Mellin’s Transform and Application to Some Time Series Models

This paper uses the Mellin transform to establish the means, variances, skewness, and kurtosis of fuzzy numbers and applied them to the random coefficient autoregressive (RCA) time series models. We also give a close form expression to the moment generating function related to fuzzy numbers. It is s...

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Bibliographic Details
Published in:ISRN applied mathematics 2014-01, Vol.2014, p.1-12
Main Authors: Appadoo, S. S., Thavaneswaran, A., Mandal, S.
Format: Article
Language:English
Subjects:
Coefficients
Fourier transforms
Fuzzy logic
Fuzzy sets
Fuzzy systems
Kurtosis
Mathematical analysis
Mathematical models
Mellin transforms
Set theory
Skewness
Time series
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Summary:This paper uses the Mellin transform to establish the means, variances, skewness, and kurtosis of fuzzy numbers and applied them to the random coefficient autoregressive (RCA) time series models. We also give a close form expression to the moment generating function related to fuzzy numbers. It is shown that the results of the proposed time series models are consistent with those of the conventional time series models and that the developed concepts are straightforward and easily implemented.
ISSN:2090-5572
2090-5564
2090-5572
DOI:10.1155/2014/976023