Volume no :19, Issue no: 2, June (2018)

Journal of Statistics: Advances in Theory and Applications

USING THE FUZZY TIME SERIES TECHNIQUE TO IMPROVE THE ESTIMATION OF THE SPECTRAL DENSITY FUNCTION

Author's: Abd El-Moneim A. M. Teamah, Hasnaa M. Faied and Mohammed H. El-Menshawy
Pages: [151] - [170]
Received Date: June 9, 2018; Revised July 30, 2018
Submitted by:
DOI: http://dx.doi.org/10.18642/jsata_7100121974

Abstract

In this paper, we study the estimation of the spectral density function and properties of the resulting estimator which called the periodogram. The statistical properties for this periodogram in case of actual observations and forecasted observations of the fuzzy time series are studied. Depending on MSEs which based on these statistical properties, the periodogram results can be compared in both cases. For this purpose a program that transfer the observed time series to fuzzy time series with large sizes is constructed.

Keywords

fuzzy time series, fuzzy observations, spectral density function, periodogram, estimation.