Effect of Fuzzy Time Series Technique on Estimators of Spectral Analysis

In this chapter, we study the estimation of the spectral density function as well as the properties of the resulting estimator, known as the periodogram. The statistical properties of this periodogram for actual and forecasted observations of the fuzzy time series are investigated. The periodogram results in both cases can be compared based on MSEs, which are based on these statistical properties. A programme that converts observed time series to fuzzy time series with large sizes is created for this purpose.

Study Objective: Using the fuzzy time series technique to improve the estimation of the spectral density function while retaining its statistical properties.