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Data Preprocessing

1/91

1.

2.

3.

Data cleaning()

4.

5.

Data reduction ()

6.

hierarchy generation()

7.

Summary

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1.

2.

3.

Data cleaning

4.

5.

Data reduction

6.

generation

7.

Summary

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Incomplete(): lacking attribute values,

lacking certain attributes of interest, or

containing only aggregate data

e.g., occupation=

e.g., Salary=-10

Inconsistent(): containing

discrepancies() in codes or names

e.g., Was rating 1,2,3, now rating A, B, C

e.g., discrepancy between duplicate records

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Human or computer error at data entry

Errors in data transmission

Different considerations between the time when the data was

collected and when it is analyzed.

Human/hardware/software problems

Functional dependency violation (e.g., modify some linked data)

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misleading statistics.

data

the majority of the work of building a data warehouse

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Accuracy

Completeness

Consistency

Timeliness

Believability

Value added

Interpretability

Accessibility

Broad categories:

Intrinsic, contextual, representational, and accessibility

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1.

Data cleaning

2.

Data integration

3.

Data reduction

5.

Data transformation

4.

outliers, and resolve inconsistencies

same or similar analytical results

Data discretization

especially for numerical data

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Fig. 2.1

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1.

2.

3.

Data cleaning

4.

5.

Data reduction

6.

generation

7.

Summary

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Motivation

spread

variance

Outliers.

IQR = Q3 - Q1

Measure

Distributive ()

Algebraic ()

Holistic ()

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Distributive measure

function) that can be computed for a given

data set by partitioning the data into smaller

subsets, computing the measure for each

subset, and then merging the results in order

to arrive at the measures value for the

original (entire) data set.

sum( )

count( )

max( )

min( )

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Algebraic measure

computed by applying an algebraic function to

one or more distributive measures.

average, mean sum() / count()

avg( )

weighted average

variance

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Holistic measure

computed on the entire data set as a whole.

It cannot be computed by partitioning the

given data into subsets and merging the

values obtained for the measure in each

subset.

Holistic measures are much more expensive to

compute than distributive measures.

median

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algebraic

algebraic

measure

measure

SQL : avg( )

e.g , 2%

x =

1

n

wx

x i (sample)

i =1

x =

i =1

i =1

n

(2.2)

i

i =1

(population)

(2.1)

weighted average

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Median

or average of the middle two values otherwise

N

( freq)l

median = L1 + 2

freqmedian

width

(2.3)

N is the number of values in the entire data set

( freq )l is the sum of the frequencies of all of the intervals

that are lower than the median interval

freq median is the frequency of the median interval

width is the width of the median interval.

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Mode

Mode

Empirical formula:

(2.4)

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symmetric, positively and

negatively skewed data

Fig. 2.2

Mean

Median

Mode

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Boxplot: ends of the box are the quartiles, median is marked, whiskers, and

plot outlier individually

s2 =

1 n

1 n 2 1 n 2

( xi x)2 =

[ xi ( xi ) ]

n 1 i=1

n 1 i=1

n i=1

2 =

1

N

(x

i =1

)2 =

1

N

2

i

i =1

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(x x)

s =

i =1

n 1

n

1 n 2

1 n 2

2

2

xi 2 xi x + ( x ) =

xi 2 x xi + n ( x )

n 1 i =1

n 1 i =1

i =1

xi

1 n 2

i =1

=

xi 2

n 1 i =1

n

n

2

xi + n ( x )

i =1

2

2

n

n

2 xi

xi

n

1

2

i =1 + n i =1

=

xi

n 1 i =1

n

n2

2

2

n n

2 xi xi

1 n 2

i =1 + i =1

=

xi

n 1 i =1

n

n

n

x

n

1

2

i =1

=

xi

n 1 i =1

n

n

xi

= i =1 i =1

n 1 n ( n 1)

n

2

i

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10

From to +: contains about 68% of the

measurements (: mean, : standard deviation)

