Using fuzzy linguistic summaries for the comparison of time series: an application to the analysis of investment fund quotations
Janusz Kacprzyk, Anna Wilbik · 2009
We propose a new, human consistent method for the evaluation of similarity of time series that uses a fuzzy quantifier base aggregation of trends (segments), within the authors’ (cf. Kacprzyk, Wilbik, Zadro˙zny [1, 2, 3, 4, 5, 6] or Kacprzyk, Wilbik [7, 8, 9]) approach to the linguistic summarization of trends based on Zadeh’s protoforms and fuzzy logic with linguistic quantifiers. The results obtain are very intuitively appealing and justified by valuable outcomes of similarity analyses between quotations of an investment fund and the two main indexes of the Warsaw Stock Exchange.