Journal of Advanced Computational Intelligence and Intelligent Informatics
Online ISSN : 1883-8014
Print ISSN : 1343-0130
ISSN-L : 1883-8014
Regular Papers
Analysis of Time-Series Data by Merging Decision Rules
Yoshiyuki MatsumotoJunzo Watada
Author information
JOURNAL OPEN ACCESS

2017 Volume 21 Issue 6 Pages 1026-1033

Details
Abstract

Rough set theory was proposed by Z. Pawlak in 1982. This theory enables the mining of knowledge granules as decision rules from a database, the web, and other sources. This decision rule set can then be used for data analysis. We can apply the decision rule set to reason, estimate, evaluate, or forecast an unknown object. In this paper, rough set theory is used for the analysis of time-series data. We propose a method to acquire rules from time-series data using regression. The trend of the regression line can be used as a condition attribute. We predict the future slope of the time-series data as decision attributes. We also use merging rules to further analyze the time series data.

Content from these authors

This article cannot obtain the latest cited-by information.

© 2017 Fuji Technology Press Ltd.

This article is licensed under a Creative Commons [Attribution-NoDerivatives 4.0 International] license (https://creativecommons.org/licenses/by-nd/4.0/).
The journal is fully Open Access under Creative Commons licenses and all articles are free to access at JACIII Official Site.
https://www.fujipress.jp/jaciii/jc-about/
Previous article Next article
feedback
Top