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Time Series Mining by Fuzzy Natural Logic and F-Transform

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DOI: 10.1109/HICSS.2015.181

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 Time Series Mining by Fuzzy Natural Logic and F-Transform

Vilém Novák and Irina Perfilieva

University of Ostrava, Institute for Research and Applications of Fuzzy Modeling
NSC IT4Innovations, 30. dubna 22, 701 03 Ostrava 1, Czech Republic
Email: {Vilem.Novak,Irina.Perfilieva}@osu.cz

Abstract 2. Elements of fuzzy natural logic

In this paper, we discuss application of special soft
computing methods, namely the fuzzy natural logic
and fuzzy transform, to the problem of mining in-
formation from time series. The mined information
is formulated in natural language. We discuss the
following applications: reduction of size of time series,
extraction of its trend-cycle, linguistic characterization
of its future course and forecast of future values,
finding perceptionally important points, extraction and
linguistic evaluation of local trend in a given area, and
summarization of characteristics of time series using
generalized intermediate quantifiers.
1. Introduction
This paper is focused on mining information from
time series. Our presentation follows overview given
in [1] where many specific problems and their solution
using various techniques are presented. In this paper,
we propose to solve these problems using techniques
based on the theory of fuzzy (F-)transform and fuzzy
natural logic (FNL). While the former makes it possible
to analyze and elaborate time series, the latter provides
methods for automatic generation of comments in nat-
ural language.
More concretely, we apply the F-transform to the
following tasks: to reduction of size of the time series,
extraction of its trend-cycle and finding perceptionally
important points. Using methods of FNL, we can
also automatically generate linguistic characterization
of future course of the trend cycle and forecast both
the trend-cycle as well as values of the time series. Fur-
thermore, since the F-transform provides estimation of
the first derivative, it also gives us estimation of a local
trend in a specified area. Then, again using methods of
FNL, we can generate its linguistic evaluation. Finally,
we can also apply the theory of intermediate quantifiers
(part of FNL) to summarize characteristics of time
series. The related theory of generalized syllogisms
enables us to learn more about behavior of sets of time
series.
The fuzzy natural logic is a formal mathematical
theory that consists of:
(a) A formal theory of evaluative linguistic expressions
explained in detail in [2] (see also [3]).
(b) A formal theory of fuzzy IF-THEN rules and
approximate reasoning presented in [4], [5], [6].
(c) A formal theory of intermediate and generalized
fuzzy quantifiers, presented in [7], [8], [9], [10].
2.1. Evaluative linguistic expressions
The central role in all these theories is played by the
theory of evaluative linguistic expressions. These are
expressions with the general form
hlinguistic modifierihTE-adjectivei (1)
where hTE-adjectivei∗) is one of the adjectives “small,
medium, big” (and possibly other specific adjectives,
especially the so called gradable or evaluative ones),
or “zero” as well as arbitrary symmetric fuzzy number.
The hlinguistic modifieri is a special expression that be-
longs to a wider linguistic phenomenon called hedging
and that specifies more closely the topic of utterance.
In our case, the linguistic modifier makes the meaning
of the hTE-adjectivei more specific. Quite often it is
represented by an intensifying adverb such as “very,
roughly, approximately, significantly”, etc. The linguis-
tic modifiers can have narrowing (“extremely, signif-
icantly, very, typically”) and widening effect (“more
or less, roughly, quite roughly, very roughly”) on the
meaning of the hTE-adjectivei.
If hlinguistic hedgei is not present (expressions such
as “weak, large”, etc.) then we take it as presence of
empty linguistic hedge. Thus, all the simple evaluative
expressions have the same form (1). Since they char-
acterize values on an ordered scale, we may consider
also scales divided into two parts that are usually inter-
preted as positive and negative. Hence, the evaluative
∗). The “TE” is a short for “trichotomic evaluative”

