On 16.03.2017 at 10:30 the “Optimal Control” department will held its regular seminar. The chief scientist of the Institute of Control Systems of National Academy of Science Ramin Rza oglu Rzayev will give a talk on “TIME SERIES MODELING BASED ON FUZZY ANALYSIS OF POSITION-BINARY COMPONENTS OF HISTORICAL DATA”.
The report covers the new predictive models of volatile time series based on fuzzy analysis of position-binary components of historical data. One of the distinctive features of the proposed models are rules of fuzzification of historical data and/or of defuzzification of fuzzy forecasts. In the context of this study, we propose a new criterion for assessing the adequacy of a model based on the use of the Hamming metric, which is on par with classical statistical evaluation criteria was used to evaluate the results.