Data Mining of Time Series Based on Wave Cluster

Considering the researching background, this paper discussed the associated research of data mining technology, time series and financial time series data mining, separately. As following, the basic theory and methods of phase space reconstruction were analyzed in details. All of these provided the theoretical basis and technical feasibility to time series data mining based on phase space reconstruction. After contrasting the different means of time series pattern mining, we pointed out the problem of time series data mining framework TSDM, and presented the temporal patterns mining method based wave cluster systematically.