a chu厩k"x "u"n "ejw厩k"e e"kvgougv

D違pi"2.1 X "f映 v隠 e挨 s荏 d英 li羽u chu厩i [1]

Sid Chu厩i (s)

A瓜 h厩 tr嬰 (support): Cho e挨"u荏 d英 li羽u chu厩i D, m厩i chu厩k"e„" o瓜t ch雨 s嘘

8鵜nh danh duy nh医v0"A瓜 h厩 tr嬰 tuy羽v"8嘘i c栄a m瓜t m磯u tu亥n t詠 f n "v鰻ng s嘘 chu厩i

trong D e„"ej泳a f0"A瓜 h厩 tr嬰 v逢挨pi"8嘘i c栄a f n "v雨 l羽 ph亥p"vt<o"ejw厩i trong D ch泳a

f 雲 8¤{"o泳c h厩 tr嬰 tuy羽v"8嘘i ho員e"v逢挨pi"8嘘i s胤 8逢嬰c s穎 d映ng chuy吋p"8鰻i qua l衣k."m "

hi羽w"n "sup(f)

M磯u tu亥n t詠 ph鰻 bi院n: Ejq"vt逢噂e"pi逢叡ng h厩 tr嬰 t嘘i thi吋u (minSup+"z e"8鵜nh

b荏k"pi逢運k"f́ng, minSup 樺 (0, 1] M瓜t m磯u tu亥n t詠 f 8逢嬰e"eqk"n "rj鰻 bi院n n院w"8瓜 h厩

tr嬰 c栄c"p„"n噂p"j挨p"jq員c b茨ng minSup: sup(f) œ"minSup."mjk"8„""f 8逢嬰c g丑k"n "o磯u

tu亥n t詠 ph鰻 bi院n

2 06" Rj逢挨pi" rj r" vjw" ik違m s嘘 chi隠u x医p x雨 g瓜p t瑛pi" 8q衣n PAA (Piecewise

Aggregate Approximation)

M瓜t chu厩i th運k"ikcp"E"e„"ejk隠w"f k"p"e„"vj吋 8逢嬰c bi吋u di宇n b荏i m瓜v"mj»pi"

gian w chi隠w"*"y">>"p+"vj»pi"swc"o瓜t vector C= c1."È"cw 0""Vtqpi"8„"rj亥n t穎 th泳 i

c栄a C 8逢嬰e"v pj"vq p"f詠c"vjgq"e»pi"vj泳c sau: [17-18]

潔拍 =件 拳券 茅 布 潔倹

券 拳件

倹=券拳岫件伐1岻+1

A吋 thu gi違m m瓜t chu厩i d英 li羽u th運i gian t瑛 mj»pi"ikcp"p"ejk隠w"vj pj"mj»pi"

gian w chi隠w."vc"e„"vj吋 chia d英 li羽w"vj pj"y"rj亥n b茨pi"pjcw"8逢嬰c g丑k"n "e e"htcog0"

Ik "vt鵜 vtwpi"d·pj"e栄c"e e"8k吋m n茨m trong m瓜t frame s胤 8逢嬰e"v pj"vq p"x "vj»pi"swc"

d英 li羽u th運i gian g嘘c

J·pj"2.7 Bi院p"8鰻i thu gi違m chi隠u theo PAA [18]

姶w"8k吋m: d宇 v pj"vq p"*ej雨 c亥p"v pj"ik "vt鵜 vtwpi"d·pj"e e"8k吋m trong t瑛ng

kho違ng), h厩 tr嬰 nhi隠w" 8瓜 8q" v逢挨pi" v詠 mj e"pjcw" *ej鰯ng h衣p" e e" j o" 8q" mjq違ng

e ej"e„"vt丑ng s嘘, xo逸n th運k"ikcp"8瓜piÈ+

Khuy院v"8k吋o<"n o"m医v"8k"o瓜t s嘘 vj»pi"vkp"swcp"vt丑pi"ejq"sw "vt·pj"mjck"rj "

(ch鰯ng h衣p"e e"8k吋m c詠c tr鵜."i„eÈ+"x "xk羽e"z e"8鵜pj"8逢嬰c s嘘 ugiogpv"e pi"8„pi"xck"vt "swcp"vt丑ng

2 07" Rj逢挨pi" rj r" dk院p" 8鰻i chu厩i th運i gian sang d衣pi" m " v詠 SAX (Symbolic

Aggregate Approximation)

