Sounds interesting!

There's plenty of tutorials on fuzzy time series, so just some search would help. It really depends on your background as to which textbook would suit you better.

But after you find some methods and their implementations, you will want to evaluate the performance of the methods you applied.

Here's where you will need a methodology for measuring forecasting performance. Let me recommend this work:

Poster How to measure the quality of demand forecasts efficiently: ...

Chapter Forecast Error Measures: Critical Review and Practical Recommendations

Eventually, your question will be as follows:

does the fuzzy method you use give statistically better results compared to the well-known alternatives such as Holt's method, etc.

To test this hypothesis you can use the methodology presented in Section 4:

Chapter Forecast Error Measures: Critical Review and Practical Recommendations

thakyou for your information ,

have you ever learn about fuzzy forecasting?

maybe we can discuss about that topic, is that sounds great? hehe Andrey Davydenko

Although, I have not worked with fuzzy time series forecasting yet, it is interesting to compare the performance of these methods with more standard approaches. Thus, the choice of the methodology for forecasting performance measurement and comparison is very important.

could you gimme some recomendation to learn about forecasting performance measure? by the way im ratri from indonesia, nice to discuss with you Andrey Davydenko

Olumide Olaoye

from your experience to apply that techniques, is there any advantages or weakness at each techniques?

Hi! Nice to meet you, glad to join your discussion.

Sure, I can give you the recommendations on measuring forecasting performance.

Let me recommend you this poster first:

Poster How to measure the quality of demand forecasts efficiently: ...

If you need step-by-step instructions, let me recommend this chapter:

Chapter Forecast Error Measures: Critical Review and Practical Recommendations

See Section 4.

If you should have any questions, let me know.