Linguistic Summarization of Time Series by Using the Choquet Integral

Authors:
Janusz Kacprzyk;Anna Wilbik;Sławomir Zadrożny
Affiliations:
Systems Research Institute, Polish Academy of Sciences, ul. Newelska 6, 01-447 Warsaw, Poland and Warsaw Information Technology (WIT), ul. Newelska 6, 01-447 Warsaw, Poland;Systems Research Institute, Polish Academy of Sciences, ul. Newelska 6, 01-447 Warsaw, Poland;Systems Research Institute, Polish Academy of Sciences, ul. Newelska 6, 01-447 Warsaw, Poland and Warsaw Information Technology (WIT), ul. Newelska 6, 01-447 Warsaw, Poland
Venue:
IFSA '07 Proceedings of the 12th international Fuzzy Systems Association world congress on Foundations of Fuzzy Logic and Soft Computing
Year:
2007

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Abstract

We further extend a new approach to a linguistic summarization of time series proposed in our previous works (cf. Kacprzyk, Wilbik and Zadrożny [1,2,3,4,5]) in which we put forward the use of a fuzzy linguistic quantifier driven aggregation of trends (partial scores) via the traditional Zadeh calculus of linguistically quantified propositions and the Sugeno integral. Here we use for this purpose the Choquet integral that has been widely advocated for many decision analytic and economic problems. The results are intuitively appealing and the method is effective and efficient.