Improved method for linguistic expression of time series with global trend and local features

Abstract

We have various kinds of time series such as stock prices. We understand them via their linguistic expressions in a natural language rather than conventional stochastic models. We propose an improved method to have a linguistic expression with a global trend and local features of time series. A global trend is extracted via aggregated values on the fuzzy intervals in the temporal axis and local features are specified as the positions of locally large differences between the original data and the data representing the global trend. We apply the method to the data of Multimodal Summarization for Trend Information (MuST).