Analysis of Time Series via their Linguistic Summarization - the Use of the Sugeno Integral

Janusz Kacprzyk; Anna Wilbik; Slawomir Zadrozny

doi:10.1109/ISDA.2007.22

Analysis of Time Series via their Linguistic Summarization - the Use of the Sugeno Integral

Janusz Kacprzyk^*, Anna Wilbik, Slawomir Zadrozny

^*Corresponding author for this work

Research output: Contribution to conference › Paper › Academic

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 promising.

Original language	English
Pages	262-270
DOIs	https://doi.org/10.1109/ISDA.2007.22
Publication status	Published - 2007
Externally published	Yes

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 promising.",

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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 promising.

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