Fuzzy relation analysis in fuzzy time series model

  • Authors:
  • Ruey-Chyn Tsaur;Jia-Chi O Yang;Hsiao-Fan Wang

  • Affiliations:
  • -;-;-

  • Venue:
  • Computers & Mathematics with Applications
  • Year:
  • 2005

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Abstract

Fuzzy relation is a crucial connector in presenting fuzzy time series model. However, how to obtain a fuzzy relation matrix to represent a time-invariant relation is still a question. Based on the concept of fuzziness in Information Theory, the concept of entropy is applied to measure the degrees of fuzziness when a time-invariant relation matrix is derived. Finally, an example is illustrated to show that the proposed method could obtain more accurate and robust results in forecasting.