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International Work-Conference on Artificial Neural Networks

IWANN 2017: Advances in Computational Intelligence pp 154–164Cite as

Introducing a Fuzzy-Pattern Operator in Fuzzy Time Series

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Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 10306))

Abstract

In this paper we introduce a fuzzy pattern operator and propose a new weighting fuzzy time series strategy for generating accurate ex-post forecasts. A decision support system is built for managing the weights of the information provided by the historical data, under a fuzzy time series framework. Our procedure analyzes the historical performance of the time series using different experiments, and it classifies the characteristics of the series through a fuzzy operator, providing a trapezoidal fuzzy number as one-step ahead forecast. We also present some numerical results related to the predictive performance of our procedure with time series of financial data sets.

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Acknowledgments

Research partially supported by the Ministerio de Economía y Competitividad, España (project MTM2014-56233-P, co-financed by FEDER funds).

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Authors and Affiliations

  1. Department of Statistics and Operational Research, University of Valencia, Burjassot, Spain

    Abel Rubio, Enriqueta Vercher & José D. Bermúdez

Authors
  1. Abel Rubio
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  2. Enriqueta Vercher
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  3. José D. Bermúdez
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Corresponding author

Correspondence to José D. Bermúdez .

Editor information

Editors and Affiliations

  1. Universidad de Granada, Granada, Spain

    Ignacio Rojas

  2. University of Malaga, Malaga, Spain

    Gonzalo Joya

  3. Polytechnic University of Catalonia, Vilanova i la Geltrú, Barcelona, Spain

    Andreu Catala

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Rubio, A., Vercher, E., Bermúdez, J.D. (2017). Introducing a Fuzzy-Pattern Operator in Fuzzy Time Series. In: Rojas, I., Joya, G., Catala, A. (eds) Advances in Computational Intelligence. IWANN 2017. Lecture Notes in Computer Science(), vol 10306. Springer, Cham. https://doi.org/10.1007/978-3-319-59147-6_14

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  • DOI: https://doi.org/10.1007/978-3-319-59147-6_14

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-59146-9

  • Online ISBN: 978-3-319-59147-6

  • eBook Packages: Computer ScienceComputer Science (R0)

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