Geodesic
Time series modeling based on fuzzy analysis of position-binary components of historical data
Nečetkie sistemy i mâgkie vyčisleniâ, Tome 10 (2015) no. 1, pp. 35-73

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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. 
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     author = {R. Rzaev and Z. Jamalov and T. Mehdiyev and V. Hasanov},
     title = {Time series modeling based on fuzzy analysis of position-binary components of historical data},
     journal = {Ne\v{c}etkie sistemy i m\^agkie vy\v{c}isleni\^a},
     pages = {35--73},
     publisher = {mathdoc},
     volume = {10},
     number = {1},
     year = {2015},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/FSSC_2015_10_1_a3/}
}
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R. Rzaev; Z. Jamalov; T. Mehdiyev; V. Hasanov. Time series modeling based on fuzzy analysis of position-binary components of historical data. Nečetkie sistemy i mâgkie vyčisleniâ, Tome 10 (2015) no. 1, pp. 35-73. http://geodesic.mathdoc.fr/item/FSSC_2015_10_1_a3/