Comparison of Time Series via Classic and Temporal Protoforms of Linguistic Summaries - An Application to Mutual Funds and Their Benchmarks

Janusz Kacprzyk; Anna Wilbik

doi:10.1007/978-3-642-14746-3_46

Comparison of Time Series via Classic and Temporal Protoforms of Linguistic Summaries - An Application to Mutual Funds and Their Benchmarks

Janusz Kacprzyk
, Anna Wilbik

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Academic

Abstract

We present a new approach to the evaluation of similarity of time series that are characterized by linguistic summaries. We consider so-called temporal data summaries, i.e. Novel linguistic summaries that explicitly include a temporal aspect. We consider the case of a mutual (investment) fund and its underlying benchmark(s), and the new comparison method is based not on the comparison of the consecutive values or segments of the fund and its benchmark but on the comparison of classic and temporal linguistic summaries (i.e. Based on a classic and temporal protoform) best describing their past behavior.keywordstime series comparisonlinguistic data summarizationtemporal protoformfuzzy logiccomputing with words.

Original language	English
Title of host publication	Combining Soft Computing and Statistical Methods in Data Analysis
Chapter	46
Pages	369-377
ISBN (Electronic)	9783642147463
DOIs	https://doi.org/10.1007/978-3-642-14746-3_46
Publication status	Published - 2010
Externally published	Yes

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abstract = "We present a new approach to the evaluation of similarity of time series that are characterized by linguistic summaries. We consider so-called temporal data summaries, i.e. Novel linguistic summaries that explicitly include a temporal aspect. We consider the case of a mutual (investment) fund and its underlying benchmark(s), and the new comparison method is based not on the comparison of the consecutive values or segments of the fund and its benchmark but on the comparison of classic and temporal linguistic summaries (i.e. Based on a classic and temporal protoform) best describing their past behavior.keywordstime series comparisonlinguistic data summarizationtemporal protoformfuzzy logiccomputing with words.",

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AU - Wilbik, Anna

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N2 - We present a new approach to the evaluation of similarity of time series that are characterized by linguistic summaries. We consider so-called temporal data summaries, i.e. Novel linguistic summaries that explicitly include a temporal aspect. We consider the case of a mutual (investment) fund and its underlying benchmark(s), and the new comparison method is based not on the comparison of the consecutive values or segments of the fund and its benchmark but on the comparison of classic and temporal linguistic summaries (i.e. Based on a classic and temporal protoform) best describing their past behavior.keywordstime series comparisonlinguistic data summarizationtemporal protoformfuzzy logiccomputing with words.

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BT - Combining Soft Computing and Statistical Methods in Data Analysis

ER -

Comparison of Time Series via Classic and Temporal Protoforms of Linguistic Summaries - An Application to Mutual Funds and Their Benchmarks

Abstract

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