Title :
Time series analysis by discrete F-transform
Author :
Perfilieva, Irina G. ; Yarushkina, Nadezhda G. ; Afanasieva, Tatjana V.
Author_Institution :
Inst. for Res. & Applic. of Fuzzy Modeling, Univ. of Ostrava, Ostrava, Czech Republic
Abstract :
The aim of this contribution is to show that the theory of F-transform can be successfully used in analysis and forecasting of time series. We propose relaxed constraints on a fuzzy partition as well as a matrix form of the F-transform for fast computation. For short time series, we propose to use the direct F-transform and make forecast on the basis of F-transform components.
Keywords :
discrete transforms; time series; discrete F-transform; fuzzy partition; time series analysis; time series forecasting; Equations; Forecasting; Fuzzy sets; Matrix decomposition; Statistical analysis; Time series analysis; Transforms;
Conference_Titel :
Fuzzy Systems (FUZZ), 2010 IEEE International Conference on
Conference_Location :
Barcelona
Print_ISBN :
978-1-4244-6919-2
DOI :
10.1109/FUZZY.2010.5584264
