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

J. Kacprzyk; A. Wilbik; S. Zadrozny

doi:10.1109/ISDA.2007.22

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 proceeding › Conference contribution › Academic › peer-review

7 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 language	English
Title of host publication	Proceedings of the 7th International Conference on Intelligent Systems Design and Applications - ISDA 2007
Publisher	IEEE Press
Pages	262-267
Number of pages	6
ISBN (Print)	978-0-7695-2976-9
DOIs	https://doi.org/10.1109/ISDA.2007.22
Publication status	Published - 2007
Externally published	Yes
Event	7th International Conference on Intelligent Systems Design and Applications, ISDA 2007 - Rio de Janeiro, United Kingdom Duration: 20 Oct 2007 → 24 Oct 2007 Conference number: 7

Conference

Conference	7th International Conference on Intelligent Systems Design and Applications, ISDA 2007
Abbreviated title	ISDA
Country/Territory	United Kingdom
City	Rio de Janeiro
Period	20/10/07 → 24/10/07

Access to Document

10.1109/ISDA.2007.22

Cite this

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title = "Analysis of time series via their linguistic summarization: the use of the Sugeno integral",

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.",

author = "J. Kacprzyk and A. Wilbik and S. Zadrozny",

year = "2007",

doi = "10.1109/ISDA.2007.22",

language = "English",

isbn = "978-0-7695-2976-9 ",

pages = "262--267",

booktitle = "Proceedings of the 7th International Conference on Intelligent Systems Design and Applications - ISDA 2007",

publisher = "IEEE Press",

note = "7th International Conference on Intelligent Systems Design and Applications, ISDA 2007, ISDA ; Conference date: 20-10-2007 Through 24-10-2007",

}

Kacprzyk, J, Wilbik, A & Zadrozny, S 2007, Analysis of time series via their linguistic summarization: the use of the Sugeno integral. in Proceedings of the 7th International Conference on Intelligent Systems Design and Applications - ISDA 2007. IEEE Press, pp. 262-267, 7th International Conference on Intelligent Systems Design and Applications, ISDA 2007, Rio de Janeiro, United Kingdom, 20/10/07. https://doi.org/10.1109/ISDA.2007.22

Analysis of time series via their linguistic summarization: the use of the Sugeno integral. / Kacprzyk, J.; Wilbik, A.; Zadrozny, S.
Proceedings of the 7th International Conference on Intelligent Systems Design and Applications - ISDA 2007. IEEE Press, 2007. p. 262-267.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

TY - GEN

T1 - Analysis of time series via their linguistic summarization: the use of the Sugeno integral

AU - Kacprzyk, J.

AU - Wilbik, A.

AU - Zadrozny, S.

N1 - Conference code: 7

PY - 2007

Y1 - 2007

N2 - 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.

AB - 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.

U2 - 10.1109/ISDA.2007.22

DO - 10.1109/ISDA.2007.22

M3 - Conference contribution

SN - 978-0-7695-2976-9

SP - 262

EP - 267

BT - Proceedings of the 7th International Conference on Intelligent Systems Design and Applications - ISDA 2007

PB - IEEE Press

T2 - 7th International Conference on Intelligent Systems Design and Applications, ISDA 2007

Y2 - 20 October 2007 through 24 October 2007

ER -

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

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