Abstract
Rough sets theory was proposed by Z. Pawlak in 1982. This theory enables us to mine knowledge granules through a decision rule from a database, a web base, a set and so on. We can apply the decision rule to reason, estimate, evaluate, or forecast unknown objects. In this paper, the rough set model is used to analyze of time series data of tick-wise price fluctuation, whereknowledge granules are mined from the data set of tick-wise price fluctuations.
| Original language | English |
|---|---|
| Pages (from-to) | 449-453 |
| Number of pages | 5 |
| Journal | Journal of Advanced Computational Intelligence and Intelligent Informatics |
| Volume | 15 |
| Issue number | 4 |
| Publication status | Published - 2011 Jun |
Keywords
- Rough sets
- Tick-wise price
- Time-series data
ASJC Scopus subject areas
- Artificial Intelligence
- Computer Vision and Pattern Recognition
- Human-Computer Interaction