TREND-CYCLE ESTIMATION USING FUZZY TRANSFORM OF HIGHER DEGREE
نویسندگان
1 Institute for Research and Applications of Fuzzy Modelling, NSC IT4Innovations, University of Ostrava, 30. dubna 22, 701 03 Ostrava 1, Czech Republic
2 Institute for Research and Applications of Fuzzy Modelling, NSC IT4Innovations, University of Ostrava, 30. dubna 22, 701 03 Ostrava 1, Czech Republic
doi
10.22111/ijfs.2018.4280چکیده
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 basic tasks in time series analysis. We prove that high frequencies appearing in the seasonal component can be arbitrarily suppressed and that random noise, as a stationary process, can be successfully decreased using the fuzzy transform of higher degree with a reasonable adjustment of parameters of a generalized uniform fuzzy partition.