A fuzzy rule based time series model
Norio Watanabe · IEEE Annual Meeting of the Fuzzy Information, 2004. Processing NAFIPS '04. · 2004
A time series model based on fuzzy if-then rules is introduced and its estimation problem is considered. The proposed model is an application of the Takagi-Sugeno's fuzzy system and is a generalization of the threshold autoregressive model for time series. The applicability of the proposed model is considered by applying to real time series.