Forecasting Direction of Trend of a Group of Analogous Time Series Using F-Transform and Fuzzy Natural Logic

DOI

10.1080/18756891.2015.1129575How to use a DOI?

Keywords

F-transform, time series, Fuzzy Natural Logic, evaluative linguistic expressions

Abstract

We present an idea to group time series according to similarity of their local trends and to predict future direction of the trend of all of them on the basis of forecast of only one representative. First, we assign to each time series an adjoint one, which consists of a sequence of the F1-transform components. Then, they are grouped together according to their similarity, a principal time series is selected in each group and its future course is forecasted. Finally, directions of trends of the other time series from the same group are computed using special methods of fuzzy natural logic.

Copyright

© 2017, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - JOUR
AU  - Vilém Novák
AU  - Irina Perfilieva
PY  - 2015
DA  - 2015/12/01
TI  - Forecasting Direction of Trend of a Group of Analogous Time Series Using F-Transform and Fuzzy Natural Logic
JO  - International Journal of Computational Intelligence Systems
SP  - 15
EP  - 28
VL  - 8
IS  - Supplement 1
SN  - 1875-6883
UR  - https://doi.org/10.1080/18756891.2015.1129575
DO  - 10.1080/18756891.2015.1129575
ID  - Novák2015
ER  -