节点文献
数据流滑动窗口上线性回归参数的递推式算法
Sliding Window based Method for Computing Linear Regression Parameters Recursively on Data Streams
【机构】 北京大学计算机科学与技术系;
【摘要】 <正>1简介数据流是连续、实时、无界、不可预测的数据记录序列。当前出现的许多新型应用,如传感网络、网络监测、股票分析等都需要支持对数据流进行在线分析,因而围绕数据流展开了多方面的研究,比如数据流管理系统实现技术,数据流压缩表示以及数据流挖掘算法等等。
【Abstract】 The tradional forecasting methods on time seires are either based on the whole data set or by adding a damped vibration to reflect the temporal importance of data.In this paper,we come up with a new forecasting method based on sliding window.Our method sets up a properate window for keeping the latest and newest data,and use the latest N tuples to forecast.When data come into the window,the algorithm can compute the regression parameters by utilizing the results which were produced before.The experimental results show that our algorithm has better effectiveness and forecasting veracity than the traditional one.
- 【会议录名称】 第二十四届中国数据库学术会议论文集(技术报告篇)
- 【会议名称】第二十四届中国数据库学术会议
- 【会议时间】2007-10-20
- 【会议地点】中国海南海口
- 【分类号】TP311.13
- 【主办单位】中国计算机学会数据库专业委员会