Time-Series Data Analysis with Rough Sets
نویسندگان
چکیده
The analysis of time-series data is important in many areas. Various tools are used for financial time-series data and there is no consensus for the best models. Rough sets is a new mathematical theory for dealing with vagueness and uncertainty. We apply rough set theory in the analysis of New Zealand stock exchanges. A general model for timeseries data analysis is presented. The experimental results show that forecasting of the future stock movement, with reasonable accuracy, could be achieved with rough rules obtained from training data.
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