Time Series Analysis using Soft Computing Methods
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17610%2F13%3AA14012L4" target="_blank" >RIV/61988987:17610/13:A14012L4 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Time Series Analysis using Soft Computing Methods
Original language description
The aim of this contribution is to show that integration of two soft computing techniques, namely F-transform and fuzzy tendency modeling can be successfully used in analysis and forecast of time series. The proposed method is based on two-term additivedecomposition of a time series where the fist term is a low-frequency trend (expressed using the direct F-transform components) and the second term is a residual vector processed as a stationary time series. A theoretical justification is given, and experiments are included. Practical application to express analysis of time series with economic indicators is demonstrated.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
INT J GEN SYST
ISSN
0308-1079
e-ISSN
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Volume of the periodical
42
Issue of the periodical within the volume
6
Country of publishing house
GB - UNITED KINGDOM
Number of pages
19
Pages from-to
687-705
UT code for WoS article
000275196000007
EID of the result in the Scopus database
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