Detection of Structural Breaks in Time Series Using Fuzzy Techniques
Vilém Novák · International Journal of Fuzzy Logic and Intelligent Systems · 2018
In this paper we suggest to use special "fuzzy" techniques for detection of structural breaks in time series, namely the fuzzy (F)-transform and one method of fuzzy natural logic (FNL).The idea is based on application of the F 1 -transform which makes it possible to estimate effectively slope of time series (ignoring its possible volatility) and its evaluation by a suitable evaluative linguistic expression.The method is computationally very effective.