expressions may have also a sign, namely “positive” or
“negative”.
Simple evaluative expressions of the form (1) can
also be combined using logical connectives (usually
“and” and “or”) to obtain compound ones. A lim-
ited usage of the particle “not” is also possible. Let
us emphasize, however, that syntactic and semantic
limitations of natural language prevent the compound
evaluative expressions to form a boolean algebra!
We distinguish abstract evaluative expressions from
more specific evaluative predications. The latter are
expressions of natural language of the form ‘X is A’
where A is an evaluative expression and X is a
variable which stands for objects, for example “degrees
of temperature, height, length, speed”, etc. Examples
are “temperature is high”, “speed is extremely low”,
“quality is very high”, etc. In general, the variable
X represents certain features of objects such as “size,
volume, force, strength,” etc. and so, its values are often
real numbers.
Important notion is that of linguistic context. In our
theory it is a triple of (real) numbers w = hvL , vS , vR i
where vL is the leftmost typically small value, vS
is typically medium value and vR is the rightmost
typically big value. For example, when speaking about
temperature of water, we may set vL = 15◦ C (water
temperature in the crane), vS = 50◦ C and vR = 100◦ C.
In the sequel, we will consider a set of all linguistic
contexts
W = {w = hvL , vS , vR i | vL , vS , vR ∈ R,
vL < vS < vR }. (2)
The element x belongs to a context w ∈ W if x ∈
[vL , vR ]. Then we write x ∈ w.
The meaning of an evaluative linguistic expression
and predication is represented by its intension
Int(X is A) : W −→ F(R) (3)
where F(R) is a set of all fuzzy sets on R. For each
context w ∈ W , the extension Extw (X is A) is a
specific fuzzy set on R. Example of extensions of
several evaluative linguistic expressions is in Fig. 1. Let
us emphasize that their shapes have been established
on the basis of logical analysis of the meaning of the
corresponding evaluative expressions (for the details,
see [2]).
2.2. Linguistic description
The evaluative linguistic predications are basic con-
stituents of fuzzy/linguistic IF-THEN rules that are
special conditional clauses of natural language. A set
1.2
<hedge>Small <hedge>Medium <hedge>Big
1.0
0.8
0.6
0.4
0.2
0.0
0.0 0.2 0.4 0.6 0.8 1.0 1.2
Fig. 1. Shapes of extensions of some evalu-
ative expressions in the context h0, 0.5, 1i. The
hedges are {Extremely, Significantly, Very, empty
hedge} for “small” and “big” and {More-or-Less,
Roughly, Quite Roughly, Very Roughly} for “small”,
“medium”, and “big”.
of such rules is called a linguistic description, that is,
a finite set of fuzzy/linguistic IF-THEN rules
R1 = IF X is A1 THEN Y is B1 ,
............................. (4)
Rm = IF X is Am THEN Y is Bm
where “X is Aj ”, “Y is Bj ”, j = 1, . . . , m are evalu-
ative linguistic predications. The linguistic description
can be understood as a specific kind of a (structured)
text that can be used for description of various situa-
tions and processes.
2.3. Perception-based logical deduction
Linguistic description taken as a special text requires
a special inference method, namely the Perception-
based Logical Deduction (PbLD). This inference
method works with genuine evaluative linguistic ex-
pressions and it is based on formal properties of math-
ematical fuzzy logic (see [3], [4], [6]). The method is
based on local properties of the linguistic description,
so that we distinguish the rules as such but at the same
time deal with them as vague expressions of natural
language. The PbLD has nothing in common with the
classical Mamdani’s inference ( cf., e.g., [11]).
The PbLD requires a defuzzification method called
DEE (Defuzzification of Evaluative Expressions). Its
variant realized using the F-transform is called smooth
DEE (see [6]).
To demonstrate PbLD, let us consider the following
linguistic description:
R1 = IF X is small THEN Y is small,

