Forecasting in Non-stationary Environments with Fuzzy Time Series

1 code implementation • 27 Apr 2020 • Petrônio Cândido de Lima e Silva, Carlos Alberto Severiano Junior, Marcos Antonio Alves, Rodrigo Silva, Miri Weiss Cohen, Frederico Gadelha Guimarães

In this approach, we employ Non-Stationary Fuzzy Sets, in which perturbation functions are used to adapt the membership function parameters in the knowledge base in response to statistical changes in the time series.

Time Series Time Series Analysis