Noise Reduction in Time Series using F-transform

被引:2
|
作者
Holcapek, Michal [1 ]
Novak, Vilem [1 ]
Perfilieva, Irina [1 ]
机构
[1] Div Univ Ostrava, Ctr Excellence IT4Innovat, Inst Res & Applicat Fuzzy Modeling, 30 Dubna 22, Ostrava 70103 1, Czech Republic
来源
2013 IEEE INTERNATIONAL CONFERENCE ON FUZZY SYSTEMS (FUZZ - IEEE 2013) | 2013年
关键词
Fuzzy transform; random process; noise reduction; FUZZY TRANSFORMS;
D O I
10.1109/FUZZ-IEEE.2013.6622492
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
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 is decomposed into two constituents: the trend-cycle and random noise. We will demonstrate that using the F-transform we can reduce the variability of random noise which consequence is an extraction of the trend-cycle.
引用
收藏
页数:8
相关论文
共 50 条
  • [1] Expectile smoothing of time series using F-transform
    Guerra, Maria Letizia
    Stefanini, Luciano
    PROCEEDINGS OF THE 8TH CONFERENCE OF THE EUROPEAN SOCIETY FOR FUZZY LOGIC AND TECHNOLOGY (EUSFLAT-13), 2013, 32 : 559 - 564
  • [2] Time Series Analysis By Discrete F-Transform
    Perfilieva, Irina G.
    Yarushkina, Nadezhda G.
    Afanasieva, Tatjana V.
    2010 IEEE INTERNATIONAL CONFERENCE ON FUZZY SYSTEMS (FUZZ-IEEE 2010), 2010,
  • [3] Filtering out high frequencies in time series using F-transform
    Novak, Vilem
    Perfilieva, Irina
    Holcapek, Michal
    Kreinovich, Vladik
    INFORMATION SCIENCES, 2014, 274 : 192 - 209
  • [4] A linguistic approach to time series modeling with the help of F-transform
    Stepnicka, Martin
    Dvorak, Antonin
    Pavliska, Viktor
    Vavrickova, Lenka
    FUZZY SETS AND SYSTEMS, 2011, 180 (01) : 164 - 184
  • [5] Time Series Mining by Fuzzy Natural Logic and F-Transform
    Novak, Vilem
    Perfilieva, Irina
    2015 48TH HAWAII INTERNATIONAL CONFERENCE ON SYSTEM SCIENCES (HICSS), 2015, : 1493 - 1502
  • [6] F-transform and Fuzzy Natural logic in Time Series Analysis
    Novak, Vilem
    Pavliska, Viktor
    Perfilieva, Irina
    Stepnicka, Martin
    PROCEEDINGS OF THE 8TH CONFERENCE OF THE EUROPEAN SOCIETY FOR FUZZY LOGIC AND TECHNOLOGY (EUSFLAT-13), 2013, 32 : 40 - 47
  • [7] Regression Driven F-Transform and Application to Smoothing of Financial Time Series
    Troiano, Luigi
    Kriplani, Pravesh
    Diaz, Irene
    2017 JOINT 17TH WORLD CONGRESS OF INTERNATIONAL FUZZY SYSTEMS ASSOCIATION AND 9TH INTERNATIONAL CONFERENCE ON SOFT COMPUTING AND INTELLIGENT SYSTEMS (IFSA-SCIS), 2017,
  • [8] A Novel Forecasting Method Based on F-Transform and Fuzzy Time Series
    Woo-Joo Lee
    Hye-Young Jung
    Jin Hee Yoon
    Seung Hoe Choi
    International Journal of Fuzzy Systems, 2017, 19 : 1793 - 1802
  • [9] RELAXED DISCRETE F-TRANSFORM AND ITS APPLICATION TO THE TIME SERIES ANALYSIS
    Perfilieva, I.
    Yarushkina, N.
    Afanasieva, T.
    COMPUTATIONAL INTELLIGENCE: FOUNDATIONS AND APPLICATIONS: PROCEEDINGS OF THE 9TH INTERNATIONAL FLINS CONFERENCE, 2010, 4 : 249 - +
  • [10] A Novel Forecasting Method Based on F-Transform and Fuzzy Time Series
    Lee, Woo-Joo
    Jung, Hye-Young
    Yoon, Jin Hee
    Choi, Seung Hoe
    INTERNATIONAL JOURNAL OF FUZZY SYSTEMS, 2017, 19 (06) : 1793 - 1802