A¤{"n "o瓜t trong nh英pi"rj逢挨pi"rj r"dk吋u di宇n chu厩i th運i gian [17-3:_"8«"8逢嬰c ch泳pi"okpj"n "e„"mj違 p<pi"ik英 l衣i nh英pi"vj»pi"vkp"e„"#"pij c"v瑛 d英 li羽u g嘘c

sau khi bi院p"8鰻k"x "v衣o ra nh英ng k院t qu違 h英u d映pi"vtqpi"e e"x医p"8隠 nk‒p"swcp"v噂i

gom c映o"x "rj¤p"nq衣i d英 li羽w0"Ak吋m m衣nh c栄c"rj逢挨pi"rj r"p {"n "ik英 l衣k"8逢嬰e"e e"

v pj"ej医t c栄a d英 li羽u g嘘e"x "e„"vj吋 r"f映pi"e e"ik違i thu壱v"e挨"d違p"8吋 uq"u pj"ejw厩i

e e"m "v詠 sau khi bi院p"8鰻i

""v逢荏pi"ej pj"e栄c"rj逢挨pi"rj r"p {"n "dk院p"8鰻i d英 li羽w"vj pj"o瓜t chu厩k"m "v詠

r運i r衣c Trqpi"8„"u嘘 n逢嬰pi"m "v詠 f́pi"8吋 bi吋u hi羽p"8逢嬰e"m "jk羽w"n "a *x "a v逢挨pi"8嘘i

nh臼+0"A吋 chuy吋p"8鰻i m瓜t d英 li羽u chu厩i th運i gian g嘘e"dcp"8亥w"vj pj"o瓜t chu厩k"m "v詠 vj·"8亥w"vk‒p"vc"rj違i chu育p"j„c"f英 li羽w0"Ucw"8„, ta s胤 ti院p"j pj"jck"d逢噂c ti院r"vjgq"n "

Vtqpi" d逢噂c thu gi違m s嘘 chi隠w." rj逢挨pi" rj r" RCC" *Rkgegykug" Ciitgicvg"

vj pj"y"rj亥n b茨pi"pjcw."ucw"8„"ik "vt鵜 c栄a t瑛ng ph亥n 8逢嬰c x医p x雨 x "vj吋 hi羽n b茨ng

m瓜t h羽 s嘘 duy nh医v"n "ik "vt鵜 vtwpi"d·pj"e瓜pi0"Ucw"8„"8吋 chuy吋n h羽 s嘘 v瑛c"p‒w"ucpi"

e e"m "v詠, ta s穎 d映pi"e e"dtgcmrqkpvu"*8k吋m ng逸v+"8吋 ejkc"mj»pi"ikcp"rj¤p"v p"vj pj"

a khu v詠e"*tgikqp+"e„"z e"uw医t b茨ng nhau

Dtgcmrqkpvu<"n "o瓜v"fcpj"u ej"e„"vj泳 t詠 e e"u嘘 B = d1 , d2."È."da x "e„"vj吋 8逢嬰e"z e"8鵜pj"vj»pi"swc"o瓜t b違ng th嘘pi"m‒0"X "f映 sau cho th医{"e e"dtgcmrqkpvu"泳ng v噂k"ik "vt鵜 a t瑛 2 t噂i 8 [17-18]

J·pj"2.8 Minh h丑c"dtgcmrqkpvu"ejq"rj逢挨pi"rj r"UCZ"]39_

E e"dtgcmrqkpvu"p {"8逢嬰e"z e"8鵜pj"ucq"ejq"z e"uw医t c栄c"e e"ugiogpvu"*e„"8逢嬰c t瑛 RCC+"rj¤p"d嘘 荏 vtqpi"e e"rj亥p"n "z医p x雨 b茨pi"pjcw0"Vt逢運ng h嬰r"vc"mj»pi"

s穎 d映ng dtgcmrqkpvu"vj·"e e"m "v詠 vc"f́pi"u胤 e„"z e"uw医t xu医t hi羽p"mj e"pjcw"x "f磯n 8院n m瓜t s嘘 chu厩k"eqp"e„"mj違 p<pi"zw医t hi羽n nhi隠w"j挨p"e e"ejw厩k"eqp"mj e0

M瓜v"mjk"e e"dtgcmrqkpvu"8逢嬰e"z e"8鵜pj"vj·"o厩i khu v詠c s胤 8逢嬰e"i p"ejq"o瓜t

m "v詠 x "rjfir"i p"p {"8逢嬰c th詠c hi羽n t瑛 f逢噂k"n‒p0"Nh英ng khu v詠c th医p nh医v"8逢嬰c

i p"d茨pi"ÐcÑ."pj英ng khu v詠e"ecq"j挨p"8逢嬰e"i p"d茨pi"ÐdÑ"x "vk院p t映e"ejq"8院n h院t

J·pj"2.9 Bi吋u di宇n b茨ng SAX [17-18]

T瑛 m瓜t chu厩i d英 li羽u th運i gian, ta thu gi違m s嘘 chi隠u b茨pi" rj逢挨pi" rj r"RCC."ucw"8„"u穎 d映pi"e e"dtgcmrqkpvu"*荏 8¤{"vc"f́pi"4"dtgcmrqkpvu"8吋 ejkc"n o"5"

khu v詠e+"x "ew嘘k"épi"vc"e„"8逢嬰c m瓜t chu厩i th運k"ikcp"n "o瓜t word: baabccbc

E e"8瓜 8q"e挨"d違p"8逢嬰e" r"f映ng cho SAX:

