Rough set theory involves techniques for knowledge discovery and data mining. Rough set theory is typically applied within decision systems and offers an alternative to more conventional techniques for classification and rules induction. It is suitable for handling different kinds of uncertainty in dataset. Multilayer neural networks are nonparametric, robust, and generalization capabilities in data-rich environments, multilayer neural networks have been used effectively in a wide range of applications in pattern recognition and data classification. Time series data analysis is an important research domain of financial trading and economics. It is crucial to certain applications of data mining, machine learning, and others in computer science. This type of analysis plays an important role in forecasting future development.