Interpolating time series based on fuzzy cluster analysis problem

Document Type: Research Paper

Authors

1 College of Natural Science, Can Tho University, Can Tho city, Vietnam.

2 College of Basis Science, Nam Can Tho University, Can Tho city, Vietnam.

10.22111/ijfs.2020.5355

Abstract

This study proposes the model for interpolating time series to use them  to forecast effectively for future. This model is established based on the improved fuzzy clustering analysis problem, which is implemented by the Matlab procedure. The proposed model is illustrated by a data set and tested for many other datasets, especially for 3003 series in  M3-Competition data. Comparing  to the existing models, the proposed model always gives the best result. We also apply  the proposed model in forecasting  the salt peak for a coastal province of Vietnam. Examples and applications show the potential of the studied problem.

Keywords