6533b82afe1ef96bd128c05e

RESEARCH PRODUCT

Introducing a Fuzzy-Pattern Operator in Fuzzy Time Series

Enriqueta VercherAbel RubioJosé D. Bermúdez

subject

0209 industrial biotechnologyFuzzy classificationSeries (mathematics)Computer science02 engineering and technologycomputer.software_genreDefuzzificationFuzzy logicWeighting020901 industrial engineering & automationFuzzy mathematics0202 electrical engineering electronic engineering information engineeringFuzzy numberFuzzy set operations020201 artificial intelligence & image processingData miningcomputer

description

In this paper we introduce a fuzzy pattern operator and propose a new weighting fuzzy time series strategy for generating accurate ex-post forecasts. A decision support system is built for managing the weights of the information provided by the historical data, under a fuzzy time series framework. Our procedure analyzes the historical performance of the time series using different experiments, and it classifies the characteristics of the series through a fuzzy operator, providing a trapezoidal fuzzy number as one-step ahead forecast. We also present some numerical results related to the predictive performance of our procedure with time series of financial data sets.

yearjournalcountryeditionlanguage
2017-01-01
https://doi.org/10.1007/978-3-319-59147-6_14