Analysis using rough set of time series data including a large variation

Yoshiyuki Matsumoto, Junzo Watada

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Abstract

    Rough set theory was proposed by Z. Pawlak in 1982. This theory can mine knowledge granules through a decision rule from a database, a web base, a set and so on. The decision rule is used for data analysis as well. And we can apply the decision rule to reason, estimate, evaluate, or forecast an unknown object. In this paper, the rough set theory is used to analysis of time series data. Knowledge granules are minded from the data set of tick-wise price fluctuations. We acquire knowledge from the time-series data including large variation. And we compare the data including large variation and normal data.

    Original languageEnglish
    Title of host publication2014 Joint 7th International Conference on Soft Computing and Intelligent Systems, SCIS 2014 and 15th International Symposium on Advanced Intelligent Systems, ISIS 2014
    PublisherInstitute of Electrical and Electronics Engineers Inc.
    Pages1378-1381
    Number of pages4
    ISBN (Print)9781479959556
    DOIs
    Publication statusPublished - 2014 Feb 18
    Event2014 Joint 7th International Conference on Soft Computing and Intelligent Systems, SCIS 2014 and 15th International Symposium on Advanced Intelligent Systems, ISIS 2014 - Kitakyushu, Japan
    Duration: 2014 Dec 32014 Dec 6

    Other

    Other2014 Joint 7th International Conference on Soft Computing and Intelligent Systems, SCIS 2014 and 15th International Symposium on Advanced Intelligent Systems, ISIS 2014
    CountryJapan
    CityKitakyushu
    Period14/12/314/12/6

    Keywords

    • knowledge acuisition
    • rough sets
    • time series data

    ASJC Scopus subject areas

    • Software
    • Artificial Intelligence

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  • Cite this

    Matsumoto, Y., & Watada, J. (2014). Analysis using rough set of time series data including a large variation. In 2014 Joint 7th International Conference on Soft Computing and Intelligent Systems, SCIS 2014 and 15th International Symposium on Advanced Intelligent Systems, ISIS 2014 (pp. 1378-1381). [7044842] Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/SCIS-ISIS.2014.7044842