Mineração de dados de eventos temporais frequentes em séries temporais agroeconômicas (Data mining frequent temporal events in agrieconomic time series)

Fernando Elias Correa (fecorrea@usp.br)1, João Gama (jgama@fep.up.pt)2, Pedro Luiz Pizzigatti Corrêa (pedro.correa@usp.br)1, Lucilio Rogerio Aparecido Alves (lralves@usp.br)3


1Escola Politécnica da Universidade de São Paulo
2Universidade do Porto
3Escola de Agricultura Luiz de Queiroz da Universidade de São Paulo

This paper appears in: Revista IEEE América Latina

Publication Date: July 2015
Volume: 13,   Issue: 7 
ISSN: 1548-0992


Abstract:
The agricultural commodities are important to economies of several countries, especially in Brazil. Despite the amount of money involved, as knows that in agribusiness activities do not have accurate information in all the process. Therefore some research centers in Brazil, such as Center for Advanced Studies on Applied Economics - CEPEA, collect and provide daily price indices of these commodities, on several agricultural products, and spread information to these researchers markets, producers and formulators public policy. The idea is to understand the evolution and pattern for the time series of Grains price indices for seven years. The aim of this paper is find common patterns on time series, i.e. highlight events that happens frequently over seven year of daily grain prices quotation in several products. The results give a understanding of the dynamic of these grains time series, such as, Some important aspects were detect was this products competes in fields for crops

Index Terms:
Data Mining, Time Series, Motifs, Agribusiness   


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