(a)
(b)
(c)
(d)
Fig. 2. (a) A function obtained from the simple
linguistic description (5) using the PbLD method
with smooth DEE defuzzification. (b) Extensions of
the used evaluative expressions “small–medium–
big” in the context h0, 0.4, 1i. (c) A function ob-
tained using Mamdani’s-COG method from linguis-
tic description of the form (5) interpreted as fuzzy
relation constructed using triangular membership
functions depicted in (d).
R2 = IF X is medium THEN Y is big, (5)
R3 = IF X is big THEN Y is small.
This description characterizes linguistically a function
that has small functional values on the left and right
side of the graphs and big ones in the middle. The
result using PbLD method is depicted in part (a) of
Fig. 2. In part (b) are extensions of the used evalua-
tive expressions in the context h0, 0.4, 1i. To see the
difference from the Mamdani’s method, we depicted
in Fig. 2(c), (d) the result obtained from (5) using
Mamdani’s method on the basis of triangular fuzzy sets
often (incorrectly) considered in literature as extensions
of evaluative expressions. The reason why Mamdani‘s
method does not work in this case is the fact that it
provides very good approximation of a function, but it
is not logical inference suitable for manipulation with
linguistic expressions.
2.4. Learning of linguistic description
In applications of the above methods in time series
mining, we use a learning procedure developed in FNL
(cf. [12], [13]), using which we can learn linguistic
predications with respect to a given context w and
consequently, also linguistic descriptions of the form
(4). The learning procedure is realized by implementing
a function of local perception
LPerc(x, w) = A (6)
where w ∈ W is a given context and x ∈ w is a given
value. The linguistic expression A is an evaluative one
that characterizes the value x in the given context
w. For example, the value x = 0.15 in a context
w = h0, 4, 10i is evaluated by the evaluative expression
“very small”.
Thus, the data
 
u11 u12 . . . u1c v1
 u21 u22 . . . u2c v2 
 
 .. .. .. .. .. 
 . . . . . 
um1 um2 . . . umc vm
can be transformed into a linguistic description consist-
ing of m fuzzy/linguistic IF-THEN rules of the form
IF X1 is A1 AND · · · AND Xc is Ac THEN Y is B.
2.5. Intermediate quantifiers
Intermediate quantifiers are expressions of natural
language such as most, many, almost all, a few, a large
part of, etc. Analysis of their meaning reveals that they
refine quantification and their meaning lays between the
limit cases for all (∀) and exists (∃). A detailed analysis
of their meaning was presented in [14]. A mathematical
model of their meaning was developed using means of
higher-order fuzzy logic in a series of papers [8], [9],
[10], [15]. Let us remark that these quantifiers belong
among fuzzy generalized quantifiers (cf. [16]).
Without formal details, let us mention few models
of type h1, 1i intermediate quantifiers studied in the
mentioned papers:
A: All B are A := Q∀Bi∆
∆ (B, A)
(the biggest possible part of B has A)
P: Almost all B are A := Q∀Bi Ex (B, A)
(extremely big part of B has A)
B: Few B are A := Q∀Bi Ex (B, ¬ A)
(extremely big part of B has no A)
T: Most B are A := Q∀Bi Ve (B, A)
(very big part of B has A)
∀
K: Many B are A := Q¬ ν ) (B, A)
(Sm ν̄
(not small part of B has A)
I: Some B are A := Q∃Bi∆
∆ (B, A)
 defined over nodes
The meaning of the above quoted quantifiers is a = c0 , . . . , cn = b. (11)
characterized by the formulas
Properties of the fuzzy sets from A are specified by
(Q∀Ev x)(B, A) := (∃z)((∆
∆(z ⊆ B) five axioms, namely: normality, locality, continuity,
unimodality, and orthogonality that is formally defined
& (∀x)(z x ⇒ Ax)) ∧ Ev ((µB)z)), (7)
by
Xn

(Q∃Ev x)(B, A) := (∃z)((∆

∆(z ⊆ B) Ai (x) = 1, x ∈ [a, b.] (12)
i=0
& (∃x)(zx ∧ Ax)) ∧ Ev ((µB)z)). (8)
(equation (12) is sometimes called Ruspini condition).
Interpretation of these formulas is simple (informally): A fuzzy partition A is called h-uniform if the nodes
we take the largest fuzzy set z ⊆ B such that each c0 , . . . , cn are h-equidistant, i.e., for all k = 0, . . . , n −
element x having the property represented by z (and 1, ck+1 = ck + h, where h = (b − a)/n and the fuzzy
so, having also the property B) has also the property A sets A1 , . . . , An−1 are shifted copies of a generating
and, at the same time, the size of z w.r.t. B is evaluated function A : [−1, 1] −→ [0, 1] such that for all k =
by the expression Ev (for example, it can be very big, 1, . . . , n − 1
not small, etc.). The size of z w.r.t. B is mathematically 
x − xk

characterized by a measure (µB)z given, for example, Ak (x) = A , x ∈ [ck−1 , ck+1 ]
h
by a formula
( (for k = 0 and k = n we consider only half of
1 if z = B, the function A, i.e. restricted to the interval [0, 1]
(µB)z = |z| (9)
|B|
and [−1, 0], respectively). The membership functions
A0 , . . . , An of fuzzy sets forming the fuzzy partition
†)
P
where |B| = x Bx . A are usually called basic functions.

