Abstract
Rough set theory was proposed by Z.Pawlak in 1982. This theory can mine knowledge through a decision rule from a database, a web base, a data 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. In this paper we apply the rough set theory to analysis of time series data. It is possible to acquire knowledge from economic time series data using regression line and suggest a method to apply to predictions. At the end, usefulness of our method are shown by applying it to the forecasting of TOPIX data.