Gi違 s穎 vc"e„"jck"ejw厩i th運k"ikcp"S"x "E"e„"épi"ejk隠w"f k"p."p院w" r"f映pi"8瓜 8q"v逢挨pi"v詠 Euclid:

Sau khi chuy吋p"e e"ejw厩k"eqp"vj pj"f衣ng PAA (g丑k"n "芸博 x "系違+"vj·"vc"e„"vj吋 e„"8逢嬰c m瓜t x医p x雨 c壱p"f逢噂i c栄c"e»pi"vj泳e"Gwenkf"pj逢"ucw<

Cu嘘k"épi"p院u ta chuy吋n d英 li羽w"vj pj"f衣ng chu厩k"m "v詠."vc"e„"vj吋 8鵜pj"pij c"

m瓜v"j o"OKPFKUV"vt違 v隠 kho違pi"e ej"pj臼 nh医t gi英a hai chu厩i th運i gian

J o"fkuv"荏 vt‒p"e„"vj吋 8逢嬰e"v pj"f逢c"x q"o瓜t b違pi"v·o"mk院o"pj逢"ucw<

D違pi"2.2 B違pi"8瓜 8q"mjq違pi"e ej"ik英c"e e"m "v詠 [17-18]

V噂i r: ch雨 s嘘 j pi"x "e<"ej雨 s嘘 c瓜t, d英 li羽u cho t瑛pi"»"*t.e+"e„"vj吋 8逢嬰e"v pj"vjgq"e»pi"vj泳c sau:

Kho違pi"e ej"ik英a 2 chu厩k"m "v詠 s胤 8逢嬰e"v pj"f詠c"x q"mjq違pi"e ej"e栄a t瑛ng

c員r"m "v詠

2 08"Rj逢挨pi"rj r"dk院n 8鰻i chu厩i th運i gian sang d衣pi"m "jk羽w"mjw{pj"j逢噂ng

Rj逢挨pi"rj r"dk院p"8鰻i chu厩i d英 li羽u g嘘c sang d衣pi"m "jk羽w"mjw{pj"j逢噂ng 8逢嬰c d詠a vt‒p"#"v逢荏ng v隠 8逢運pi"vtwpi"d·pj"fk"8瓜ng c栄a d英 li羽u ch泳pi"mjq p"8«"

t瑛pi"8逢嬰e"vt·pj"d {"vtqpi"d k"d q"e栄a Jong P Yoon, Yixin Nwq."x "Lwpihyun Nam

[20, 33]

M#"jk羽w"mjw{pj"j逢噂ng (trend indicator) bao g欝m 6 c医r"8瓜 uq"u pj"mj e"pjcw"

gi英a hai chu厩i th運k"ikcp0"A嘘i v噂i d英 li羽u ch泳pi"mjq p."8瓜 d鵜ch chuy吋p"ik "pi逸n h衣n 8逢嬰c bi吋u di宇n b荏i s詠 v逢挨pi" swcp" ik英c" ik " vt鵜 hi羽n t衣i c栄a m瓜t c鰻 phi院u so v噂i 8逢運ng d鵜ch chuy吋p"vtwpi"d·pj"35"vw亥p0"Jc{"p„k"e ej"mj e, ta s胤 ph違k"v pj"vq p"o瓜t 8逢運ng bao 3% (5% ho員e"9'"v́{"pi逢運i s穎 d映ng) so v噂k"8逢運ng d鵜ch chuy吋n trung d·pj"35"vw亥p0"A逢運pi"dcq"p {"u胤 ik¿r"n丑c ra nh英pi"fcq"8瓜ng ng逸n h衣n C映 th吋<"8嘘i

v噂i th運k"ikcp"v"?"2."3."4È0."p"Î 1, Mm*v+"n "8逢運ng th鰯pi"vtwpi"d·pj"fk"8瓜ng m, Mk(t)

n "8逢運ng th鰯pi"vtwpi"d·pj"fk"8瓜ng k (v噂i m < k) V噂i d英 li羽u ch泳pi"mjq p"vc"e„"o"?"35"x "m"?"620"E e"vj»pi"u嘘 o"x "m"8逢嬰c l詠a ch丑p"v́{"x q"pi逢運i s穎 d映ng ch泳 mj»pi"

b逸t bu瓜c ph違i c嘘 8鵜pj"pj逢"vtqpi"d k"d q0"雲 8¤{"o = 13 x "m = 40 n "jck"ik "vt鵜 hay 8逢嬰c s穎 d映ng nh医v"vtqpi"n pj"x詠c ch泳pi"mjq p0"Gi違 s穎 m ej"vj逢噂e"8逢運pi"dcq"n "g"vj·"8"m#"jk羽w"mjw{pj"j逢噂ng s胤 8逢嬰e"8鵜pj"pij c"pj逢"ucw

