Abstract

The purpose of this paper is to present the results of a systematic literature review regarding the development of fuzzy-based models for time series forecasting in the period 2017–2021. The study was conducted using a well-established review protocol and a couple of powerful tools for bibliometric analysis to know and analyse the main approaches adopted in the research field of interest. We analysed 118 articles published in peer-reviewed journals indexed in the 2020 Journal Citation Reports of the Web of Science. This allowed us to present an in-depth performance analysis and a science mapping regarding the current situation of fuzzy time series forecasting and modelling. The outputs of this study provide a practical base for further investigations that address this topic from both a methodological point of view and in terms of applicability.

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