Contextual Analysis of Financial Time Series

Today, problems of the evaluation of the financial state of small and medium-sized companies are actual. We propose a novel approach for the evaluation of the company financial state, that realized as a module of a decision support system. The proposed component is based on fuzzy logic and knowledge engineering. We present a model of ontology to form the context of data analysis and financial time series modeling. The ontological context allows to represent trends of the analyzed financial state indicators. An expert can add a set of fuzzy rules to the ontology for the creation of the control systems based on the fuzzy inference. The proposed approach allows reducing the time of analysis and interpretation of the results. Experimental results confirm the correctness and effectiveness of the approach proposed in this article.