3. The principle of F-transform 3.2. Zero degree F-transform

The fuzzy (F-)transform is a universal technique Once the fuzzy partition A0 , . . . , An ∈ A is deter-
introduced in [17], [18] that has many kinds of ap- mined, we define a direct F-transform of a continuous
plications. Its fundamental idea is to map a bounded function f as a vector F[f ] = (F0 [f ], . . . , Fn [f ]),
continuous function f : [a, b] −→ R to a finite vector where each k-th component Fk [f ] is equal to
of numbers and then to transform it back. The former Rb
is called a direct F-transform and the latter an inverse f (x)Ak (x) dx
Fk [f ] = a R b , k = 0, . . . , n. (13)
one. The result of inverse F-transform is a function fˆ Ak (x) dx
a
that approximates the original function f . Parameters
of the F-transform can be set in such a way that the Clearly, the Fk [f ] component is a weighted average
approximating function fˆ has desired properties. of the functional values f (x) where weights are the
The power of F-transform stems from the proof of membership degrees Ak (x). The inverse F-transform
its approximation abilities, its ability to filter out high of f with respect to F[f ] is a continuous function‡)
frequencies and reduce noise [19] and the ability to fˆ : [a, b] −→ R such that
estimate average values of first and second derivatives n
X
in a given area [20]. fˆ(x) = Fk [f ] · Ak (x), x ∈ [a, b].
k=0

3.1. Fuzzy partition Theorem 1

The inverse F-transform fˆ has the following properties:
The first step of the F-transform procedure is to form
(a) The sequence of inverse F-transforms {fˆn } deter-
a fuzzy partition of the domain [a, b]. It consists of a
mined by a sequence of uniform fuzzy partitions
finite set of fuzzy sets
based on uniformly distributed nodes with h =
A = {A0 , . . . , An }, n ≥ 2, (10) (b − a)/n uniformly converges to f for n → ∞.

