Data Mining with Enhanced Neural Networks-CMMSE

Abstract This paper presents a new method to extract knowledge from existing data sets, that is, to extract symbolic rules using the weights of an Artificial Neural Network. The method has been applied to a neural network with special architecture named Enhanced Neural Network (ENN). This architecture improves the results that have been obtained with multilayer perceptron (MLP). The relationship among the knowledge stored in the weights, the performance of the network and the new implemented algorithm to acquire rules from the weights is explained. The method itself gives a model to follow in the knowledge acquisition with ENN.

Una aproximación a la predicción del valor de acciones en la bolsa de valores aplicando técnicas de Data Mining

La predicción del valor de las acciones en la bolsa de valores ha sido un tema importante en el campo de inversiones, que por varios años ha atraído tanto a académicos como a inversionistas. Esto supone que la información disponible en el pasado de la compañía que cotiza en bolsa tiene alguna implicación en el futuro del valor de la misma. Este trabajo está enfocado en ayudar a un persona u organismo que decida invertir en la bolsa de valores a través de gestión de compra o venta de acciones de una compañía a tomar decisiones respecto al tiempo de comprar o vender basado en el conocimiento obtenido de los valores históricos de las acciones de una compañía en la bolsa de valores. Esta decisión será inferida a partir de un modelo de regresión múltiple que es una de las técnicas de datamining. Para llevar conseguir esto se emplea una metodología conocida como CRISP-DM aplicada a los datos históricos de la compañía con mayor valor actual del NASDAQ.---ABSTRACT---The prediction of the value of shares in the stock market has been a major issue in the field of investments, which for several years has attracted both academics and investors. This means that the information available in the company last traded have any involvement in the future of the value of it. This work is focused on helping an investor decides to invest in the stock market through management buy or sell shares of a company to make decisions with respect to time to buy or sell based on the knowledge gained from the historic values of the shares of a company in the stock market. This decision will be inferred from a multiple regression model which is one of the techniques of data mining. To get this out a methodology known as CRISP-DM applied to historical data of the company with the highest current value of NASDAQ is used.

Nuevos Esquemas de Visualizaciones para Mejorar la Comprensibilidad de Modelos de Data Mining

La gran cantidad de datos que se registran diariamente en los sistemas de base de datos de las organizaciones ha generado la necesidad de analizarla. Sin embargo, se enfrentan a la complejidad de procesar enormes volúmenes de datos a través de métodos tradicionales de análisis. Además, dentro de un contexto globalizado y competitivo las organizaciones se mantienen en la búsqueda constante de mejorar sus procesos, para lo cual requieren herramientas que les permitan tomar mejores decisiones. Esto implica estar mejor informado y conocer su historia digital para describir sus procesos y poder anticipar (predecir) eventos no previstos. Estos nuevos requerimientos de análisis de datos ha motivado el desarrollo creciente de proyectos de minería de datos. El proceso de minería de datos busca obtener desde un conjunto masivo de datos, modelos que permitan describir los datos o predecir nuevas instancias en el conjunto. Implica etapas de: preparación de los datos, procesamiento parcial o totalmente automatizado para identificar modelos en los datos, para luego obtener como salida patrones, relaciones o reglas. Esta salida debe significar un nuevo conocimiento para la organización, útil y comprensible para los usuarios finales, y que pueda ser integrado a los procesos para apoyar la toma de decisiones. Sin embargo, la mayor dificultad es justamente lograr que el analista de datos, que interviene en todo este proceso, pueda identificar modelos lo cual es una tarea compleja y muchas veces requiere de la experiencia, no sólo del analista de datos, sino que también del experto en el dominio del problema. Una forma de apoyar el análisis de datos, modelos y patrones es a través de su representación visual, utilizando las capacidades de percepción visual del ser humano, la cual puede detectar patrones con mayor facilidad. Bajo este enfoque, la visualización ha sido utilizada en minería datos, mayormente en el análisis descriptivo de los datos (entrada) y en la presentación de los patrones (salida), dejando limitado este paradigma para el análisis de modelos. El presente documento describe el desarrollo de la Tesis Doctoral denominada “Nuevos Esquemas de Visualizaciones para Mejorar la Comprensibilidad de Modelos de Data Mining”. Esta investigación busca aportar con un enfoque de visualización para apoyar la comprensión de modelos minería de datos, para esto propone la metáfora de modelos visualmente aumentados. ABSTRACT The large amount of data to be recorded daily in the systems database of organizations has generated the need to analyze it. However, faced with the complexity of processing huge volumes of data over traditional methods of analysis. Moreover, in a globalized and competitive environment organizations are kept constantly looking to improve their processes, which require tools that allow them to make better decisions. This involves being bettered informed and knows your digital story to describe its processes and to anticipate (predict) unanticipated events. These new requirements of data analysis, has led to the increasing development of data-mining projects. The data-mining process seeks to obtain from a massive data set, models to describe the data or predict new instances in the set. It involves steps of data preparation, partially or fully automated processing to identify patterns in the data, and then get output patterns, relationships or rules. This output must mean new knowledge for the organization, useful and understandable for end users, and can be integrated into the process to support decision-making. However, the biggest challenge is just getting the data analyst involved in this process, which can identify models is complex and often requires experience not only of the data analyst, but also the expert in the problem domain. One way to support the analysis of the data, models and patterns, is through its visual representation, i.e., using the capabilities of human visual perception, which can detect patterns easily in any context. Under this approach, the visualization has been used in data mining, mostly in exploratory data analysis (input) and the presentation of the patterns (output), leaving limited this paradigm for analyzing models. This document describes the development of the doctoral thesis entitled "New Visualizations Schemes to Improve Understandability of Data-Mining Models". This research aims to provide a visualization approach to support understanding of data mining models for this proposed metaphor visually enhanced models.

