Graduation Year

2011

Document Type

Thesis

Degree

M.S.Cp.E.

Degree Granting Department

Computer Science and Engineering

Major Professor

Rahul Tripathi

Keywords

Association Rules, Clustering, Discretization, Financial Time-series, Multi-valued Attributes, Similarity

Abstract

This thesis proposes a novel directed hypergraph based model for any database. We introduce the notion of association rules for multi-valued attributes, which is an adaptation of the definition of quantitative association rules known in the literature. The association rules for multi-valued attributes are integrated in building the directed hypergraph model. This model allows to capture attribute-level associations and their strength. Basing on this model, we provide association-based similarity notions between any two attributes and present a method for finding clusters of similar attributes. We then propose algorithms to identify a subset of attributes known as a leading indicator that influences the values of almost all other attributes. Finally, we present an association-based classifier that can be used to predict values of attributes. We demonstrate the effectiveness of our proposed model, notions, algorithms, and classifier through experiments on a financial time-series data set (S&P 500).

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