In traditional formal concept analysis, the attributes in the formal context are considered fixed. However, in the real world data set, attributes always have different levels of granularity, correspondingly, the derived concept lattice may reveal different information and patterns. Therefore, the capability to change the level of granularity of an attribute in formal concept analysis to capture relevant patterns in data is a natural requirement. In this paper, a theoretical study has been undertaken in multi-scale formal contexts, where attributes with different levels of granularity possess different attribute values. Two types of formal concepts, i.e., object-oriented and property-oriented multi-scale concepts, are introduced and studied in detail. The collection of object-oriented concept lattices and property-oriented concept lattices can be obtained at different granularity levels of attributes. It has been shown that the set of extents in the derived concept lattices increases when we choose to use a finer level of granularity. Moreover, a corresponding bidirectional approach to concept construction(i.e., from coarser to finer and from finer to coarser, respectively) is exhibited, and some characterization theorems have been obtained.
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