From 2 to +2: contains about 95% of it

From 3 to +3: contains about 99.7% of it

99.7%

95%

68%

+1

+2

+3

+1

+2

+3

+1

+2

+3

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Boxplot Analysis

{Minimum, Q1, M, Q3, Maximum}

Boxplot

The ends of the box are at the first and third

quartiles, i.e., the height of the box is IRQ

The median is marked by a line within the box

Whiskers: two lines outside the box extend to

Minimum and Maximum

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11

Outliers

Branch 1

Median $80

Q1: $60

Q3: $100

Fig. 2-3

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12

Basic Descriptive Data Summaries

Bar char

Quantile plot

Quantitle-quantile plot (q-q plot)

Scatter plot

Loess plot (Loess = Local regression)

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Histogram Analysis

Frequency histograms

http://www.shodor.org/interactivate/discussions/UnivariateBivariate/

frequencies of the classes present in the given data

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13

Quantile Plot

the overall behavior and unusual occurrences)

Plots quantile information

For a data xi data sorted in increasing order, fi

indicates that approximately 100 fi% of the data are

below or equal to the value xi

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the corresponding quantiles of another

Allows the user to view whether there is a shift in going

from one distribution to another

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14

R

>

>

>

>

qqnorm(y) # normal Quantile-Quantil plot

qqline(y, col = 2) # line

qqplot(y, rt(300, df = 5)) # Q-Q plot

2

0

-4

-2

Sample Quantiles

-3

-2

-1

Theoretical Quantiles

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Scatter plot

clusters of points, outliers, etc

Each pair of values is treated as a pair of coordinates and

plotted as points in the plane

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15

Loess Curve

provide better perception of the pattern of dependence

Loess curve is fitted by setting two parameters: a

smoothing parameter, and the degree of the

polynomials that are fitted by the regression

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16

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Boxplot: (covered before)

Quantile plot: each value xi is paired with fi indicating

that approximately 100 fi % of data are xi

Quantile-quantile (q-q) plot: graphs the quantiles of one

univariant distribution against the corresponding quantiles

of another

Scatter plot: each pair of values is a pair of coordinates

and plotted as points in the plane

Loess (local regression) curve: add a smooth curve to a

scatter plot to provide better perception of the pattern of

dependence

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17

1.

2.

3.

Data cleaning

4.

5.

Data reduction

6.

generation

7.

Summary

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,p.61

Importance

Data cleaning is one of the three biggest problems

in data warehousingRalph Kimball

Data cleaning is the number one problem in data

warehousingDCI survey

Data cleaning tasks

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18

equipment malfunction()

attributes, such as customer income in sales data

entry

not register history or changes of the data

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Ignore the tuple: usually done when class label is missing (assuming

the tasks in classificationnot effective when the percentage of

missing values per attribute varies considerably.

the attribute mean for all samples belonging to the same class:

smarter

formula or decision tree ()

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19

Incorrect attribute values may due to

faulty data collection instruments

data entry problems

data transmission problems

technology limitation

inconsistency in naming convention

Other data problems which requires data cleaning

duplicate records

incomplete data

inconsistent data

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Binning

first sort data and partition into (equal-frequency) bins

then one can smooth by bin means, smooth by bin

median, smooth by bin boundaries, etc.

Regression

smooth by fitting the data into regression functions

Clustering

detect and remove outliers

Combined computer and human inspection

detect suspicious values and check by human (e.g.,

deal with possible outliers)

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20

Equal-width (distance) partitioning

if A and B are the lowest and highest values of the attribute, the

width of intervals will be: W = (B A)/N.

same number of samples

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Sorted data for price (in dollars): 4, 8, 9, 15, 21, 21, 24, 25, 26, 28,

29, 34

* Partition into equal-frequency (equal-depth) bins:

- Bin 1: 4, 8, 9, 15

- Bin 2: 21, 21, 24, 25

- Bin 3: 26, 28, 29, 34

* Smoothing by bin means:

