A NOTE ON FUZZY TIME SERIES MODEL SELECTION WITH SAMPLE AUTOCORRELATION FUNCTIONS

Sample autocorrelation functions of fuzzy time series are proposed and used in model selection. The main idea is to select a number of different data sets from each fuzzy set and calculate the sample autocorrelation function for each data set. The average autocorrelation function value calculated with different data sets is taken as the collective sample autocorrelation function, as a measure of dependency between fuzzy data.