†). For precise formulation of the interpretation of formulas (7) ‡). By abuse of language, we call by direct as well as inverse F-
and (8) see the cited references. The evaluation is realized w.r.t. the transform both the procedure as well as its respective results F[f ] =
standard context w̄ = h0, 0.5, 1i (F0 [f ], . . . , Fn [f ]) and fˆ.
 Remark 1 (important)
(b) The F-transform is linear, i.e., if f = αu + βv then
It should be noted that only the nodes c1 , . . . , cn−1
fˆ = αû + βv̂.
should be considered when dealing with the F-transform
All the details and full proofs can be found in [17], and the edge nodes c0 , cn should be omitted. The reason
[18]. is that the areas [c0 , c1 ] and [cn−1 , cn ] are covered by
halves of the basic functions A0 , An , respectively and
3.3. Higher degree F-transform so, the approximation of f in these areas is subject to
too large error. Hence, we should consider the function
The F-transform introduced above is F0 -transform fˆ on the interval [c1 , cn−1 ] only.
(i.e., zero-degree F-transform). Its components are real
numbers. If we replace them by polynomials of arbi- 4. Time series and F-transform
trary degree m ≥ 0, we arrive at the higher degree
Fm transform. This generalization has been in detail A time series is a stochastic process (see [21], [22])
described in [18]. Let us remark that the F1 transform X : Q × Ω −→ R where Ω is a set of elementary
enables to estimate also derivatives of the given func- random events and Q = {0, . . . , p} ⊂ N is a finite
tion f as weighted average values over a specified area. set whose elements are interpreted as time moments.
The direct F 1 -transform of f with respect Our basic assumption is that the time series can be
to A1 , . . . , An−1 is a vector F 1 [f ] = decomposed as follows:
(F11 [f ], . . . , Fn−1
1
[f ]) where the components Fk1 [f ], r
X
k = 1, . . . , n − 1 are linear functions X(t, ω) = TC (t) + Pj ei(λj t+ϕj ) + R(t, ω),
j=1
Fk1 [f ](x) = βk0 + βk1 (x − ck ) (14)
t ∈ Q, ω ∈ Ω, (20)
with the coefficients βk0 , βk1 given by
R ck+1 where Q is a time domain (usually a finite set), Ω is a
c
f (x)Ak (x)dx set of elementary random events, TC (t) is a trend-cycle
0
βk = k−1 R ck+1 , (15) and R(t, ω) is a random noise†) . The middle term is a
ck−1
Ak (x)dx
R xk+1 mixture of complex periodic functions for some finite
x
f (x)(x − ck )Ak (x)dx r where λj are frequencies, ϕj phase shifts and Pj are
1
βk = Rk−1 ck+1 . (16) amplitudes.
ck−1
(x − ck )2 Ak (x)dx
Let us now assume (without loss of generality) that
Note that βk0 = Fk [f ], i.e. the coefficients βk0 are just the frequencies in (20) are ordered as λ1 ≤ · · · ≤ λr .
the components of the F0 transform given in (13). These frequencies correspond to periodicities
The F1 transform has also the properties stated in
T1 ≥ · · · ≥ Tr (21)
Theorem 1 (see [18]).
We will also use the F2 transform. Its components (via the equality T = 2π/λ). Now choose some q < r
are the functions and define a bounded time series
h2
  q−1
2 0 1 2 2
Fk [f ](x) = βk + βk (x − ck ) + βk (x − ck ) −
X
6 X̄(t) = TC (t) + Pj ei(λj t+ϕj ) . (22)
j=1
(provided that the basic functions are triangles).
The following theorem demonstrates the power of
Theorem 2 the F-transform for time series analysis.
If f is four-times continuously differentiable on [a, b]
Theorem 3
then for each k = 1, . . . , n − 1,
Let X(t) be realization of the stochastic process in (20)
βk0 = f (ck ) + O(h2 ), (17) considered over the interval [a, b]. If we construct a
βk1 0
= f (ck ) + O(h ).2
(18) fuzzy partition over the set of equidistant nodes (11)
00 with the distance h = d Tq where d ∈ N and Tq is a
f (ck )
βk2 = + O(h2 ). (19) periodicity corresponding to λq then the corresponding
2 inverse F-transform X̂ of X(t) gives the following
Thus, the F-transform components provide a weighted estimation of the bounded time series X̄(t):
average of values of the function f in the area around
the node ck (17), and also a weighted average of slopes |X̂(t) − X̄(t)| ≤ 2ω(h, X̄) + D (23)
(18) of f and that of its second derivatives (19) in the †). Each R(t) for t ∈ Q is a random variable with the zero mean
same area. value finite variance.

