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Related papers: On Ordered Fuzzy Numbers Generated By Time Series

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In this paper the linear and stationary Discrete-time systems with state variables and dynamic coefficients represented by fuzzy numbers are studied, providing some stability criteria, and characterizing the bounds of the set of solutions…

Systems and Control · Computer Science 2011-09-05 Gabriele Oliva , Stefano Panzieri , Roberto Setola

The volatility features of financial data would considerably change in different periods, that is one of the main factors affecting the applications of machine learning in quantitative trading. Therefore, to effectively distinguish…

Computational Engineering, Finance, and Science · Computer Science 2023-01-10 Pei Dehao , Luo Chao

This paper deals with the problem of forecast the Logistic Chaotic Map using Fuzzy Times Series (FTS). Chaotic Systems are very sensible to changes in its parameters and in the initial conditions, turning them into hard systems to model and…

Dynamical Systems · Mathematics 2021-03-16 Lucas Vinícius Ribeiro Alves

The paper contains a proposal for an energy and time representation. We construct modes that correspond to fuzzy distributions around discrete values of energy or time. The modes form an orthogonal and complete set in the space of square…

Quantum Physics · Physics 2007-05-23 Lucas Lamata , Juan Leon

In this paper, notion of p - norm generalized trapezoidal intuitionistic fuzzy numbers is introduced. A new ranking method is introduced for p - norm generalized trapezoidal intuitionistic fuzzy numbers. Also we consider linear programming…

Optimization and Control · Mathematics 2015-12-08 Shashi Aggarwal , Chavi Gupta

This paper shows that the fuzzy temporal logic can model figures of thought to describe decision-making behaviors. In order to exemplify, some economic behaviors observed experimentally were modeled from problems of choice containing time,…

Artificial Intelligence · Computer Science 2019-02-18 José Cláudio do Nascimento

Fuzzy sets are the cornerstone of a non-additive uncertainty theory, namely possibility theory, and of a versatile tool for both linguistic and numerical modeling. Numerous works now combine fuzzy concepts with other scientific disciplines…

Functional Analysis · Mathematics 2017-03-01 Murat Kirişci

We introduce a new model in order to describe the fluctuation of tick-by-tick financial time series. Our model, based on marked point process, allows us to incorporate in a unique process the duration of the transaction and the…

Trading and Market Microstructure · Quantitative Finance 2012-11-21 Alexis Fauth , Ciprian A. Tudor

This article generalizes object-oriented dynamic networks to the fuzzy case, which allows one to represent knowledge on objects and classes of objects that are fuzzy by nature and also to model their changes in time. Within the framework of…

Artificial Intelligence · Computer Science 2016-02-17 D. A. Terletskyi , A. I. Provotar

The current article discusses some applications of fuzzy logic to assessment of learning. We consider here a new trapezoidal fuzzy model for learning assessment.

General Mathematics · Mathematics 2014-07-02 Igor Ya. Subbotin

In the present paper, a fuzzy logic based method is combined with wavelet decomposition to develop a step-by-step dynamic hybrid model for the estimation of financial time series. Empirical tests on fuzzy regression, wavelet decomposition…

Statistical Finance · Quantitative Finance 2011-02-21 Olfa Zaafrane , Anouar Ben Mabrouk

The art of systematic financial trading evolved with an array of approaches, ranging from simple strategies to complex algorithms all relying, primary, on aspects of time-series analysis. Recently, after visiting the trading floor of a…

Computer Vision and Pattern Recognition · Computer Science 2020-10-27 Naftali Cohen , Tucker Balch , Manuela Veloso

The fuzzy integral is a powerful parametric nonlin-ear function with utility in a wide range of applications, from information fusion to classification, regression, decision making,interpolation, metrics, morphology, and beyond. While the…

Artificial Intelligence · Computer Science 2020-10-22 Derek Anderson , Matthew Deardorff , Timothy Havens , Siva Kakula , Timothy Wilkin , Muhammad Islam , Anthony Pinar , Andrew Buck

This work presents an introduction to feature-based time-series analysis. The time series as a data type is first described, along with an overview of the interdisciplinary time-series analysis literature. I then summarize the range of…

Machine Learning · Computer Science 2017-10-03 Ben D. Fulcher

In this paper, a new ranking method for generalized trapezoidal intuitionistic fuzzy number (GTRIFN) is introduced to overcome the limitations of existing methods. Also we consider transportation problem in intuitionistic fuzzy environment.…

Optimization and Control · Mathematics 2015-12-08 Shashi Aggarwal , Chavi Gupta

Many models such as Long Short Term Memory (LSTMs), Gated Recurrent Units (GRUs) and transformers have been developed to classify time series data with the assumption that events in a sequence are ordered. On the other hand, fewer models…

Machine Learning · Computer Science 2021-02-02 Stephanie Ger , Diego Klabjan , Jean Utke

The concept of a fuzzy number is generalized to the case of a finite carrier set of partially ordered elements, more precisely, a lattice, when a membership function also takes values in a partially ordered set (a lattice). Zadeh's…

Artificial Intelligence · Computer Science 2022-08-15 Dmitry Maximov

This paper introduces a fuzzy cellular model of road traffic that was intended for on-line applications in traffic control. The presented model uses fuzzy sets theory to deal with uncertainty of both input data and simulation results.…

Emerging Technologies · Computer Science 2015-03-19 Bartłomiej Płaczek

Ranking of intuitionsitic fuzzy number plays a vital role in decision making and other intuitionistic fuzzy applications. In this paper, we propose a new ranking method of intuitionistic fuzzy number based on distance measure. We first…

General Mathematics · Mathematics 2014-10-28 Debaroti Das , P. K. De

We present a holistic, topology-based visualization technique for spatial time series data based on an adaptation of Fuzzy Contour Trees. Common analysis approaches for time dependent scalar fields identify and track specific features. To…

Human-Computer Interaction · Computer Science 2021-07-28 Anna-Pia Lohfink , Frederike Gartzky , Florian Wetzels , Luisa Vollmer , Christoph Garth