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The Use of Higher-Order F-transform in Time Series Analysis

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17610%2F11%3AA120122X" target="_blank" >RIV/61988987:17610/11:A120122X - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    The Use of Higher-Order F-transform in Time Series Analysis

  • Original language description

    In this paper, higher-order fuzzy transform is presented and its application in the analysis and forecasting of time series is demonstrated. The use of F$^m$-transform in the time series analysis is motivated by its better approximation properties and smoother results. In our case, we applied $F^1$-transform for estimation of smoother trend-cycle and its slope. By combining the latter and tools based on the formal theory of evaluative linguistic expressions, we are able to generate automatically linguistic evaluation of the trend of time series in various time slots.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BA - General mathematics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/1M0572" target="_blank" >1M0572: Data, algorithms, decision making</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Others

  • Publication year

    2011

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Proceedings of 2011 IFSA World Vongress - AFSS INternational Conference

  • ISBN

    978-602-99359-0-5

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

    2211-2216

  • Publisher name

  • Place of publication

  • Event location

    Surabya

  • Event date

    Jun 21, 2011

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article