International Journal of Computational Intelligence Systems

Volume 8, Issue Supplement 1, December 2015, Pages 15 - 28

Forecasting Direction of Trend of a Group of Analogous Time Series Using F-Transform and Fuzzy Natural Logic

Authors
Vilém Novák, Irina Perfilieva
Corresponding Author
Vilém Novák
Received 28 April 2015, Accepted 26 October 2015, Available Online 1 December 2015.
DOI
https://doi.org/10.1080/18756891.2015.1129575How to use a DOI?
Keywords
F-transform, time series, Fuzzy Natural Logic, evaluative linguistic expressions
Abstract
We present an idea to group time series according to similarity of their local trends and to predict future direction of the trend of all of them on the basis of forecast of only one representative. First, we assign to each time series an adjoint one, which consists of a sequence of the F1-transform components. Then, they are grouped together according to their similarity, a principal time series is selected in each group and its future course is forecasted. Finally, directions of trends of the other time series from the same group are computed using special methods of fuzzy natural logic.
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This is an open access article distributed under the CC BY-NC license.

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Journal
International Journal of Computational Intelligence Systems
Volume-Issue
8 - 100
Pages
15 - 28
Publication Date
2015/12
ISSN (Online)
1875-6883
ISSN (Print)
1875-6891
DOI
https://doi.org/10.1080/18756891.2015.1129575How to use a DOI?
Open Access
This is an open access article distributed under the CC BY-NC license.

Cite this article

TY  - JOUR
AU  - Vilém Novák
AU  - Irina Perfilieva
PY  - 2015
DA  - 2015/12
TI  - Forecasting Direction of Trend of a Group of Analogous Time Series Using F-Transform and Fuzzy Natural Logic
JO  - International Journal of Computational Intelligence Systems
SP  - 15
EP  - 28
VL  - 8
IS  - Supplement 1
SN  - 1875-6883
UR  - https://doi.org/10.1080/18756891.2015.1129575
DO  - https://doi.org/10.1080/18756891.2015.1129575
ID  - Novák2015
ER  -