Analysis of Time-Series Data by Merging Decision Rules
Yoshiyuki Matsumoto* and Junzo Watada**
*Shimonoseki City University
2-1-1 Daigaku-cho, Shimonoseki, Yamaguchi 751-8510, Japan
2-7 Hibikino, Wakamatsu, Kitakyushu, Fukuoka 808-0135, Japan
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.
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