Uso de Data Mining e do ECR para incremento da competitividade de pequenas e médias empresas: um estudo multicaso sobre varejo e indústria alimentícia

O setor supermercadista sofreu grandes alterações nos últimos anos, principalmente com o avanço das tecnologias, a competição, a concentração e algumas insuficiências em seus processos. Estes e outros fatores favoreceram ao surgimento do movimento de ECR (Resposta de Consumidor Eficiente) que procura criar um relacionamento mais forte entre indústria e varejo através de novas visões para suas estratégias operacionais. A evolução das tecnologias de informação permitiram ao setor varejista gerar uma maior volume de dados a partir, principalmente, de seus check-outs. Entretanto, estes dados nem sempre são armazenados de forma correta ou utilizados de forma a se aproveitar a plenitude das informações neles contidas. O processo de transformar os dados em informação e conhecimento vem evoluindo constantemente. Uma das atuais metodologias de trabalhar dados é o Data Mining ou Mineração de Dados, que pode ser descrito como sendo uma variedade de ferramentas e estratégias que processam dados aumentando a utilidade destes em bancos de dados. Este trabalho analisa através de um estudo multicaso exploratório na região de Ribeirão Preto, no interior de São Paulo, a avaliação da capacidade do uso da tecnologia Data Mining para o fortalecimento do movimento ECR, principalmente em pequenos e médios varejistas e indústrias alimentícias, no sentido de oferecer a estes um diferencial de negociação para formação de alianças estratégias.

Towards a model-driven engineering approach of data mining

Nowadays, data mining is based on low-level specications of the employed techniques typically bounded to a specic analysis platform. Therefore, data mining lacks a modelling architecture that allows analysts to consider it as a truly software-engineering process. Here, we propose a model-driven approach based on (i) a conceptual modelling framework for data mining, and (ii) a set of model transformations to automatically generate both the data under analysis (via data-warehousing technology) and the analysis models for data mining (tailored to a specic platform). Thus, analysts can concentrate on the analysis problem via conceptual data-mining models instead of low-level programming tasks related to the underlying-platform technical details. These tasks are now entrusted to the model-transformations scaffolding.

Integrating the development of data mining and data warehouses via model-driven engineering

Data mining is one of the most important analysis techniques to automatically extract knowledge from large amount of data. Nowadays, data mining is based on low-level specifications of the employed techniques typically bounded to a specific analysis platform. Therefore, data mining lacks a modelling architecture that allows analysts to consider it as a truly software-engineering process. Bearing in mind this situation, we propose a model-driven approach which is based on (i) a conceptual modelling framework for data mining, and (ii) a set of model transformations to automatically generate both the data under analysis (that is deployed via data-warehousing technology) and the analysis models for data mining (tailored to a specific platform). Thus, analysts can concentrate on understanding the analysis problem via conceptual data-mining models instead of wasting efforts on low-level programming tasks related to the underlying-platform technical details. These time consuming tasks are now entrusted to the model-transformations scaffolding. The feasibility of our approach is shown by means of a hypothetical data-mining scenario where a time series analysis is required.

Open business intelligence: on the importance of data quality awareness in user-friendly data mining

Citizens demand more and more data for making decisions in their daily life. Therefore, mechanisms that allow citizens to understand and analyze linked open data (LOD) in a user-friendly manner are highly required. To this aim, the concept of Open Business Intelligence (OpenBI) is introduced in this position paper. OpenBI facilitates non-expert users to (i) analyze and visualize LOD, thus generating actionable information by means of reporting, OLAP analysis, dashboards or data mining; and to (ii) share the new acquired information as LOD to be reused by anyone. One of the most challenging issues of OpenBI is related to data mining, since non-experts (as citizens) need guidance during preprocessing and application of mining algorithms due to the complexity of the mining process and the low quality of the data sources. This is even worst when dealing with LOD, not only because of the different kind of links among data, but also because of its high dimensionality. As a consequence, in this position paper we advocate that data mining for OpenBI requires data quality-aware mechanisms for guiding non-expert users in obtaining and sharing the most reliable knowledge from the available LOD.

