F-transform and Fuzzy natural logic in time series analysis

Abstract

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 its behavior in arbitrary time slots. Thanks to the firstdegree F-transform (F1-transform), this works even if the graph of the time series visually does not suggest a clear tendency. © 2013. The authors -Published by Atlantis Press.