Filtering out high frequencies in time series using F-transform
نویسندگان
چکیده
منابع مشابه
Filtering out high frequencies in time series using F-transform
In this paper, we focus on application of fuzzy transform (F-transform) to analysis of time series under the assumption that the latter can be additively decomposed into trend-cycle, seasonal component and noise. We prove that when setting properly width of the basic functions, the inverse F-transform of the time series closely approximates its trend-cycle. This means that the F-transform almos...
متن کاملNonlinear Filtering of Time Series Using the Wavelet Transform
A fast nonlinear filtering algorithm is presented. This algorithm propagates the entire conditional probability functions recursively in a computationally efficient manner using the discrete wavelet transform. With the multiresolution analysis capability offered by the wavelet transform we can speed up the computation by ignoring the high-frequency details of the probability function up to a ce...
متن کاملExpectile smoothing of time series using F-transform
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 nancial time series. Keywords: Fuzzy Transform, Expect...
متن کاملResidual analysis using Fourier series transform in Fuzzy time series model
In this paper, we propose a new residual analysis method using Fourier series transform into fuzzy time series model for improving the forecasting performance. This hybrid model takes advantage of the high predictable power of fuzzy time series model and Fourier series transform to fit the estimated residuals into frequency spectra, select the low-frequency terms, filter out high-frequency term...
متن کاملF-transform and Fuzzy Natural logic in Time Series Analysis
This paper continues the development of the innovative method for time series analysis and forecasting using special soft-computing techniques: fuzzy (F-) transform and Fuzzy Natural Logic. We will demonstrate that the F-transform is a proper technique for extraction of the trend-cycle of time series. Furthermore, we will elaborate in more detail automatic generation of linguistic evaluation of...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Information Sciences
سال: 2014
ISSN: 0020-0255
DOI: 10.1016/j.ins.2014.02.133