Time series mining technique based on varying series and rough set approach

A time-series data mining technique is introduced in this paper. The mining technique of basing on varying-series is first to change the time-series data into its varying-series data, and then to use the information hiding in the latest time subseries of the time-series varying series to guide us to forecast the variety of the original time series. The mining approach of basing on rough set theory is to import the varying- series data set into a decision table first, and then to use the knowledge, underlying in the condition attribute set equivalence class, to estimate our forecasting object. Finally, the mining algorithm is given, and a concrete mining case is given to test the feasibility and the performance of the mining approach.