Data mining is a new field of database application and research, and its goal is to count the information that users are interested in or valuable by analyzing historical data. In the stock trading business, a large amount of data enters the data warehouse every day, which provides a theoretical basis for us to understand the market trend and make correct investment decisions.

With the maturity of time series analysis theory and research methods, forecasting and analyzing time series in stock analysis has become a practical method. From the application point of view, this paper expounds the related concepts of data mining, and through the analysis and processing of time series data, designs an intelligent data mining system aiming at realizing the prediction of stock trading price. The system uses SQL Server 2005 to preprocess the existing time series data in the background, and then constructs a mining model based on these time series data. Outlook uses C # language to design the system interface. Users can view the time series mining model with simple operation and use it to predict the stock trading price.

This study provides evidence that predicting the future through our history provides a favorable environment.

Keywords: data mining, time series analysis; Microsoft timing algorithm; Time series mining model; Predicting stock prices;