Author
Listed:
- Na Li
- Langbo Xia
- Wen-Tsao Pan
Abstract
To expand the application of machine learning in movie data, in order to explore the correlation between network big data and film time-series data, based on the machine learning algorithm, the correlation and multifractal characteristics of happiness index (HI) and film box office (BO) were studied and described by introducing multifractal crossover method. On this basis, some indicators are introduced to optimize the neural network model so that the optimization model can describe and predict the box office and other related information well. The results show that the critical values of the happiness index and box office show a linear change trend with the increase of freedom, and the corresponding change curves of the happiness index and box office show obvious nonlinear characteristics, which can be divided into slow increase stage, steady increase stage, and approximately gentle stage. With the increase of iteration parameter q value, the change trend of the long-term and short-term curves of the generalized Hurst function is basically the same, and the difference between the two is getting smaller and smaller, while the difference between the two curves is getting bigger and bigger with the increase of q value of Renyi function. The changing trend of the dynamic Hurst index in the sliding window period all shows that it first rises rapidly to a certain value, then fluctuates rapidly with the increase of time, then drops rapidly to a constant value, and finally continues to show repeated small range fluctuation. Under the influence of time-series parameter α, the original sequence changes the most, the replacement sequence changes the medium, and the corresponding rearrangement sequence changes the least. The overall distribution of box office prediction data conforms to the characteristics of linear variation. The prediction index of the optimized HI-LSTM (Happiness Index-Long term short term memory neural network) model is higher in the box office, indicating that the model has better performance in describing and predicting the box office. This study can provide a theoretical basis for the correlation study of network big data and film data.
Suggested Citation
Na Li & Langbo Xia & Wen-Tsao Pan, 2022.
"Correlation Analysis of Network Big Data and Film Time-Series Data Based on Machine Learning Algorithm,"
Mathematical Problems in Engineering, Hindawi, vol. 2022, pages 1-13, June.
Handle:
RePEc:hin:jnlmpe:4067554
DOI: 10.1155/2022/4067554
Download full text from publisher
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hin:jnlmpe:4067554. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .
Please note that corrections may take a couple of weeks to filter through
the various RePEc services.