‚ A<" " A逢運ng d鵜ch chuy吋p" vtwpi" d·pj" pi逸n h衣n n茨o" rj c" vt‒p 8逢運ng d鵜ch

chuy吋p"vtwpi"d·pj"f k"j衣p0Vtqpi"vt逢運ng h嬰r"p {."mjw{pj"j逢噂pi"n‒p"e栄a c鰻 phi院u

trong ng逸n h衣p"8«"{院u d亥p"x "ik "jk羽n t衣k"ej逢c"n医p"x q"g'"e壱p"f逢噂i c栄c"8逢運ng d鵜ch

chuy吋p"vtwpi"d·pj"pi逸n h衣n Mjk"p {"Ok(t) < Mm*v+"x "u*v+">"Om(t) Î Mm(t) * e

‚ B: A逢運ng d鵜ch chuy吋p" vtwpi" d·pj" pi逸n h衣n n茨o" rj c" vt‒p" 8逢運ng d鵜ch

chuy吋p"vtwpi"d·pj"f k"j衣p0Vtqpi"vt逢運ng h嬰r"p {."mjw{pj"j逢噂pi"n‒p"e栄a c鰻 phi院u

trong ng逸n h衣n v磯p"e p"v逢挨pi"8嘘i m衣pj"x "ik "vt鵜 hi羽n t衣k"8«"n医p"x q"g'"e壱p"f逢噂i

c栄c"8逢運ng d鵜ch chuy吋p"vtwpi"d·pj"pg逸n h衣p0"Mjk"p {"Ok(t) < Mm*v+"x "u*v+"@"Om(t)

‚ E<" " A逢運ng d鵜ch chuy吋p" vtwpi" d·pj" pi逸n h衣n n茨o" rj c" f逢噂k" 8逢運ng d鵜ch

chuy吋p"vtwpi"d·pj"f k"j衣p0Vtqpi"vt逢運ng h嬰r"p {."mjw{pj"j逢噂ng xu嘘ng trong ng逸n

h衣n c栄a c鰻 phi院u v磯p"e p"o衣pj"x "ik "e鰻 phi院w"ej逢c"n医p"x q"g'"e壱p"vt‒p"e栄c"8逢運ng

d鵜ch chuy吋p"vtwpi"d·pj"pi逸n h衣p0"Mjk"p {"Ok(t) > Mm*v+"x "u*v+">"Om(t) + Mm(t) * e

‚ F<" A逢運ng d鵜ch chuy吋p" vtwpi" d·pj" pi逸n h衣n n茨o" rj c" f逢噂k" 8逢運ng d鵜ch

chuy吋p"vtwpi"d·pj"f k"j衣p0Vtqpi"vt逢運ng h嬰r"p {."mjw{pj"j逢噂ng xu嘘ng trong ng逸n

h衣n c栄a c鰻 phi院w"8«"{院u d亥p"x "ik "e鰻 phi院w"8«"n医p"x q"g'"e壱p"vt‒p"e栄c"8逢運ng d鵜ch

chuy吋p"vtwpi"d·pj"pi逸n h衣p0"Mjk"p {"Ok(t) > Mm*v+"x "u*v+"@"Om(t) + Mm(t) * e

B違ng 2.3 v„o"v逸t 6 d衣pi"m "jk羽w"8逢嬰c s穎 d映ng sau khi bi院p"8鰻i t瑛 d英 li羽u th運i

gian g嘘e"x "#"pij c"e栄c"ej¿pg

D違pi"2.3 U w lo衣k"m "v詠 s穎 d映pi"ejq"sw "vt·pj"dk院p"8鰻i sang

chu 厩k"m "v詠 f pj"ejq"f英 li羽u c鰻 phi院u

2.7 A衣i s嘘 quan h羽 th運i gian Allen

P<o"3;:5."Lcogu"H"Cnngp"]28 - 29_"8«"zw医t b違n m瓜v"d k"d q"vtqpi"8„"»pi"

gi噂i thi羽u 13 m嘘i quan h羽 e挨"d違n gi英c"e e"vj運i kho違pi"ocpi"v pj"tk‒pi"dk羽v"x "8亥y 8栄 O逢運i ba m嘘i quan h羽 e挨"d違n c栄c"Cnngp"8逢嬰e"o»"v違 c映 th吋 trong b違ng 2.4

B違pi"p {"8鵜pj"pij c"v医t c違 e e"o嘘i quan h羽 e„"vj吋 t欝n t衣i gi英a hai th運i kho違pi"8«"

z e"8鵜pj"vt逢噂e"8„0"O厩i quan h羽 8逢嬰c bi吋u di宇n b茨ng m瓜v"n逢嬰e"8欝 th吋 hi羽n m嘘k"nk‒p"

quan gi英a 2 th運i kho違pi"c"x "d0"N逢w"#"mjk"p {"vc"zgo"vj運k"ikcp"8cpi"f鵜ch chuy吋n t瑛

vt k"qua ph違k0"J·pj"8亥w"vk‒p"vtqpi"d違ng cho ta th医y m嘘i quan h羽 gi英c"c"x "d"n "o嘘i

quan h羽 8k"vt逢噂e"ÐrtgegfguÑ"pij c"n "mjk"p {"c"u胤 k院v"vj¿e"vt逢噂c khi b b逸v"8亥w"x "e„"

m瓜t kho違pi"e ej"x隠 th運i gian gi英c"c"x "d0

D違pi"2.4 O逢運i ba m嘘i quan h羽 e挨"d違n Allen [29]