- Bin 1: 9, 9, 9, 9

- Bin 2: 23, 23, 23, 23

- Bin 3: 29, 29, 29, 29

* Smoothing by bin boundaries:

- Bin 1: 4, 4, 4, 15 (4,15 , 84,4)

- Bin 2: 21, 21, 25, 25 (24{21,25}25,2524)

- Bin 3: 26, 26, 26, 34

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21

Regression

y

Y1

y=x+1

Y1

X1

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Cluster Analysis

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22

Use metadata (e.g., domain, range, dependency,

distribution)

Check field overloading

Check uniqueness() rule, consecutive()

rule and null ()rule

Use commercial tools

Data scrubbing: use simple domain knowledge (e.g.,

postal code, spell-check) to detect errors and make

corrections

Data auditing: by analyzing data to discover rules

and relationship to detect violators (e.g., correlation

and clustering to find outliers)

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Data migration tools: allow transformations to be

specified

ETL (Extraction/Transformation/Loading) tools: allow

users to specify transformations through a graphical

user interface

Integration of the two processes

Iterative and interactive (e.g., Potters Wheels)

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23

http://control.cs.berkeley.edu/abc/

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1.

2.

3.

Data cleaning

4.

5.

Data reduction

6.

generation

7.

Summary

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24

2.4.1 Data integration

Data integration:

Combines data from multiple sources into a coherent

store

Schema integration: e.g., A.cust-id B.cust-number

Integrate metadata from different sources

Entity identification problem:

Identify real world entities from multiple data sources,

e.g., Bill Clinton = William Clinton

Detecting and resolving data value conflicts

For the same real world entity, attribute values from

different sources are different

Possible reasons: different representations, different

scales, e.g., metric vs. British units

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databases

may have different names in different databases

attribute in another table, e.g., annual revenue

correlation analysis

help reduce/avoid redundancies and inconsistencies and

improve mining speed and quality

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25

coefficient)

rA , B =

(a

A )( bi B )

( n 1) A B

(a b ) n A B

i i

( n 1) A B

A and B, A and B are the respective standard deviation of A and B, and

(AB) is the sum of the AB cross-product.

If rA,B > 0: A and B are positively correlated (As values increase as Bs).

The higher, the stronger correlation.

rA,B = 0: independent

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2 (chi-square) test

(Observed Expected ) 2

=

Expected

2

The larger the 2 value, the more likely the variables are

related

The cells that contribute the most to the 2 value are

those whose actual count is very different from the

expected count

Correlation does not imply causality

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26

Contingency table

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Male

Table 2.2

Total

Fiction

250(90)

200(360)

450

Non_fiction

50(210)

1000(840)

1050

Total

300

1200

1500

300

Female

450

1200

= 90, 1050

= 840

1500

1500

counts calculated based on the data distribution in the two categories)

+

+

+

= 507 .93

90

210

360

840

It shows that like_science_fiction and play_chess are correlated in the

group .

2 > 2 0.001,df =1 ,507.93 > 10.828

2 =

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27

Smoothing () :

remove noise from data (binning, regression, clustering)

Aggregation ():

summarization, data cube construction

Generalization ():

concept hierarchy climbing

Normalization (): scaled to fall within a small, specified range

z-score normalization

Attribute/feature construction ()

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1.

v' =

2.

v minA

(new _ maxA new _ minA) + new _ minA (2.11)

maxA minA

73,600 12,000

1.0]. Then $73,000 is mapped to 98,000 12,000 (1.0 0) + 0 = 0.716

v'=

3.

v A

(2.12)

v'=

v

10 j

73,600 54,000

= 1.225

16,000

(2.13)

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28

1.

2.

3.

Data cleaning

4.

5.

Data reduction

6.

generation

7.

Summary

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A database/data warehouse may store terabytes of data

Complex data analysis/mining may take a very long time to

run on the complete data set

Data reduction

Obtain a reduced representation of the data set that is much

smaller in volume but yet produce the same (or almost the

same) analytical results

Data reduction strategies

1.

