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Nechetkie Sistemy i Myagkie Vychisleniya, 2015, Volume 10, Issue 1, Pages 35–73
(Mi fssc14)
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Time series modeling based on fuzzy analysis of position-binary components of historical data
R. Rzaeva, Z. Jamalovb, T. Mehdiyevc, V. Hasanovc a Institute of Cybernetics, National Academy of Sciences of Azerbaijan, Baku, Azerbaijan
b Baku State University, Baku, Azerbaijan
c Institute of Control Systems, National Academy of Sciences of Azerbaijan, Baku, Azerbaijan
Abstract:
It is offered new predictive models of volatile time
series based on fuzzy analysis of position-binary components of historical
data. One of the distinctive features of the proposed models are rules
fuzzification of historical data and defuzzification of fuzzy forecasts. In
the context of this study, we propose a new criterion for assessing the
adequacy of a model based on the use of the Hamming metric, which is on par
with classical statistical evaluation criteria was used to evaluate the
results.
Keywords:
time series, fuzzy set, fuzzy prediction, fuzzy relation, point estimation, Hamming distance.
Received: 10.01.2015 Revised: 29.05.2015
Citation:
R. Rzaev, Z. Jamalov, T. Mehdiyev, V. Hasanov, “Time series modeling based on fuzzy analysis of position-binary components of historical data”, Nechetkie Sistemy i Myagkie Vychisleniya, 10:1 (2015), 35–73
Linking options:
https://www.mathnet.ru/eng/fssc14 https://www.mathnet.ru/eng/fssc/v10/i1/p35
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Abstract page: | 228 | Full-text PDF : | 331 | References: | 33 |
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