Assessment of the behavior uncertainty level of the short time series

Abstract

The article considers the problem of assessing the level of uncertainty in the behavior of the short time series. The approach to solving this problem, based on the use of the fuzzy linear regression equation with the asymmetric parameters has been proposed. The methods for assessing the level of uncertainty in the behavior of the short time series using the fuzzy similarity measures have been considered. A herewith, the time series which describes the equation of the classical linear regression is used as the standard time series. The presented results of experimental studies confirm the effectiveness of using the proposed approach to assess the level of uncertainty in the behavior of the short time series.