Fuzzy time series and its models. (English) Zbl 0792.62087

Summary: Based upon the works by L. A. Zadeh [IEEE Trans. Syst. Man Cybern. SMC-3, 28–44 (1973; Zbl 0273.93002), Inf. Sci. 8, 199–249 (1975; Zbl 0397.68071); ibid., 301–357 (1975; Zbl 0404.68074); ibid. 9, 43–80 (1975; Zbl 0404.68075)], a special dynamic process with linguistic values as its observations is defined and studied. This dynamic process is called fuzzy time series. To describe fuzzy time series, fuzzy relational equations are employed as the models. There are two classes of fuzzy time series: time-variant and time-invariant. The definition of fuzzy time series is given, some properties of fuzzy time series are explored, and procedures to develop fuzzy time series models are discussed. Finally, a procedure for using fuzzy time series for forecasting is suggested.


62A86 Fuzzy analysis in statistics
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
03E72 Theory of fuzzy sets, etc.
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