Linguistic Descriptions As a Modeling Tool For Multivariate Time Series

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17610%2F15%3AA1601E6Z" target="_blank" >RIV/61988987:17610/15:A1601E6Z - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Linguistic Descriptions As a Modeling Tool For Multivariate Time Series
Original language description
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.
Czech name
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Czech description
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Project
<a href="/en/project/ED1.1.00%2F02.0070" target="_blank" >ED1.1.00/02.0070: IT4Innovations Centre of Excellence</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 2015 Conference of the International Fuzzy Systems Association and the European Society for Fuzzy Logic and Technology
ISBN
9789462520776
ISSN
1951-6851
e-ISSN
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Number of pages
6
Pages from-to
981-986
Publisher name
Atlantis Press
Place of publication
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Event location
Gijon, Španělsko
Event date
Jun 30, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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