In order to perform existing data mining technology,such as Rough set,to mine the time series of foreign exchange rate,static attributes must be extracted to determine the developing tendency of time series behavior from the time series of foreign exchange rate.

Data mining are used to analyze the foreign exchange rate time series and acquire the correct,implicated and hidden information,which has practical significance in the financial field.

The article analyzes the main economical variables which influence technology innovation of the petroleum enterprise such as recent and future trend of oil price, foreign exchange rate, interest rate.