for t ∈ [c1 , cn−1 ], where D for d ≥ 2 is a certain small
number and ω(h, X̄) is a modulus of continuity of X̄
w.r.t. h.
The precise form of D in (23) and detailed proof of
this theorem can be found in [19]. The theorem holds
both for F0 as well as for F1 -transform.
The periodicity Tq can be found using the well
known periodogram — see [22]. Then, by setting a
proper fuzzy partition, we first compute the F-transform
of X(t) (either zero or first degree)
F[X] = (F1 [X], . . . , Fn [X]).
Then the estimation of the bounded time series X̄ is
obtained using the inverse F-transform: X̄(t) ≈ X̂(t).
Thus, the F-transform enables to filter out frequencies
higher than a given threshold (including reduction of
the noise).
Theorem 3 can be applied in several ways. First of
all, by setting j = 1, we obtain X̂ ≈ TC which means
that we can estimate the trend cycle TC with high
precision. Further applications are described below.
5. Mining information
This section contains the main contribution of this
paper. We will show that both mentioned techniques
can be effectively used for mining information from
time series.
5.1. Reduction of dimensionality
One of the first problems mentioned in the paper [1]
is reduction of dimensionality of long time series. The
paper cites several methods, mostly based on segmen-
tation of the time series into intervals and taking some
representative values (usually averages). In our opinion,
a more effective tool can be based on Theorem 3 for
the following reasons: (a) reduction of the dimension
is accompanied by reduction of the noise and filtering
out some of the high frequencies contained in it; (b) the
reduced time series can be anytime recovered to a time
series of the original dimension but still with reduced
noise and free of some high frequencies.
The reduction procedure is as follows. First we
choose some boundary periodicity Tq from (21). We
will usually set either q = r or take some q close to r.
Then we choose the distance between nodes to h = dTq
(h ∈ N) and form a fuzzy partition (10). Finally, we
compute the F1 -transform of X
F1 [X] = (F11 [X], . . . , Fn−1
1
[X]). (24)
To find the optimal fuzzy partition we will choose a
position of the nodes (11) in such a way that the sum
Pn−1
k=1 βk1 is minimal. This assures that we cover well
areas where the slope of time series is (close to) zero.
Finally, we replace the original time series X by the
reduced one
X [h] = {β10 , . . . , βn−1
0
}. (25)
This new time series has the following properties:
1) Its dimension n − 1 is significantly lower than
the original dimension p. Of course, the reduction
depends on the choice of the distance h between
the nodes determining the fuzzy partition.
2) By Theorem 1, it fits well the shape of the original
time series X and keeps all its salient points.
3) Due to Theorem 3, it is free of all frequencies
higher than λq and variance of its noise is lower
than variance of the noise R(t, ω) of the original
time series X.
Demonstration of dimensionality reduction of a time
series is in Fig. 3. The original time series†) has length
p = 188. The reduced time series has length n − 1 =
62. The distance between nodes is set to h = 3 on
the basis of the lowest periodicity T = 2.4 found by
periodogram.
5.2. Perceptionally important points
Interesting problem also discussed in [1] is recog-
nition of perceptionally important (salient) points. The
paper mentions several techniques based on special cri-
teria that can be summarized in the following definition:
perceptionally important point is a point where the time
series essentially changes its course. Because of the
complicated character following from the presence of
various frequencies and noise, we cannot expect that
this is just one isolated time point but better a certain
area.
Since the F-transform provides estimation of the first
and second derivative in a specified area we propose
to use it also for finding the above points. A possible
algorithm is the following:
(i) Determine a fuzzy partition with the distance
between nodes set to h = dTk for some d ∈ N
and k < q. Find position P of the nodes (11) in
n−1 1
such a way that the sum k=1 βk is minimal.
2
Compute the F -transform of X.
(ii) Find all nodes ck with the highest |βk2 |. Mark such
ks as potentially important points.
Note however that not all potentially important
points may be indeed important. Their importance
also depends on the width of the corresponding
†). The data are monthly numbers of slaughtered pigs in Victoria
in the years 1980-1995.
 (a)

(b)

Fig. 3. Demonstration of dimensionality reduction of a time series using F-transform with h = 3. Graph (a)
is the original time series (consisting of 186 points) and its inverse F0 -transform. Graph (b) is the reduced
time series consisting of only the components β10 , . . . , β62
0
.

basic function Ak . But this is relative to the length (ii) We can apply the learned linguistic description
0 0
of h. to forecast future components (βn+1 , . . . , βn+k ).
(iii) Check areas around the potentially important This is especially interesting when we character-
points with several (at least two) components ize behavior of the trend-cycle TC and try to
βk1 , βk+1
1
,. . . having the same sign followed by one forecast its future (unknown) development. This
or more components βj1 that have opposite sign can be done using the perception-based logical
and/or are sufficiently large. deduction.
An application of this algorithm to the Pigs time Recall that the trend-cycle TC can be obtained
series is in Fig. 4. from the time series on the basis of Theorem 3 when
choosing h = dT1 that is, the longest periodicity
5.3. Linguistic characterization of subsequent forming the seasonal component S in (??). Example
behavior of separation of the trend is in Fig. 5. The figure also
contains forecast of TC on the basis of the following
Let us consider a reduced time series X [h] given in learned linguistic description:
(25). Using the learning method developed in FNL,
we can learn a linguistic description characterizing Rule βk0 ∆βk0 ⇒ 0
βk+1
behavior of X [h] in various time moments on the basis 1 ex bi ra me qr bi
of its values in previous time moments. In other words, 2 ro bi -ml me qr bi
we can learn how to forecast future components βk0 on 3 ro bi -ex sm vr sm
the basis of their development in the past. As antecedent 4 ze -ex bi vr sm
variables, we consider the F0 -transform components 5 si sm si sm ra me
(17) as well as their first- and second-order differences: 6 ty me ra me ra me
7 qr sm -ml me ra me
∆βi0 = βi0 − βi−1
0
, i = 1, . . . , n − 1 8 ra me qr sm ml me
∆2 βi0 = ∆βi0 − 0
∆βi−1 , i = 2, . . . , n − 1 (the used shorts: sm-small, me-medium, bi-big,
respectively. To obtain the best fitting linguistic descrip- ex-extremely, ro-roughly, qr-quite roughly, vr-very
tion, we may define a validation set of time points and roughly, ra-rather, ty-typically, si-significantly, ml-more
test all possible combinations of linguistic description or less). Note that the last 12 real values depicted in
w.r.t. validation set so that the best combination can be the figure were not used in the computation but only
chosen. for comparison of the quality of prediction. The lower
The outcome of this procedure is twofold: part of Fig. 5 contains detail of the last 12 time points
(i) The automatically learned linguistic description that contains the following: (a) the real trend-cycle
gives information about behavior of the time TC computed using F-transform from the real data
series in a given time period. is depicted together with its forecast obtained from
Fig. 4. Demonstration of perceptionally important points in the Pigs time series. The points with highest
values of |βk2 | are marked by thick vertical lines. They evidently correspond to areas of more radical change.

