Re: Help : time series data

Robin B. Lake (rbl@hal.EPBI.CWRU.Edu)
Mon, 3 Aug 1998 20:12:49 +0200 (MET DST)

You asked:
> Could anybody tell me if fuzzy logic has been applied to
> - time series analysis
> - signal processing.
>
> If so, where can I find information (or references) on these topics?
>
>
> Barry.
>
>

I have used fuzzy time-series analysis to model the stock market, quite
successfully. There should be a Web page describing our system available
in about three weeks. (20 good trades vs. 3 bad trades since June 1)

For obvious reasons, I can't give any details, but did want you encourage
your investigation.

As far as "signal processing", my experience is that thinking of signal
processing problems as state-transition problems makes them far more
pliable with fuzzy logic than tackling them straight-on. The common
signal processing paradigm of transforming signals from time domain into
one or another transform/frequency/sequency/wavelet domain has not yet
been (to my limited knowledge) properly addressed with a fuzzy perspective.

Now that I think of it, there is an excellent paper in Proc. IEEE a few
years ago about using fuzzy logic to do blind deconvolution of time series.
If you can't find it, let me know, as I'm not at my office ...

Cheers,
Rob Lake
Environmental Modeling Inc.
rbl@po.cwru.edu

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