Expectile smoothing of time series using F-transform
Maria Letizia Guerra, Luciano Stefanini · Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna) · 2013
In this paper, we will illustrate the F-transform based on generalized fuzzy partitions as a tool for expectile smoothing. This allows to represent a time series in terms of a fuzzy-valued function whose level-cuts are modeled by F-transform and estimated by expectile regression. The proposed methodology is illustrated on real economic and financial time series