Expectile Smoothing using F.transform
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- Expectile smoothing Fuzzy Transform Time series
In this paper, we will illustrate the F-transform based on generalized fuzzy partitions as a tool for expectile smoothing. This allows to represent a time series in terms of a fuzzy-valued function whose level-cuts are modeled by F-transform and estimated by expectile regression. The proposed methodology is illustrated on real economic and financial time series.
- © 2013, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Maria Letizia Guerra AU - Luciano Stefanini PY - 2013/08 DA - 2013/08 TI - Expectile Smoothing using F.transform BT - Proceedings of the 8th conference of the European Society for Fuzzy Logic and Technology (EUSFLAT-13) PB - Atlantis Press SP - 599 EP - 604 SN - 1951-6851 UR - https://doi.org/10.2991/eusflat.2013.85 DO - https://doi.org/10.2991/eusflat.2013.85 ID - Guerra2013/08 ER -