Forecasting Cryptocurrency Time Series Using Fuzzy Transform, Fourier Transform and Fuzzy Inference System

DOI

10.2991/eusflat-19.2019.88How to use a DOI?

Keywords

Fuzzy Transform Fourier Transform Fuzzy Inference System Cryptocurrency Time Series Forecasting

Abstract

In this paper we propose a new approach for forecasting the cryptocurrency time series, which combines the fuzzy transform and the fuzzy inference system. We also test whether fuzzy transform yields better results forecasting results in comparison to Fourier transform. Finally, we will investigate whether fuzzy rules used in fuzzy inference system can successfully capture high and low volatility moments in the time series, as well as high correlations between the three different cryptocurrencies.

Copyright

© 2019, 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/).

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TY  - CONF
AU  - Srdjan Jelinek
AU  - Ana Poledica
AU  - Bratislav Petrović
AU  - Pavle Milošević
PY  - 2019/08
DA  - 2019/08
TI  - Forecasting Cryptocurrency Time Series Using Fuzzy Transform, Fourier Transform and Fuzzy Inference System
BT  - Proceedings of the 11th Conference of the European Society for Fuzzy Logic and Technology (EUSFLAT 2019)
PB  - Atlantis Press
SP  - 634
EP  - 640
SN  - 2589-6644
UR  - https://doi.org/10.2991/eusflat-19.2019.88
DO  - 10.2991/eusflat-19.2019.88
ID  - Jelinek2019/08
ER  -