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2007 | nr 17 | 167--186
Tytuł artykułu

Linguistic Summaries of Time Series as Tools for the Analysis of Trends

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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)
Opis fizyczny
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