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Orodje za interaktivno analizo časovnih vrst
ID KERNC, JERNEJ (Author), ID Zupan, Blaž (Mentor) More about this mentor... This link opens in a new window

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PID: 20.500.12556/rul/30f71ee1-1528-4110-ab75-24c10883d78a

Abstract
Časovne vrste, kakor pravimo primerom zaporedja meritev opazovanega pojava, predstavljajo pomemben tip podatkov v ekonometriki (npr. gibanje letnega BDP in relativne zadolženosti držav), v poslovnem svetu (npr. prodajna uspešnost produkta po mesecih), v medicini (EEG, EKG), v meteorologiji (npr. sprememba povprečne temperature skozi čas) in na skoraj skoraj vseh ostalih področjih naravoslovnih in družbenih ved. Pomembno je, da imamo na voljo orodja, s katerimi lahko časovne vrste ustrezno proučujemo, transformiramo, analiziramo, vizualiziramo in modeliramo. V diplomskem delu smo, temelječ na programskem paketu za podatkovno rudarjenje Orange, razvili odprtokodno orodje za interaktivno analizo, vizualizacijo in napovedovanje časovnih vrst. Razširitev obsega štirinajst gradnikov podatkovnih tokov v smislu vizualnega programiranja, s katerimi je mogoče časovne vrste odvajati, interpolirati, agregirati, sezonsko prilagoditi, transformirati z okenskimi transformacijami in ocenjevati kavzalnost med vrstami. Razvili smo tudi komponente za prikaz časovnih vrst v črtnem diagramu, periodogramu, korelogramu in v spiralni toplotni karti. Za modeliranje smo v knjižnico vključili napovedna modela VAR in ARIMA. Izdelek smo preizkusili in ovrednotili na različnih naborih podatkov.

Language:Slovenian
Keywords:časovne vrste, vizualizacija, avtoregresija, avtokorelacija, ARIMA, VAR, napovedovanje, strojno učenje, podatkovno rudarjenje, vizualno programiranje, umetna inteligenca, Orange
Work type:Undergraduate thesis
Organization:FRI - Faculty of Computer and Information Science
Year:2016
PID:20.500.12556/RUL-84163 This link opens in a new window
Publication date in RUL:13.07.2016
Views:1957
Downloads:658
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Secondary language

Language:English
Title:Toolbox for interactive time series analysis
Abstract:
Time series, as we call sequences of measurements of an observed phenomenon, represent an important type of data in the fields of econometrics (e.g. countries' yearly GDP and relative debt change), business (e.g. number of products sold per month), medicine (EEG, ECG), meteorology (e.g. change in average temperature through time) and in almost all other fields of natural and social science. It is thus important for toolsets to exist, with which one can analyze, transform, visualize, and model time series data. Based on renowned Orange data mining software framework, we propose a suite of visual programming widgets for construction of workflows for interactive time series analysis, visualization, and forecast. In particular, the suite comprises widgets for time series differencing, interpolation, aggregation, seasonal adjustment, transformation with window functions and estimation of causality. Additionally, we devise components for plotting time series data in a line chart diagram, periodogram, correlogram, and spiral heatmap. We support time series modeling with VAR or ARIMA models. We evaluate our contribution on various time series data sets.

Keywords:time series, visualization, autoregression, autocorrelation, ARIMA, VAR, forecast, machine learning, data mining, visual programming, artificial intelligence, Orange

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