F-transform and Fuzzy Natural logic in Time Series Analysis

This paper continues the development of the innovative method for time series analysis and forecasting using special soft-computing techniques: fuzzy (F-) transform and Fuzzy Natural Logic. We will demonstrate that the F-transform is a proper technique for extraction of the trend-cycle of time series. Furthermore, we will elaborate in more detail automatic generation of linguistic evaluation of its behavior in arbitrary time slots. Thanks to the firstdegree F-transform (F1-transform), this works even if the graph of the time series visually does not suggest a clear tendency.

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