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Sequential Pattern Result Interpretion
Contributor II
Hi Everyone
I am studying on co-movement of stock market. I used generalized sequential pattern. I get some result but i couldn't interpret this result. My data model is below
In data model; "-U" in ADNAC-U represent ADNAC stock price increase (up); "-D" in ADNAC-D represent ADNAC stock price is decrease (down). ID column represent ID like customer ID in transaction data. T is true value F is false value. After sequential pattern, I got like this result;
<AKENR-D, AKGRT-D, AKSA-D> <ADNAC-U, AGYO-U, AKBNK-U, AKCNS-U>
How can i interpret this result? It means IF (AKENR-D and AKGRT-D and AKSA-D) THEN (ADNAC-U and AGYO-U and AKBNK-U and AKCNS-U) OR
IF (IF AKENR-D THEN AKGRT-D and AKSA-D) THEN (IFADNAC-U THEN AGYO-U and AKBNK-U and AKCNS-U)
If anyone this interpretion could you help me?
Thanks
I am studying on co-movement of stock market. I used generalized sequential pattern. I get some result but i couldn't interpret this result. My data model is below
| Date ID ADNAC-U ADNAC-D AEFES-D AEFES-U AGYO-U AGYO-D AKBNK-U AKBNK-D AKCNS-U 01.10.2010 range7 [453.925 - 1698.445] T F T F F T F T F 04.10.2010 range7 [453.925 - 1698.445] T F F T T F T F T 05.10.2010 range8 [1698.445 - 2570.595] F T T F T F T F T 06.10.2010 range9 [2570.595 - 3510.175] T F F T T F T F F 07.10.2010 range9 [2570.595 - 3510.175] T F F T T F F T T 08.10.2010 range9 [2570.595 - 3510.175] T F T F T F T F T 11.10.2010 range10 [3510.175 - ∞] T F F T F T T F T 12.10.2010 range10 [3510.175 - ∞] F T T F F T T F T 13.10.2010 range10 [3510.175 - ∞] F T T F T F T F T 14.10.2010 range10 [3510.175 - ∞] T F T F F T F T F 15.10.2010 range10 [3510.175 - ∞] T F F T F T T F T 18.10.2010 range10 [3510.175 - ∞] T F F T T F F T T 19.10.2010 range10 [3510.175 - ∞] T F T F F T F T F |
<AKENR-D, AKGRT-D, AKSA-D> <ADNAC-U, AGYO-U, AKBNK-U, AKCNS-U>
How can i interpret this result? It means IF (AKENR-D and AKGRT-D and AKSA-D) THEN (ADNAC-U and AGYO-U and AKBNK-U and AKCNS-U) OR
IF (IF AKENR-D THEN AKGRT-D and AKSA-D) THEN (IFADNAC-U THEN AGYO-U and AKBNK-U and AKCNS-U)
If anyone this interpretion could you help me?
Thanks
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