Suppression of High Frequencies in Time Series Using Fuzzy Transform of Higher Degree
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17610%2F16%3AA1701HQX" target="_blank" >RIV/61988987:17610/16:A1701HQX - 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
Suppression of High Frequencies in Time Series Using Fuzzy Transform of Higher Degree
Original language description
In this paper, we provide a theoretical justification for the application of the higher degree fuzzy transform in time series analysis. We demonstrate that the higher degree fuzzy transform technique can be used for the suppression of high frequencies in time series, which belongs among the essential assumptions for a successful extraction of the trend (trend-cycle) of time series. More precisely, if a time series can be additively decomposed into a trend-cycle, a seasonal component and a noise, we show that high frequencies appearing in the seasonal component can be arbitrarily suppressed using the fuzzy transform of higher degree with a reasonable adjustment of parameters of a generalized uniform fuzzy partition.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
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)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Information Processing and Management of Uncertainty in Knowledge-Based Systems: 16th International Conference, IPMU 2016, Eindhoven, The Netherlands, June 20 - 24, 2016, Proceedings, Part II
ISBN
978-3-319-40580-3
ISSN
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e-ISSN
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Number of pages
12
Pages from-to
705-716
Publisher name
Springer International Publishing
Place of publication
Švýcarsko
Event location
Eindhoven, Nizozemí
Event date
Jun 20, 2016
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000387430000057