模糊时间序列建模及应用

Modeling and Application of Fuzzy Time Series

在许多实际问题中 ,观测得到的数据序列既具有随机性 ,也含有模糊性 ,我们称其为模糊时间序列 (FTS)。本文提出 FTS分析的新方法 ,并研究它的参数估计和模型定阶。实际表明

The output time series of Possibilistic linear systems, expressed by fuzzy numbers, is called fuzzy time series (FTS). This paper proposes a new method of the FTS analysis and develops its parameter evaluation and model order estimation. The analysis of Fuzzy time series for living examples indicates that this method acts well.