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sci-FTS: Using soft clustering on Intrinsic Mode Functions to model Fuzzy Time Series

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Author(s):
dos Santos Ferreira, Marcos Vinicius ; Rios, Ricardo ; Rios, Tatiane Nogueira
Total Authors: 3
Document type: Journal article
Source: SOFTWARE IMPACTS; v. 11, p. 5-pg., 2022-01-27.
Abstract

This manuscript introduces a new software, sci-FTS, which models time series by combining Signal Processing tools and Fuzzy Set Theory. Firstly, time series are decomposed into Intrinsic Mode Functions (IMFs), emphasizing instantaneous frequencies and amplitudes. Secondly, sci-FTS combines IMFs to extract deterministic influences, removing noises. Next, sci-FTS executes an algorithm that finds an adequate space partitioning to produce the fuzzy sets. Finally, Fuzzy Time Series steps are considered to predict observations. Our contributions are twofold: sci-FTS finds out similar patterns in observations to better model the universe of discourse; ii) models produced by sci-FTS overcome studies from the literature. (AU)

FAPESP's process: 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry
Grantee:Francisco Louzada Neto
Support Opportunities: Research Grants - Research, Innovation and Dissemination Centers - RIDC