Michal Holcapek

[ 1 ] - TREND-CYCLE ESTIMATION USING FUZZY TRANSFORM OF HIGHER DEGREE

In this paper, we provide theoretical justification for the application of higher degree fuzzy transform in time series analysis. Under the assumption that a time series can be additively decomposed into a trend-cycle, a seasonal component and a random noise, we demonstrate that the higher degree fuzzy transform technique can be used for the estimation of the trend-cycle, which is one of the ba...