Abstract
Rough set theory was proposed by Z.Pawlak in 1982. This theory can mine knowledge as 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 reason for an unknown object using the decision rule. The objective of this paper is to apply the rough set theory to analysis of time series data. It is possible to acquire knowledge from time series data using regression line and apply a method to predictions.