E e"o嘘i quan h羽 vt‒p"8逢嬰c s逸p x院p theo th泳 t詠 c医r"8瓜 t瑛 n¿e"c"d逸v"8亥w"vt逢噂c

b cho t噂i khi a x違{"tc"8欝ng th運i v噂k"d"x "ew嘘k"épi"n "c"d逸v"8亥w"ucw"d0"Vc"e„"pj壱n zfiv"n "8"e員p trong 13 m嘘i quan h羽 p {"ocpi"v pj"vjw壱n ngh鵜ch Ch鰯ng h衣p"pj逢"p院u vc"e„"c"8k"vt逢噂c d"*c"rtgegfgu"d+"vj·"vc"e pi"u胤 e„"o瓜t quan h羽 ngh鵜ej"8違q"n "d"8逢嬰c 8k"vt逢噂c b荏k"c"*d"rtgegfgf"d{"c+0""Tk‒pi"o嘘i quan h羽 ÐgswcnuÑ"vj·"vjw壱n ngh鵜ch v噂i

ej pj"p„0"V瑛ng c員r"m "jk羽u quan h羽 thu壱n ngh鵜ch s胤 bao g欝m ch英 vi院v"vj逢運pi"x "

ch英 vi院t hoa c栄c"épi"o瓜t k "v詠 *x "f映 r"x "R+0"

D違pi"2.5 E e"e員p quan h羽 thu壱n ngh鵜ch [29]

2.8 Generic Dictionary trong C#

A吋 8違m b違q"8瓜 ph泳c t衣r"ejq"e e"rjfir"vq p"vj‒o."z„c"x "v·o"mk院m v噂k"8k隠u

ki羽p"Ð?Ñ n "Q*3+."Igpgtke"Fkevkqpct{"8逢嬰e"z¤{"f詠ng d詠c"vt‒p"o瓜t b違pi"d<o"*jcuj"

table) B違pi" d<o" *jcuj" vcdng+" n " o瓜t c医w" vt¿e" f英 li羽u bao g欝m m瓜t m違pi" e e"ÐdwemgvuÑ"f́pi"8吋 ch泳c"e e"rj亥n t穎0"E ej"vj泳c b違pi"d<o"z穎 n#"sw "vt·pj"ejflp"o瓜t

ph亥n t穎 m噂k"8逢嬰c th詠c hi羽n b茨ni"e ej"vt ej"zw医v"tc"o«"d<o"*jcuj"eqfg+"ejq"v瑛ng 8嘘k"v逢嬰ng Nh運 o«"d<o"8„"o "vc"e„"vj吋 z e"8鵜pj"8逢嬰e"ej pj"z e"dwemgv"8吋 8員t item

*vj»pi"vj逢運ng th詠c hi羽n b茨ng nh英pi"rjfir"v pj"8挨p"ik違p"8吋 8k隠u ch雨pj"o«"d<o"e栄a

m瓜v"8嘘k"v逢嬰pi"ejq"rj́"j嬰p v噂k"m ej"vj逢噂c c栄a m違pi"e e"dwemgvu"- 荏 8¤{"n "j o"

rjfir"*o荏 r瓜ng theo s嘘 piw{‒p"v嘘 prime number)

J o"d<o"o "Fkevkqpct{"vtqpi"E%"vj逢運ng s穎 d映pi"n "o瓜v"j o"xktvwcn"ucw<

public virtual int GetHashCode( )

J o" p {" n " o瓜t trong nh英pi" j o" e„" u印n trong System.Object U{uvgo0Qdlgev"n "n噂r"e挨"d違p"o "v医t c違 e e"8嘘k"v逢嬰pi"vtqpi"E%"8隠u th瑛a k院."fq"8„"vc"

jq p"vq p"e„"vj吋 override l衣k"j o"p {"ejq"rj́"j嬰p v噂k"{‒w"e亥u T医t c違 e e"vjcq"v e"pj逢"vj‒o."z„c."v·o"mk院o"8隠u c„"nk‒p"swcp"v噂k"j o"IgvJcujEqfg"p {0"Vw{"pjk‒p"o«"d<o"vt違 v隠 b荏k"j o"vt‒p"mj»pi"rj違k"n "x»"j衣n (Int32 Î pij c"n "v嘘k"8c"432 ik "vt鵜 e„"

th吋 8逢嬰c tr違 v隠 b荏k"j o"vt‒p+."pj逢"x壱{"jq p"vq p"e„"vj吋 x違{"tc"8映pi"8瓜 (collision) Eqnnkukqp" pij c"n " jck" rj亥n t穎 mj e"pjcw"pj逢pi"n衣k"e„"épi" o«"d<o" x "pj逢"x壱y ej¿pi"n衣i n茨o"épi"x鵜 vt "dwemgv0"F衣pi"d<o"e栄c"Fkevkqpct{"n "f衣pi"d<o"o荏 (cho rjfir"mj„c"e„"épi"8鵜a ch雨, n¿e"p {"o厩i m映e"8鵜a ch雨 s胤 n "o瓜v"fcpj"u ej"nk‒p"m院v"e e"

ph亥n t穎 e„"épi"8鵜a ch雨)

