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Looking for Dependencies in Short Time Series Using Imprecise Statistical Data

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Theoretical Advances and Applications of Fuzzy Logic and Soft Computing

Part of the book series: Advances in Soft Computing ((AINSC,volume 42))

Abstract

In the paper we propose a very simple method for the analysis of dependencies between consecutive observations of a short time series when individual observations are imprecise (fuzzy). For this purpose we propose to apply a fuzzy version of the Kendall’s τ statistic. The proposed methodology can be used for the analysis of a short series of opinion polls when answers of individual respondents are presented in an imprecise (fuzzy) form.

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References

  1. Box, G.E.P., Jenkins, G.M., Reinsel, G.C.: Time Series Analysis, Forecasting and Control. Prentice-Hall, Englewood Cliffs (1994)

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  2. Hryniewicz, O.: Statistical Decisions with Imprecise Data and Requirements. In: Kulikowski, R., Szkatula, K., Kacprzyk, J. (eds.) Systems Analysis and Decisions Support in Economics and Technology, pp. 135–143. Omnitech Press, Warszawa (1994)

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  3. Hryniewicz, O.: Possiblistic decisions and fuzzy statistical tests. Fuzzy Sets and Systems 157, 2665–2673 (2006)

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  4. Hryniewicz, O.: Statistics with fuzzy data in Statistical Quality Control. Soft Computing (submitted)

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Oscar Castillo Patricia Melin Oscar Montiel Ross Roberto Sepúlveda Cruz Witold Pedrycz Janusz Kacprzyk

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© 2007 Springer-Verlag Berlin Heidelberg

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Hryniewicz, O. (2007). Looking for Dependencies in Short Time Series Using Imprecise Statistical Data. In: Castillo, O., Melin, P., Ross, O.M., Sepúlveda Cruz, R., Pedrycz, W., Kacprzyk, J. (eds) Theoretical Advances and Applications of Fuzzy Logic and Soft Computing. Advances in Soft Computing, vol 42. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-72434-6_21

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  • DOI: https://doi.org/10.1007/978-3-540-72434-6_21

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-72433-9

  • Online ISBN: 978-3-540-72434-6

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