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2012 IEEE 28th International Conference on Data Engineering, 2012, p.1180-1191
2012

Details

Autor(en) / Beteiligte
Titel
Correlation Support for Risk Evaluation in Databases
Ist Teil von
  • 2012 IEEE 28th International Conference on Data Engineering, 2012, p.1180-1191
Ort / Verlag
IEEE
Erscheinungsjahr
2012
Link zum Volltext
Quelle
IEEE Electronic Library (IEL)
Beschreibungen/Notizen
  • Investigating potential dependencies in data and their effect on future business developments can help experts to prevent misestimations of risks and chances. This makes correlation a highly important factor in risk analysis tasks. Previous research on correlation in uncertain data management addressed foremost the handling of dependencies between discrete rather than continuous distributions. Also, none of the existing approaches provides a clear method for extracting correlation structures from data and introducing assumptions about correlation to independently represented data. To enable risk analysis under correlation assumptions, we use an approximation technique based on copula functions. This technique enables analysts to introduce arbitrary correlation structures between arbitrary distributions and calculate relevant measures over thus correlated data. The correlation information can either be extracted at runtime from historic data or be accessed from a parametrically precomputed structure. We discuss the construction, application and querying of approximate correlation representations for different analysis tasks. Our experiments demonstrate the efficiency and accuracy of the proposed approach, and point out several possibilities for optimization.
Sprache
Englisch
Identifikatoren
ISBN: 9781467300421, 146730042X
ISSN: 1063-6382
eISSN: 2375-026X
DOI: 10.1109/ICDE.2012.30
Titel-ID: cdi_ieee_primary_6228166

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