Detection of Structural Breaks in Time Series Using Fuzzy Techniques
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17610%2F18%3AA1901U3A" target="_blank" >RIV/61988987:17610/18:A1901U3A - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.5391/IJFIS.2018.18.1.1" target="_blank" >http://dx.doi.org/10.5391/IJFIS.2018.18.1.1</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.5391/IJFIS.2018.18.1.1" target="_blank" >10.5391/IJFIS.2018.18.1.1</a>
Alternative languages
Result language
angličtina
Original language name
Detection of Structural Breaks in Time Series Using Fuzzy Techniques
Original language description
In this paper we suggest to use special fuzzy techniques for detection of structural breaks in time series, namely the fuzzy (F)-transform and one method of fuzzy natural logic (FNL). The idea is based on application of the F1-transform which makes it possible to estimate effectively slope of time series (ignoring its possible volatility) and its evaluation by a suitable evaluative linguistic expression. The method is computationally very effective.
Czech name
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Czech description
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Classification
Type
J<sub>ost</sub> - Miscellaneous article in a specialist periodical
CEP classification
—
OECD FORD branch
10102 - Applied mathematics
Result continuities
Project
<a href="/en/project/LQ1602" target="_blank" >LQ1602: IT4Innovations excellence in science</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
International Journal of Fuzzy Logic and Intelligent Systems
ISSN
1598-2645
e-ISSN
2093-744X
Volume of the periodical
18
Issue of the periodical within the volume
1
Country of publishing house
KR - KOREA, REPUBLIC OF
Number of pages
12
Pages from-to
1-12
UT code for WoS article
000429813700001
EID of the result in the Scopus database
2-s2.0-85044997241