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

• Authors: Kacprzyk J. , Wilblik A. , Zadrozny S.
• Languages of publication: EN

Abstracts

EN

An approach to a linguistic summarization of numeric time series data is presenteded. Basically, the proposed summaries of time series refer to the linguistic summaries of what happens - in the sense of dynamics - to trends identified here with straight line segments of a piece-wise linear approximation of time series. Main attributes which are used for the summarization are: 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 the classic Zadeh's calculus of linguistically quantified propositions in its basic form is employed. An application to the absolute performance type analysis of time series data on daily quotations of an investment fund over an eight year period is presented as well as some interesting linguistic summaries obtained.

Keywords

EN

DATA MINING; LINGUISTIC SUMMARIZATION; TEXT MINING

Discipline

• ECONOMICS: ECONOMICS

• Publisher: Warsaw School of Economics, Collegium of Economic Analysis
• Journal: Roczniki Kolegium Analiz Ekonomicznych
• Year: 2007
• Volume: 17
• Pages: 166-186
• Document type: ARTICLE

Contributors

author

Kacprzyk J.

author

Wilblik A.

author

Zadrozny S.

• J. Kacprzyk, Instytut Badan Systemowych PAN, ul. Newelska 6, 01-447 Warszawa, Poland

Identifiers

CEJSH db identifier

08PLAAAA04288350