Linguistic Descriptions As a Modeling Tool For Multivariate Time Series
- https://doi.org/10.2991/ifsa-eusflat-15.2015.138How to use a DOI?
- Multivariate time series, evaluative linguistic expressions, association analysis, Perception based Logic Deduction
We propose linguistic associations mining as a technique to create the models of the multivariate time series. We define various linguistic evaluative expressions on the range of the values of the time series and variables derived from them. We mine linguistic associations then and interpret them as IF-THEN rules in the framework of Perception based Logic Deduction (PbLD). The mined rules provide the linguistic descriptions of various relationships between the time series. We showcase our suggested methodology in a macroeconomic example where we compare our approach with Dynamic Stochastic General Equilibrium (DSGE) model, that is frequently used in the macroeconomic modeling.
- © 2015, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Pavel Rusnok PY - 2015/06 DA - 2015/06 TI - Linguistic Descriptions As a Modeling Tool For Multivariate Time Series BT - Proceedings of the 2015 Conference of the International Fuzzy Systems Association and the European Society for Fuzzy Logic and Technology PB - Atlantis Press SP - 981 EP - 986 SN - 1951-6851 UR - https://doi.org/10.2991/ifsa-eusflat-15.2015.138 DO - https://doi.org/10.2991/ifsa-eusflat-15.2015.138 ID - Rusnok2015/06 ER -