Data cube aggregation:

2.

Attribute subset selection: e.g., remove unimportant attributes

3.

Dimensionality reduction: e.g., Encoding, Data Compression

4.

Numerosity reduction: e.g., fit data into models

5.

Discretization and concept hierarchy generation

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29

Apex cuboid ()

Use the smallest representation which is enough to

solve the task

answered using data cube, when possible

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30

Select a minimum set of features such that the

probability distribution of different classes given the

values for those features is as close as possible to the

original distribution given the values of all features

reduce number of patterns in the patterns, easier to

understand

Heuristic methods (due to exponential # of choices):

1.

Stepwise forward selection

2.

Stepwise backward elimination

3.

Combining forward selection and backward elimination

4.

Decision-tree induction

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Heuristic methods

1.

2.

as the reduced set.

The best of the original attributes is determined and

added to the reduced set.

At each subsequent iteration or step, the best of the

remaining original attributes is added to the set.

The procedure starts with the full set of attributes. At

each step, it removes the worst attribute remaining in

the set.

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31

Heuristic methods

3.

4.

methods can be combined so that, at each step, the procedure

selects the best attribute and removes the worst from among the

remaining attributes.

originally intended for classification.

Decision tree induction constructs a flow chart like structure

where each internal (nonleaf) node denotes a test on an

attribute, each branch corresponds to an outcome of the test,

and each external (leaf) node denotes a class prediction.

At each node, the algorithm chooses the best attribute to

partition the data into individual classes.

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Fig. 2.15

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32

Data Compression

Compressed

Data

Original Data

lossless

Original Data

Approximated

s

los

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Data Compression

String compression

There are extensive theories and well-tuned

algorithms

Typically lossless

But only limited manipulation is possible without

expansion

Audio/video compression

Typically lossy compression, with progressive

refinement

Sometimes small fragments of signal can be

reconstructed without reconstructing the whole

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33

Wavelet Transformation

multi-resolutional analysis

strongest of the wavelet coefficients data sparsity

Similar to discrete Fourier transform (DFT), but better lossy

compression, localized in space

hierarchical pyramid algorithm:

necessary)

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vectors (principal components) that can be best used to represent data

Steps

Normalize input data: Each attribute falls within the same range

Compute k orthonormal (unit) vectors, i.e., principal components

Each input data (vector) is a linear combination of the k principal

component vectors

The principal components are sorted in order of decreasing

significance or strength

Since the components are sorted, the size of the data can be

reduced by eliminating the weak components, i.e., those with low

variance. (i.e., using the strongest principal components, it is

possible to reconstruct a good approximation of the original data

Works for numeric data only

Used when the number of dimensions is large

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34

X2

Y2

Y1

X1

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smaller forms of data representation

Parametric methods

Assume the data fits some model, estimate

model parameters, store only the parameters,

and discard the data (except possible outliers)

Example: Log-linear models

Non-parametric methods

Do not assume models

Major families: histograms, clustering,

sampling

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35

Regression and Log-Linear Models

Linear regression:

Multiple regression:

allows a response variable Y to be modeled as a linear function of

multidimensional feature vector

probability distributions

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Linear regression:y = wx + b

Two regression coefficients, w and b, specify the line

and are to be estimated by using the data at hand

Using the least squares criterion to the known values

of Y1, Y2, , X1, X2, .

Multiple regression: Y = b0 + b1 X1 + b2 X2.

Many nonlinear functions can be transformed into the

above

Log-linear models:

The multi-way table of joint probabilities is

approximated by a product of lower-order tables

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36

average (sum) for each bucket

Partitioning rules:

histogram variance (weighted

sum of the original values that

each bucket represents)

MaxDiff: set bucket boundary

between each pair for pairs have

the 1 largest differences

Fig. 2.19

73/91

objects into groups or clusters, so that objects within a cluster are similar

to one another and dissimilar to objects in other clusters.

