✦ LIBER ✦

Fuzzy stochastic fuzzy time series and its models

✍ Scribed by Qiang Song; Robert P. Leland; Brad S. Chissom

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 598 KB
Volume: 88
Category: Article
ISSN: 0165-0114
DOI: 10.1016/s0165-0114(96)00077-2

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✦ Synopsis

In this paper, as an extension of the concept of time series, we will present the definition and models of fuzzy stochastic fuzzy time series (FSFTS), both of whose values and probabilities with which the FSFTS assumes its values are fuzzy sets, and which may not be modeled properly by the concept of time series. To investigate FSFTS, the definition of fuzzy valued probability distributions is considered and discussed. When the FSFTS is time-invariant, several preliminary conclusions are derived.

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