An association mining method for time series and its application in the stock prices of TFT-LCD industry

Chiung Fen Huang, Yen Chu Chen, An-Pin Chen

Research output: Contribution to journalConference articlepeer-review

1 Scopus citations

Abstract

The stock price associations between the suppliers and manufacturers in the value chain of the TFT-LCD industry by means of data mining method used to improve the Apriori algorithm so that it can facilitate association mining of discrete data points in time series, is discussed. In the first phase, data are classified and preprocessed using the algorithm, then Apriori algorithm is applied to extract the strong association rules. By mining the association rules from the discrete data points in a time series, statistically significant outcomes can be obtained. Results reveal helpful information for the investors to make leveraged arbitrage profit investing decisions.

Keywords

  • Apriori Algorithm
  • Association rule
  • Data Mining
  • TFT-LCD
  • Time series analysis

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