Partition data set into clusters based on similarity, and store cluster

representation

Quality:

Diameter :

Centroid distance : ,

tree structures

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37

N

Allow a mining algorithm to run in complexity that is potentially sublinear to the size of the data

Choose a representative subset of the data

presence of skew

Stratified sampling:

interest) in the overall database

Used in conjunction with skewed data

75/91

WOR

SRS le random

t

p

(sim le withou

samp ment)

ce

repla

SR SW

Raw Data

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38

Raw Data

Cluster/Stratified Sample

77/91

1.

2.

3.

Data cleaning

4.

5.

Data reduction

6.

generation

7.

Summary

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39

concept hierarchy generation

rank

Discretization:

79/91

Discretization

dividing the range of the attribute into intervals

concepts (such as numeric values for age) by higher level concepts

(such as young, middle-aged, or senior)

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40

Concept Hierarchy Generation for Numeric Data

81/91

p.89

information theory and the concept of information gain.

Entropy-based discretization is a supervised, top-down splitting

technique.

Suppose we want to classify the tuples in D by partitioning on attribute

A and some split-point. Ideally, we would like this partitioning to result

in an exact classification of the tuples.

For example, if we had two classes, we would hope that all of the

tuples of, say, class C1 will fall into one partition, and all of the tuples

of class C2 will fall into the other partition. However, this is unlikely. For

example, the first partition may contain many tuples of C1, but also

some of C2.

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41

Entropy (cont.)

classification, after this partitioning? This amount is called the

expected information requirement for classifying a tuple in D based

on partitioning by A.

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Entropy (cont.)

want to pick the attribute value that gives the minimum

expected information requirement (i.e., min ( InfoA ( D ) ) ).

This would result in the minimum amount of expected

information (still) required to perfectly classify the tuples

after partitioning by

until some stopping criterion is met

Such a boundary may reduce data size and improve

classification accuracy

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42

Merge: Find the best neighboring intervals and merge them to form

larger intervals recursively

ChiMerge [Kerber AAAI 1992, See also Liu et al. DMKD 2002]

one interval

since low 2 values for a pair indicate similar class distributions

criterion is met (such as significance level, max-interval, max

inconsistency, etc.)

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into relatively uniform, natural intervals.

most significant digit, partition the range into 3 equiwidth intervals

significant digit, partition the range into 4 intervals

significant digit, partition the range into 5 intervals

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43

count

Step 1:

Step 2:

-$351

-$159

Min

msd=1,000

profit

Low=-$1,000

(-$1,000 - 0)

(-$400 - 0)

(-$200 -$100)

(-$100 0)

Max

High=$2,000

($1,000 - $2,000)

(0 -$ 1,000)

(-$400 -$5,000)

Step 4:

(-$300 -$200)

$4,700

(-$1,000 - $2,000)

Step 3:

(-$400 -$300)

$1,838

High(i.e, 95%-0 tile)

(0 - $1,000)

(0 $200)

($1,000 $1,200)

($200 $400)

($1,200 $1,400)

($1,400 $1,600)

($400 $600)

($600 $800)

($800 $1,000)

($2,000 $3,000)

($3,000 $4,000)

$2,000)

($4,000 $5,000)

87/91

explicitly at the schema level by users or experts

data grouping

the analysis of the number of distinct values

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44

Some hierarchies can be automatically generated based

on the analysis of the number of distinct values per

attribute in the data set

The attribute with the most distinct values is placed

at the lowest level of the hierarchy

Exceptions, e.g., weekday, month, quarter, year

Fig. 2.24

15 distinct values

country

country

province_or_

province_or_state

state

city

city

street

street

89/91

1.

2.

3.

Data cleaning

4.

5.

Data reduction

6.

generation

7.

Summary

90/91

45

2.7 Summary

data warehousing and data mining

Discriptive data summarization is need for quality data

preprocessing

Data preparation includes

Discretization

preprocessing still an active area of research

91/91

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