Filtering out high frequencies in time series using F-transform with respect to raised cosine generalized uniform fuzzy partition

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17610%2F15%3AA1601E86" target="_blank" >RIV/61988987:17610/15:A1601E86 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Filtering out high frequencies in time series using F-transform with respect to raised cosine generalized uniform fuzzy partition
Original language description
In this paper, we apply the F-transform technique with respect to raised cosine generalized uniform fuzzy partition to analysis of time series. We assume that the time series can be additively decomposed into trend-cycle, seasonal component and noise. Wewill prove that when constructing reasonably the fuzzy partition then the inverse F-transform of the time series provides a good approximation of its trend-cycle. Namely, the F-transform with respect to raised cosine generalized uniform fuzzy partitionis able to eliminate completely the seasonal component and significantly reduce noise.
Czech name
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Czech description
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Project
<a href="/en/project/ED1.1.00%2F02.0070" target="_blank" >ED1.1.00/02.0070: IT4Innovations Centre of Excellence</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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