Filtering out high frequencies in time series using F-transform

Authors

Vilém Novák, University of OstravaFollow
Irina Perfilieva, University of OstravaFollow
Michal Holčapek, University of OstravaFollow
Vladik Kreinovich, The University of Texas at El PasoFollow

Publication Date

2-2013

Comments

Technical Report: UTEP-CS-13-06

Abstract

In this paper, we will focus on the application of fuzzy transform (F-transform) in the analysis of time series. We assume that the time series can be decomposed into three constituent components: the trend-cycle, seasonal component and random noise. We will demonstrate that by using F-transform, we can approximate the trend-cycle of a given time series with high accuracy.