Proceedings of the 8th conference of the European Society for Fuzzy Logic and Technology (EUSFLAT-13)

Expectile Smoothing using F.transform

Authors
Maria Letizia Guerra, Luciano Stefanini
Corresponding Author
Maria Letizia Guerra
Available Online August 2013.
DOI
10.2991/eusflat.2013.85How to use a DOI?
Keywords
Expectile smoothing Fuzzy Transform Time series
Abstract

In this paper, we will illustrate the F-transform based on generalized fuzzy partitions as a tool for expectile smoothing. This allows to represent a time series in terms of a fuzzy-valued function whose level-cuts are modeled by F-transform and estimated by expectile regression. The proposed methodology is illustrated on real economic and financial time series.

Copyright
© 2013, 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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Volume Title
Proceedings of the 8th conference of the European Society for Fuzzy Logic and Technology (EUSFLAT-13)
Series
Advances in Intelligent Systems Research
Publication Date
August 2013
ISBN
978-90786-77-78-9
ISSN
1951-6851
DOI
10.2991/eusflat.2013.85How to use a DOI?
Copyright
© 2013, 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/).

Cite this article

TY  - CONF
AU  - Maria Letizia Guerra
AU  - Luciano Stefanini
PY  - 2013/08
DA  - 2013/08
TI  - Expectile Smoothing using F.transform
BT  - Proceedings of the 8th conference of the European Society for Fuzzy Logic and Technology (EUSFLAT-13)
PB  - Atlantis Press
SP  - 599
EP  - 604
SN  - 1951-6851
UR  - https://doi.org/10.2991/eusflat.2013.85
DO  - 10.2991/eusflat.2013.85
ID  - Guerra2013/08
ER  -