Rj逢挨pi"rj r"ik違i quy院v"8映pi"8瓜:

Dictionary x穎 n#"8映pi"8瓜 b茨pi"rj逢挨pi"rj r"ÐejckpkpiÑ<"u穎 d映pi"jck"cttc{"e„"épi"u嘘 ph亥n t穎

- Entries array: ch泳c"e e"rj亥n t穎 th壱t s詠 8逢嬰e"n逢w"vt英 n院u n茨o"vtqpi"épi"

m瓜v"dwemgv"*vj逢運ng n逢w"f逢噂i d衣pi"fcpj"u ej"nk‒p"m院t)

J·pj"2.10 Minh h丑c"e ej"z穎 n#"8映pi"8瓜 trong b違pi"d<o

Pj逢"j·pj"x胤 vt‒p."vc"vj医y n院w"pj逢"4"8嘘k"v逢嬰pi"Qdl3"x "Qdl4"8逢嬰e"d<o"x q"épi"o瓜t v鵜 vt "vj·"Fkevkqpct{"u胤 n逢w"vt英 4"8嘘k"v逢嬰pi"8„"x q"o瓜v"fcpj"u ej"nk‒p"m院t

N院w"pj逢"vc"ow嘘p"v·o"mk院o"Qdl3"x "Qdl4"vj·"vc"e亥n ph違i t嘘p"vj‒o"ejk"rj "

duy羽v"fcpj"u ej"nk‒p"m院v"p {"x "uq"vt́pi"jck"rj亥n t穎 (tham chi院u) b茨pi"j o"Equal(

) 8逢嬰c cung c医p s印n

T瑛 e挨"u荏 n#"vjw{院v"vt‒p."vc"vj医{"8逢嬰c ejk"rj "vtwpi"d·pj"mjk"v·o"mk院m m瓜t

ph亥n t穎 n "v雨 s嘘 gi英a s嘘 ph亥n t穎 8cpi"e„"ejkc"ejq"m ej"vj逢噂c c栄a Dictionary Tuy pjk‒p"Fkevkqpct{"nw»p"e嘘 g逸pi"fw{"vt·"v雨 s嘘 gi英a s嘘 ph亥n t穎 p„"8cpi"ej泳c"x "m ej"vj逢噂c c栄c"p„"n "3-3"*m ej"vj逢噂e"Fkevkqpct{"mj»pi"pj臼 j挨p"u嘘 n逢嬰pi"kvgo"vtqpi"8„+0"Fq"8„"ejk"rj "vtwpi"d·pj"zgo"pj逢"n "Q*3+0

EJ姶愛PI"5 <"EèE"EðPI"VTîPJ"PIJKçP"E永W"NKçP"SWCP

3.1 E e"rj逢挨pi"rj r"v·o"oqvkh"vtqpi"f英 li羽u chu厩i th運i gian

3.1 03"Rj逢挨pi"rj r"v·o"oqvkh"8嘘i v噂k"e挨"u荏 d英 li羽u chu厩i th運i gian l噂n

Pj„o"v e"ik違 R0Rcvgn."G0Mgqij."L0Nkp."U0Nqpctfk"*4224+"]39_"8«"8隠 xu医t m瓜t rj逢挨pi"rj r"v·o"oqvkhu"vt‒p"f英 li羽u chu厩i th運k"ikcp0"A亥w"vk‒p"j丑 r"f映pi"rj逢挨pi"

rj r"x医p x雨 g瓜p t瑛pi"8q衣n (PAA) 8吋 thu gi違m d英 li羽w."ucw"8„"e»pi"vt·pj"ejw{吋n

chu厩i d英 li羽u sang d衣ng m "v詠 b茨pi"rj逢挨pi"rj r"UCZ0"Ew嘘k"épi"j丑 s穎 d映ng gi違i

thu壱v"GOOC"8吋 v·o"tc"oqvkh"e„"ejk隠w"f k"n ejq"vt逢噂c [17]

