Time Series Analysis by Fuzzy Logic Methods
Abstract
:1. Introduction
2. Materials and Methods
2.1. DMA–Morphological Analysis: Nonformal Logic
2.1.1. Elementary Measures
2.1.2. Morphological Measures
2.1.3. Conversion of the Geometry of One-Dimensional Relief into the Language of Fuzzy Logic
- −
- It is difficult to say how geometric a record x appears in the region of node t with condition , but the situation is clear, which is “evenness” on the record x near node t in context ∗.
- −
- A large value of any measure (2) is equivalent to large values of all the terms included in its ⋀-conjunction.
P: “Background” for x at Node t
P: “Beginning of Growth (Mountain)” for x at Node t
P: “End of Recession (Mountain)” for x at Node t
P: “Beginning of a Plateau” for x at Node t
P: “End of Plateau” for x at Node t
P: “Climb (Rise)” for x at Node t
P: “Decline (Decrease)” for x at Node t
P: “Peak (Top)” for x at Node t
P: “Depression (Bottom)” for x at Node t
P: “Left Oscillation” for x at Node t
P: “Right Oscillation” for x at Node t
P: “Right Oscillation with Left Increase” for x at Node t
P: “Right Oscillation with Left Decrease” for x at Node t
P: “Left Oscillation with Right Decrease for x at Node t
P: “Left Oscillation with Right Increase” for x at Node t
P: “Two-Way Oscillation” for x at Node t
2.1.4. Conclusions
2.2. Next Steps
- −
- the first part involves extracting knowledge about the record by constructing morphological measures based on Section 2.1.3;
- −
- the second part focuses on improving the quality of conversion from one-dimensional relief geometry to fuzzy logic language according to the same Section 2.1.3;
- −
- the third part is similar to the first, but involves more complex scenarios where morphological measures are combined with other approaches to study the original record.
- −
- Reason one is that the kernel of the measure consists of exactly the nodes where at least one of the elementary measures . is equal to zero. In this way,
- −
- Reason two is that, in the general case, and taking into account the large number of nodes , and the stochasticity of x, we can conclude that the kernels are small (“measure zero”) in T, and, therefore, their union is small in T.
2.3. DMA-Morphological Analysis: Formalization
2.3.1. Background
2.3.2. Beginning of Growth (Mountain)
2.3.3. End of Descend (Mountain)
2.3.4. Beginning of Plateau
2.3.5. End of Plateau
2.3.6. Climb (Growth)
2.3.7. Descending (Decreasing)
2.3.8. Peak (Top)
2.3.9. Depression (Bottom)
2.3.10. Left Oscillation
2.3.11. Right Oscillation
2.3.12. Right Oscillation with Left Increase
2.3.13. Right Oscillation with Left Decrease
2.3.14. Left Oscillation with Right Decrease
2.3.15. Left Oscillation with Right Increase
2.3.16. Two-Way Oscillation
2.3.17. Morphological Analysis
2.3.18. Conclusions
3. -Morphological Analysis
3.1. Record Straightening
3.1.1. Definition
- 1.
- The straightening construction R is a non-negative functional on T, parameterized by T:
- 2.
- The straightening of x, based on the construction R, is a non-negative function .
3.1.2. Conclusions
3.2. R-Morphological Measures
4. Search for Elevations Using Morphological Measures
4.1. Required Minimum: Designations, Definitions, Facts
4.1.1. Definition
4.1.2. Statement
4.1.3. Definition
4.1.4. Definition
4.1.5. Statement
4.1.6. Notations
4.1.7. Conclusions
4.2. Search Algorithm: Logic and Formalization
4.2.1. Construction of Elevation
4.2.2. Logic of the Initial Stage
4.2.3. Formalization of the Initial Stage
4.2.4. End Stage Logic
4.2.5. Formalization of the Final Stage
4.2.6. The Logic of the Central Part
4.2.7. Formalization of the Central Part
4.2.8. Left Slope
4.2.9. Right Slope
4.2.10. Elevations and Their Chains
4.2.11. Conclusions
4.3. Example: Morphological Analysis of a Magnetic Storm Record
Conclusions
5. Conclusions
Author Contributions
Funding
Informed Consent Statement
Acknowledgments
Conflicts of Interest
Abbreviations
DMA | Discrete Mathematical Analysis |
FM | Fuzzy Mathematics |
FL | Fuzzy Logic |
DRAS | Difference Recognition Algorithm for Signals |
FCARS | Fuzzy Comparison Algorithm for Recognition of Signals |
MAGNUS | Monitoring and Analysis of Geomagnetic aNomalies in Unified System |
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Agayan, S.M.; Kamaev, D.A.; Bogoutdinov, S.R.; Aleksanyan, A.O.; Dzeranov, B.V. Time Series Analysis by Fuzzy Logic Methods. Algorithms 2023, 16, 238. https://doi.org/10.3390/a16050238
Agayan SM, Kamaev DA, Bogoutdinov SR, Aleksanyan AO, Dzeranov BV. Time Series Analysis by Fuzzy Logic Methods. Algorithms. 2023; 16(5):238. https://doi.org/10.3390/a16050238
Chicago/Turabian StyleAgayan, Sergey M., Dmitriy A. Kamaev, Shamil R. Bogoutdinov, Andron O. Aleksanyan, and Boris V. Dzeranov. 2023. "Time Series Analysis by Fuzzy Logic Methods" Algorithms 16, no. 5: 238. https://doi.org/10.3390/a16050238
APA StyleAgayan, S. M., Kamaev, D. A., Bogoutdinov, S. R., Aleksanyan, A. O., & Dzeranov, B. V. (2023). Time Series Analysis by Fuzzy Logic Methods. Algorithms, 16(5), 238. https://doi.org/10.3390/a16050238