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Author
Kacprzyk Janusz, Wilbik Anna, Zadrożny Sławomir
Title
Linguistic Summaries of Time Series as Tools for the Analysis of Trends
Source
Roczniki Kolegium Analiz Ekonomicznych / Szkoła Główna Handlowa, 2007, nr 17, s. 167-186, rys., bibliogr. 30 poz.30
Issue title
Discovering patterns in economic data
Keyword
System informacyjny, Fundusze inwestycyjne, Data Mining, Szeregi czasowe
Information system, Investment funds, Data Mining, Time-series
Note
summ.
Abstract
We propose an approach to a linguistic summarization of numeric time series data. Basically, the proposed summaries of time series refer to the linguistic summaries of what happens - in the sens e of dynamics - to trends identified here with straight line segments of a piece-wise linear approximation of me series. As main attributes which are used for the summarization we use the duration, dynamics (slope) and variability of trends. The derivation of a linguistic summary of a time series is then related to a linguistic quantifier driven aggregation of trends. For this purpose we employ the classic Zadeh's calculus of linguistically quantified propositions in its basic form. We show an application to the absolute performance type analysis of time series data on daily quotations of an investment fund over an eight year period, and present some interesting linguistic summaries obtained. (original abstract)
Accessibility
The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics
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ISSN
1232-4671
Language
eng
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