A員e"8k吋m c栄a gi違i thu壱v"GOOC"n " r"f映ng m瓜v"j o"d<o"8吋 8逢c"e e"ejw厩i eqp"v逢挨pi"v詠 pjcw"x q"épi"o瓜v"8鵜a ch雨 vtqpi"dwemgv0"Vc"e pi"n逢w"vt英 v鵜 tt "d逸v"8亥u

c栄a chu厩i trong b違pi" d<o0" Ucw" 8„" ik違i thu壱t s胤 ti院p" j pj" mj違q" u v" vt‒p" x鵜 vt " e„"

nhi隠u ph亥n t穎 nh医t (g丑k"n "ORE"Î Most Promising Candidate) Gi違i thu壱v"e pi" r"

d映pi" e»pi" vj泳e" v pj" 8瓜 v逢挨pi" v詠 c栄a 2 chu厩k" eqp" 8吋 z¤{" f詠ng t壱p n¤p" e壱n g欝m

nh英ng ph亥n t穎 vtqpi"ORE"x "pj英ng chu厩i con n茨m 荏 nh英ng v鵜 vt "mj e"pj逢pi"e„"8瓜 v逢挨pi"v詠 so v噂i ph亥n t穎 trong MPC v磯n nh臼 j挨p"o瓜v"vj»pi"u嘘 T"fq"pi逢運k"f́pi"n詠a

Ucw"8„"pj„o"v e"ik違 s穎 d映ng gi違i thu壱t ADM fq"Ujcujc"x "Ycpi"8隠 xu医t

[52] 8吋 v·o"e e"oqvkh"vj壱t s詠 (true-motif) t瑛 t壱p 泳pi"xk‒p"8«"e„0"N#"fq"vc"rj違k"f́pi"

gi違i thu壱v"CFO"n "x·"j o"v pj"mjq違pi"e ej"荏 vt‒p"ej雨 m噂k" r"f映ng cho chu厩i d衣ng

m "v詠 p‒p"vc"rj違i ti院p"j pj"vj‒o"o瓜v"d逢噂c ki吋m tra kho違pi"e ej"vj壱t s詠 荏 d英 li羽u

g嘘e"8吋 xem m瓜t 泳pi"xk‒p"e„"vj壱t s詠 n "oqvkh"jc{"mj»pi0"Sw "vt·pj"n員p l衣i cho t噂i khi oqvkh"v·o"8逢嬰e"e„"u嘘 l亥n xu医t hi羽n l噂n nh医t (1 motif) Gi違i thu壱v"e„"vj吋 8逢嬰c m荏

r瓜pi"8吋 v·o"m"Î motif

3.1 04"Rj逢挨pi"rj r"v·o"oqvkh"f詠c"vt‒p"OFN

[0Vcpcmc"x "M0Wgjctc"]41_"8隠 xu医v"rj逢挨pi"rj r"v·o"oqvkh"f詠c"vt‒p"o瓜t gi違i

thu壱v"e„"mj違 p<pi"v·o"8逢嬰e"8瓜 f k"vj運i kho違ng t嘘k"逢w"e栄a motif Gi違i thu壱v"v·o"8瓜

f k" vj運i kho違ng t嘘k" 逢w" *qrvkowo" rgtkqf" ngpivj+" zw医v" rj v" v瑛 mj k" pk羽m MDL

(Minimum Description Length) - m瓜v"mj k"pk羽o"8逢嬰c 8隠 xu医t b荏i Rissanen (1989) 8逢嬰e"f́pi"8吋 8 pj"ik "8瓜 t嘘k"逢w"e栄a m瓜v"o»"j·pj"pi磯w"pjk‒p0"

E»pi"vt·pj"tc"8運i xu医v"rj v"v瑛 th詠c t院 n "vj»pi"u嘘 chi隠w"f k"e栄a motif ph違i do pi逢運k"f́pi"v詠 8鵜pj"pij c0"Ak隠w"p {"f磯p"8院n vi羽e"z e"8鵜nh chi隠w"f k"e栄a motif tr荏

vj pj" o瓜t v医p" 8隠 mj»pi" 8挨p" ik違n N院w" pj逢" vc" r" f映pi" e e" ik違i thu壱v" v·o" oqvkh"vj»pi"f映pi"pj逢"GOOC"x噂k"e e"ejk隠w"f k" oqvkh"mj e"pjcw"e„"vj吋 e„"vj·"t "t pi"rj逢挨pi"rj r"8„"mj»pi"mj違 vjk"x "mfio"jk羽u qu違0"Pj„o"v e"ik違 8«"8隠 xu医v"e ej"v·o"

chi隠w"f k"oqvkh"v詠 8瓜pi"vj»pi"swc"mj k"pk羽m MDL

A亥w" vk‒p" e»pi" vt·pj" vk院p" j pj" ejw{吋p" 8鰻i chu厩i th運i gian g嘘c sang d衣ng

chu厩k"m "v詠 b茨pi"e ej"m院t h嬰r"rj逢挨pi"rj r"RCC"x "UCZ0"Ejk隠w"f k"e栄a c穎a s鰻 vt逢嬰v"n "Vmin "8¤{"n "ik "vt鵜 chi隠w"f k"pj臼 nh医v"e„"vj吋 e„"e栄c"oqvkh"fq"pi逢運k"f́pi"8鵜nh ngj c0"Ew嘘k"épi"ucw"mjk"e„"8逢嬰e"e e"ejw厩k"eqp"f逢噂i d衣ng chu厩k"m "v詠."pj„o"

v e"ik違 i p"e e"m "v詠 j pj"xk"ejq"v瑛ng chu厩k"eqp"8„0

Vi羽e"mjck"rj "oqvkh"8逢嬰c chuy吋p"8鰻i t瑛 chu厩i d英 li羽u th運i gian g嘘c sang mjck"rj "oqvkh"vt‒p"ejw厩k"m "v詠 j pj"xk0

