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

• Autorzy: Janusz Kacprzyk , Anna Wilbik , Sławomir Zadrożny
• Języki publikacji: EN

Abstrakty

EN

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)

Słowa kluczowe

EN

Time-series; Investment funds; Information system; Data Mining

PL

Szeregi czasowe; Fundusze inwestycyjne; System informacyjny; Data Mining

• Czasopismo: Roczniki Kolegium Analiz Ekonomicznych / Szkoła Główna Handlowa
• Rocznik: 2007
• Numer: nr 17 Discovering patterns in economic data
• Strony: 167--186

Twórcy

autor

Janusz Kacprzyk

autor

Anna Wilbik

autor

Sławomir Zadrożny

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