Fig. 5. Demonstration of estimation of the trend-cycle TC of a given time series using F-transform. The
figure contains the used fuzzy partition and in the red (last) area both computed as well as forecasted TC ,
and also forecast of the whole time series for the next 12 time moments. Below is detail of the forecast.

the above linguistic description using the perception-
based logical deduction, (b) the real time series and its
forecasted obtained by combination of the forecast of
TC and forecast of the remaining seasonal component
S ‡) (cf. (??)).
5.4. Linguistic evaluation of local trend
Recall that the trend-cycle TC of a time series
X is the component that represents variations of low
frequency in a time series, the high frequency fluc-
tuations having been filtered out. Thus, TC has two
subcomponents, namely trend (tendency) and cycle.
Trend is a general direction of the time series, namely
whether it is increasing, stagnating, or decreasing. The
trend is, however, usually bound to a certain time
interval and then changes. This means that besides
trend there is also a certain cyclic characteristic that
together with local trends forms the trend-cycle TC .
If a certain time interval is given, it may be interest-
ing to learn what kind of trend can be recognized in it.
Surprisingly, recognition of trend may not be a trivial
‡). Its forecast was obtained using other means not discussed in
this paper.
task even when watching the graph (cf., e.g., the course
of the time series from Fig. 5.). Since F1 transform
provides estimation of the average slope (tangent), it is
a convenient tool for estimation of the trend. To make
it more informative for managers, it seems better to
characterize it using natural language. For example, we
can say “fairly large decrease (huge increase) of trend”,
“the trend is stagnating (negligibly increasing)”, etc.
These expressions characterize trend (tendency) of the
time series in an area specified by the user. In [23],
a method for automatic generation of such linguistic
evaluation of trend was described.
Algorithm:
(i) Specify, what does it mean “extreme increase (de-
crease)”. In practice, it can be determined as the
largest acceptable difference of time series values
with respect to a given (basic) time interval (for
example 12 months, 31 days) that is, a minimal
and maximal tangent. In practice, we set only
the largest tangent vR while the smallest one is
usually vL = 0. The typical medium value vS is
determined analogously as vR . The result is the
context wtg = hvL , vS , vR i.
and a substantiated formalization was developed
 in a series of papers [8], [9], [10], [15].
(ii) Specify an interesting time interval I ⊂ Q.
Furthermore, compute a basic function A whose
base is I (cf. Subsection 3.1) and compute the
coefficient β 1 using formula (16).
(iii) Generate a linguistic evaluation of the trend of the
time series X in the area characterized by A with
respect to the context wtg . The required evaluative
expression A will be obtained using the function
of local perception (21):
A = LPerc(β 1 , wtg ).
Example of linguistic evaluation of local trend in
the context wtg = h0, 1200/12, 3000/12i is in Fig. 6:
negligible decrease in the time interval [17 − 44],
stagnating in [50 − 97], clear decrease in [104 − 114],
somewhat decrease in [116 − 126]. Trend of the whole
time series is stagnating†) .
5.5. Summarization
Summarization of knowledge about time series be-
longs among interesting tasks that was solved by sev-
eral authors (see, e.g., [24], [25]). In this paper, we
suggest to apply the sophisticated formal theory of in-
termediate quantifiers developed in fuzzy natural logic
(see Subsection 2.5). We can summarize information
within one time series or over a set of time series.
5.5.1. One time series. Example of possible informa-
tion mined from one time series:
• In most (many, few) cases, the time series was
stagnating (slightly increasing, decreasing).
This can be formalized as (Q∀Bi Ve t̄i )(Stagn(t̄i ))‡)
where t̄i is a certain time interval.
• In almost all (most, many, few) cases, if the time
series is increasing (decreasing) then the increase
(decrease) is very slight (sharp, clear).