Towards a reverse engineering approach for guiding user in applying data mining

Comunicación presentada en las XVI Jornadas de Ingeniería del Software y Bases de Datos, JISBD 2011, A Coruña, 5-7 septiembre 2011.

Estadística Aplicada a los Recursos Marinos. Clustering. Análisis de segmentación

Introducción al análisis con Clustering

Ferramentas open source de Data Mining

Em época de crise financeira, as ferramentas open source de data mining representam uma nova tendência na investigação, educação e nas aplicações industriais, especialmente para as pequenas e médias empresas. Com o software open source, estas podem facilmente iniciar um projeto de data mining usando as tecnologias mais recentes, sem se preocuparem com os custos de aquisição das mesmas, podendo apostar na aprendizagem dos seus colaboradores. Os sistemas open source proporcionam o acesso ao código, facilitando aos colaboradores a compreensão dos sistemas e algoritmos e permitindo que estes o adaptem às necessidades dos seus projetos. No entanto, existem algumas questões inerentes ao uso deste tipo de ferramenta. Uma das mais importantes é a diversidade, e descobrir, tardiamente, que a ferramenta escolhida é inapropriada para os objetivos do nosso negócio pode ser um problema grave. Como o número de ferramentas de data mining continua a crescer, a escolha sobre aquela que é realmente mais apropriada ao nosso negócio torna-se cada vez mais difícil. O presente estudo aborda um conjunto de ferramentas de data mining, de acordo com as suas características e funcionalidades. As ferramentas abordadas provém da listagem do KDnuggets referente a Software Suites de Data Mining. Posteriormente, são identificadas as que reúnem melhores condições de trabalho, que por sua vez são as mais populares nas comunidades, e é feito um teste prático com datasets reais. Os testes pretendem identificar como reagem as ferramentas a cenários diferentes do tipo: performance no processamento de grandes volumes de dados; precisão de resultados; etc. Nos tempos que correm, as ferramentas de data mining open source representam uma oportunidade para os seus utilizadores, principalmente para as pequenas e médias empresas, deste modo, os resultados deste estudo pretendem ajudar no processo de tomada de decisão relativamente às mesmas.

Fuzzy logic in web data mining for website assessment

This paper proposes a novel application of fuzzy logic to web data mining for two basic problems of a website: popularity and satisfaction. Popularity means that people will visit the website while satisfaction refers to the usefulness of the site. We will illustrate that the popularity of a website is a fuzzy logic problem. It is an important characteristic of a website in order to survive in Internet commerce. The satisfaction of a website is also a fuzzy logic problem that represents the degree of success in the application of information technology to the business. We propose a framework of fuzzy logic for the representation of these two problems based on web data mining techniques to fuzzify the attributes of a website.

Electricity market price spike forecast with data mining techniques

Electricity market price forecast is a changeling yet very important task for electricity market managers and participants. Due to the complexity and uncertainties in the power grid, electricity prices are highly volatile and normally carry with spikes. which may be (ens or even hundreds of times higher than the normal price. Such electricity spikes are very difficult to be predicted. So far. most of the research on electricity price forecast is based on the normal range electricity prices. This paper proposes a data mining based electricity price forecast framework, which can predict the normal price as well as the price spikes. The normal price can be, predicted by a previously proposed wavelet and neural network based forecast model, while the spikes are forecasted based on a data mining approach. This paper focuses on the spike prediction and explores the reasons for price spikes based on the measurement of a proposed composite supply-demand balance index (SDI) and relative demand index (RDI). These indices are able to reflect the relationship among electricity demand, electricity supply and electricity reserve capacity. The proposed model is based on a mining database including market clearing price, trading hour. electricity), demand, electricity supply and reserve. Bayesian classification and similarity searching techniques are used to mine the database to find out the internal relationships between electricity price spikes and these proposed. The mining results are used to form the price spike forecast model. This proposed model is able to generate forecasted price spike, level of spike and associated forecast confidence level. The model is tested with the Queensland electricity market data with promising results. Crown Copyright (C) 2004 Published by Elsevier B.V. All rights reserved.

Data mining and simulation: a grey relationship demonstration

Fuzzy data has grown to be an important factor in data mining. Whenever uncertainty exists, simulation can be used as a model. Simulation is very flexible, although it can involve significant levels of computation. This article discusses fuzzy decision-making using the grey related analysis method. Fuzzy models are expected to better reflect decision-making uncertainty, at some cost in accuracy relative to crisp models. Monte Carlo simulation is used to incorporate experimental levels of uncertainty into the data and to measure the impact of fuzzy decision tree models using categorical data. Results are compared with decision tree models based on crisp continuous data.