Sw "vt·pj"vt‒p"8逢嬰e"v„o"v逸v"pj逢"j·pj"x胤 sau:

J·pj"3.1 J·pj"okpj"j丑c"ejq"sw "vt·pj"ejw{吋p"8鰻i [21]

Gi違i thu壱v"v·o"ejk隠w"f k"o磯u t嘘k"逢w 8逢嬰e"v„o"v逸v"pj逢"ucw:

T瑛 chu厩i C~ gi違i thu壱t s穎 d映ng m瓜t c穎a s鰻 vt逢嬰t v噂i chi隠w"f k"e嘘 8鵜pj"vt逢嬰t vt‒p"C~ 8吋 e„"8逢嬰e"e e"ejw厩i con L亥p"n逢嬰v"zgo"zfiv"pj英ng m磯w"e„"u嘘 l亥n xu医t hi羽n

nhi隠u nh医v"n " o磯u t嘘t nh医t c栄a chu厩k"m "v詠 hi羽n t衣k0"Ucw"8„"vc"v pj"j o" OFN"x "

chi隠w"f k"o磯u L1."vc"e pi"8欝ng th運k"n逢w"eqp"vt臼 P1 t噂i v鵜 vt "d逸v"8亥u c栄a m磯u Thay

th院 m磯u b茨ng m瓜v"m "v詠 mj e0"Sw "vt·pj"vt‒p"8逢嬰c l員p l衣i cho t噂k"mjk"mj»pi"e p"o磯u

p q"zw医t hi羽p"j挨p"4"n亥n trong chu厩k"m "v詠

Mjk"sw "vt·pj"rj¤p"v ej"vt‒p"jq p"vj pj."o磯w"e„"ik "vt鵜 MDL nh臼 nh医v"8逢嬰c zgo"n "o磯u t嘘t nh医t trong C~ S穎 d映ng chi隠w"f k"o磯w"n "Np, chi隠w"f k"v嘘k"逢w"e栄a oqvkh"8逢嬰e"v pj"pj逢"ucw<

Topt = Tmin + Lp

Ta xem m磯w"p {"n "泳pi"xk‒p"e栄c"oqvkh0"Ucw"8„"pj„o"v e"ik違 s穎 d映ng gi違i

thu壱v"GOOC"8吋 v·o"oqvkh"th壱t s詠 v噂i t壱p 泳pi"xk‒p"ORE"ej pj"n "v壱p 泳pi"xk‒p"vc"

v瑛c"v·o"vj医{"vtqpi"sw "vt·pj"rj¤p"v ej"荏 vt‒p0

3.2 M 瓜t s嘘 gi違i thu壱v"mjck"rj "o磯u ph鰻 bi院n

Vj»pi"swc"e e"ik違i thu壱v"v·o"o磯u ph鰻 bi院n truy隠n

vt·pj"mjck"rj "o磯u ph鰻 bi院n C e"ik違i thu壱v"pj逢"IUR x "Rtghkz-Urcp"ik¿r"vc"vj医y 8逢嬰e"j·pj"f衣pi"e pi"pj逢"v pj"ej医t tu亥n t詠 c栄c"e e"o磯u c亥p"mjck"rj 0

3.2.1 Gi 違i thu壱t Apriori

Gi違i thu壱t Crtkqtk"]3_"n "o瓜t trong nh英ng gi違i thu壱t n隠n t違pi"8逢嬰e"8隠 xu医t

b荏k"T0"Citcycn"x "T0"Utkmcpv"*3;;6+"8吋 mjck"rj "v壱p ph亥n t穎 ph鰻 bi院p"8嘘i v噂i lu壱t

k院t h嬰p lu壱p"n#0

A員e" v pj" e栄a gi違i thu壱v" n " u穎 d映ng tri th泳e" e„" vt逢噂c v隠 v pj" ej医t c栄c" e e"

m泳e."vtqpi"8„"m-kvgougvu"8逢嬰e"f́pi"8吋 v·o"*m"-"3+"kvgougvu0"A亥w"vk‒p"v壱p 1 Î itemsets ph鰻 bi院p"8逢嬰c v·o"d茨pi"e ej"fw{羽v"swc"vq p"d瓜 t壱p d英 li羽w."8院m s嘘 l亥n xu医t hi羽n c栄a t瑛ng item, ucw"8„"ej丑n nh英pi"kvgo"p q"e„"u嘘 l亥n xu医t hi羽n th臼c"pi逢叡ng h厩 tr嬰 min-uwr0"Vc"m "