This can be formalized as
(Q∀Bi Ve t̄i )(Increase(t̄i ), Sm Ve(Increase(t̄i )))
(cf. (7)).
Algorithm:
(i) Divide a time series into intervals t̄1 , . . . , t̄m ⊂ Q.
Their length may be naturally set, for example to
30 (month), 7 (week), etc. These intervals may
(but need not) form a partition of Q.
†). The results were obtained using experimental software LFL
Forecaster (see http://irafm.osu.cz/en/c110 lfl-forecaster/ ) which im-
plements the described method.
‡). This formula is a simplification of (7).
(ii) Define basic functions Ai over each t̄i and com-
pute the coefficients βi1 (16), i = 1, . . . , m.
(iii) Using the function (26), generate linguistic ex-
pressions Ai evaluating the slope βi1 in the inter-
val t̄i .
(iv) Compute the measure (9) by counting the number
s of intervals t̄i , in which the slope of time series
was evaluated in the sense of (iii) and evaluate
the number s/m.
5.5.2. A set of time series. Let a set {Xi | i =
(26) 1, . . . , s} of time series (20) be given. Using the theory
of intermediate quantifiers, we can model the meaning
of sentences, such as
• Most (many, few) analyzed time series stagnated
recently but their future trend is slightly increas-
ing.
• There is an evidence of huge (slight, clear) de-
crease of trend of almost all time series in the
recent quarter of the year.
Another possibility is to mine interesting informa-
tion from the given set of time series, summarize
their properties and summarize also their possible fu-
ture development. Namely, we start with analysis and
forecasting of all the time series. Then we generate
comments to interesting time slots, or we can also
determine time slots in which behavior of the time
series is interesting for us, for example, “in which
period was the time series sharply increasing”, “how
long was the time series stagnating or decreasing before
sharp increase”, etc. Finally, we can summarize the
results using intermediate quantifiers and derive further
properties on the basis of valid syllogisms.
Moreover, we can also apply syllogistic reasoning
with such expressions, for example
In few cases the increase of time series is not small
In many cases the increase of time series is clear
In few cases the clear increase of time series
is not small
It is important to note that the latter is example of the
valid generalized Aristotle’s syllogism. Such syllogism
is true in all situations (models). Recall that in [9],
[10], validity of over 120 generalized syllogism with
intermediate quantifiers was proven.
6. Conclusion
In this paper, we focused on the problem of mining
information from time series. There are many methods
providing such information with various success and
reliability (see [1] and the citations therein). Our main
 Fig. 6. Local linguistic evaluation of the trend of time series in areas [17 − 44] (negligible decrease), [50 − 97]
(stagnating), [104 − 114] (clear decrease), [116 − 126] (somewhat decrease — forecast of the time series).
contribution consists in utilization of coherent tech-
niques of F-transform and fuzzy natural logic. With
the help of them we are able to disclose various kinds
of information and put them together using natural
language. Strength and reliability of these techniques
are based on their mathematically proved properties.
Our future work will be focused on refinement and
extension of the above presented techniques. Unfortu-
nately, due to space limit, we could not make com-
parison with the other published methods overviewed
in [1]. Of course, this is also one of future tasks. We
will also focus on comparison of time series using the
dynamic time warping method [26] and searching char-
acteristic sequences. Our goal is to develop algorithms
for finding a complete information about behavior of
time series and providing it in a concise and well
understandable form, namely in natural language.
Acknowledgment
This paper was supported by the program MŠMT-
KONTAKT II, project LH 12229. Additional support
was given also by the European Regional Develop-
ment Fund in the IT4Innovations Centre of Excellence
project (CZ.1.05/1.1.00/02.0070).
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