Analysis of time series via their linguistic summarization: the use of the Sugeno integral

J. Kacprzyk, A. Wilbik, S. Zadrozny

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

6 Citations (Scopus)

Abstract

We propose here some new types of linguistic summaries of time series by extending our previous works. First, the linguistic summaries of time series refer to the summaries of (partial) trends identified here with straight line segments of a piece-wise linear approximation of a time series that is proposed in the paper. To characterize the trends we use the slope of the line segment, the goodness of approximation and the length of the trend. A linguistic summary of a time series is then derived by a linguistic quantifier driven aggregation of trends that is performed using the Sugeno integral. 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. The results are very promising.
Original languageEnglish
Title of host publicationProceedings of the 7th International Conference on Intelligent Systems Design and Applications - ISDA 2007
PublisherIEEE Press
Pages262-267
Number of pages6
ISBN (Print)978-0-7695-2976-9
DOIs
Publication statusPublished - 2007
Externally publishedYes
EventSeventh International Conference on Intelligent Systems Design and Applications (ISDA 2007) - Rio de Janeiro, United Kingdom
Duration: 20 Oct 200724 Oct 2007

Conference

ConferenceSeventh International Conference on Intelligent Systems Design and Applications (ISDA 2007)
Country/TerritoryUnited Kingdom
CityRio de Janeiro
Period20/10/0724/10/07

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