Time Series Analysis and Prediction Based on Fuzzy Rules and the Fuzzy Transform

Abstract

A new methodology for analysis and forecasting of time series is proposed. It directly employs two techniques: the fuzzy transform and the perception-based logical deduction. Due to the usage of both of them and due to the innovative approach consisting in a construction of several independent models, the methodology is successfully applicable for robust long time predictions. Keywords— Time series, fuzzy transform, perception-based log- ical deduction, fuzzy partition.